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person:"Craig, Ben R."
subject:"Exchange rate"
~person:"Bai, Jushan"
~person:"Sun, Yixiao"
~subject:"Estimation theory"
~subject:"Evaluating Density Forecasts"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Estimation theory
Evaluating Density Forecasts
Schätztheorie
54
Panel
17
Panel study
17
Theorie
15
Theory
15
Time series analysis
11
Zeitreihenanalyse
11
Heteroscedasticity
10
Heteroskedastizität
10
Statistical test
10
Statistischer Test
10
Autocorrelation
9
Autokorrelation
9
Factor analysis
6
Faktorenanalyse
6
Robust statistics
6
Robustes Verfahren
6
Fixed-smoothing asymptotics
5
Correlation
4
Korrelation
4
Cointegration
3
Cross-sectional correlation
3
Heteroskedasticity
3
Induktive Statistik
3
Kointegration
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Regression analysis
3
Regressionsanalyse
3
Statistical inference
3
Thresholding
3
Analysis of variance
2
Cross-sectional dependence
2
Econometrics
2
Endogeneity
2
Estimation
2
F distribution
2
F-distribution
2
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2
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Article
53
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Aufsatz in Zeitschrift
Article in journal
54
Graue Literatur
27
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27
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22
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English
54
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Craig, Ben R.
Bai, Jushan
Sun, Yixiao
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
48
Tsionas, Efthymios G.
48
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Chen, Songnian
35
Simar, Léopold
35
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Perron, Pierre
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
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Journal of econometrics
19
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The econometrics journal
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Economics letters
2
Journal of applied econometrics
2
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2
Annals of economics and finance
1
Annual review of economics
1
Economic review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Foundations and trends in econometrics
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of financial research
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ECONIS (ZBW)
54
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1
The statistics of time varying cross-sectional information coefficients
Ding, Zhuanxin
;
Sun, Yixiao
- In:
The journal of asset management : a major new, …
24
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013556592
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2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
4
Large-scale generalized linear models for longitudinal data with grouped patterns of unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 983-994
Persistent link: https://www.econbiz.de/10014448483
Saved in:
5
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao
;
Wang, Xuexin
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 177-206
Persistent link: https://www.econbiz.de/10013167603
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6
A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations
Wang, Xuexin
;
Sun, Yixiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 505-521
Persistent link: https://www.econbiz.de/10013533447
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7
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
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8
Feasible generalized least squares for panel data with cross-sectional and serial correlations
Bai, Jushan
;
Choi, Sung Hoon
;
Liao, Yuan
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 309-326
Persistent link: https://www.econbiz.de/10012488925
Saved in:
9
Dynamic spatial panel data models with common shocks
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 134-160
Persistent link: https://www.econbiz.de/10013275367
Saved in:
10
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
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