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person:"Birke, Melanie"
subject:"Regression analysis"
~isPartOf:"Econometric reviews"
~person:"Djogbenou, Antoine A."
~person:"Gao, Jiti"
~subject:"Lévy process"
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Regression analysis
Lévy process
Estimation theory
6
Schätztheorie
6
Asymptotic theory
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Panel
2
Panel study
2
Regressionsanalyse
2
Time series analysis
2
Zeitreihenanalyse
2
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Density estimation
1
Estimation
1
Extended generalized partially linear single-index
1
Factor analysis
1
Faktorenanalyse
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GARCH model
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Modellierung
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Risikoprämie
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Risk premium
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Schätzung
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Scientific modelling
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Stochastic process
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Stochastischer Prozess
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closed-form estimate
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control function approach
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cross-validation
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endogeneity
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equity premium
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factors
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localized bandwidth
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orthogonal series expansion
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orthogonal series method
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partially linear panel data model
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semiparametric regression models
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series estimation
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Birke, Melanie
Djogbenou, Antoine A.
Gao, Jiti
Otsu, Taisuke
4
Sun, Yiguo
3
Taylor, Luke
3
Dong, Hao
2
Li, Shuo
2
Linton, Oliver
2
Perron, Pierre
2
Troster, Victor
2
Tu, Yundong
2
Wan, Alan T. K.
2
Aristodemou, Katerina
1
Baltagi, Badi H.
1
Bouezmarni, Taoufik
1
Bun, Maurice J. G.
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Cardot, Hervé
1
Chang, Seong Yeon
1
Chen, Chaoyi
1
Chen, Songnian
1
Chen, Yining
1
Cheng, Tingting
1
Chiong, Khai Xiang
1
Chu, Ba
1
Coudin, Elise
1
Delgado, Michael S.
1
Dong, Chaohua
1
Dong, Yingying
1
Doukali, Mohamed
1
Drukker, David M.
1
Dufour, Jean-Marie
1
Gao, Qi
1
Geng, Xin
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Green, Carl
1
Gu, Wentao
1
Harrison, Teresa D.
1
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Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Cowles Foundation Discussion Paper
3
Journal of econometrics
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Cowles Foundation discussion paper
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion papers : DP
1
Cambridge working papers in economics
1
Cambridge-INET working papers
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Contributions to statistics
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Discussion paper series / IZA
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Econometric theory
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Journal of banking & finance
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Queen's Economics Department working paper
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Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A.
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
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2
On endogeneity and shape invariance in extended partially linear single index models
Gao, Jiti
;
Kim, Namhyun
;
Saart, Patrick W.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 415-435
Persistent link: https://www.econbiz.de/10012181434
Saved in:
3
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
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