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person:"Giles, David E. A."
~isPartOf:"Cambridge working papers in economics"
~person:"Andrews, Donald W. K."
~person:"Gao, Jiti"
~person:"Simar, Léopold"
~subject:"Statistical inference"
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Statistical inference
Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätztheorie
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Estimation
2
Forecasting model
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Prognoseverfahren
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Schätzung
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Aktienmarkt
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Börsenkurs
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Capital income
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Co-moving predictors
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Cross-Sectional Dependence
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Cross-section analysis
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Dual super-consistency rates
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Factor analysis
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Faktorenanalyse
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Fama-French Model
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Hermite orthogonal estimation
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Induktive Statistik
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Inference
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Kernel estimator
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locally stationary process
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series estimator
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stock return prediction
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Giles, David E. A.
Andrews, Donald W. K.
Gao, Jiti
Simar, Léopold
Jochmans, Koen
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Linton, Oliver
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Ma, Shujie
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Pesaran, M. Hashem
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Cambridge working papers in economics
Cowles Foundation Discussion Paper
20
Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European journal of operational research : EJOR
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Journal of econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Advances in economics and econometrics ; Vol. 3
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Computational economics
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Quantitative economics : QE ; journal of the Econometric Society
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Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
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2019
Persistent link: https://www.econbiz.de/10012698841
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