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person:"Huber, Martin"
subject:"Germany"
~language:"eng"
~person:"Chernozhukov, Victor"
~person:"Gao, Jiti"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~person:"Runde, Ralf"
~subject:"Bootstrap approach"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"IV-Schätzung"
~subject:"Induktive Statistik"
~subject:"Monte Carlo simulation"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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Bootstrap approach
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IV-Schätzung
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Estimation theory
235
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235
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Huber, Martin
Chernozhukov, Victor
Gao, Jiti
Hyndman, Rob J.
Linton, Oliver
Runde, Ralf
Phillips, Peter C. B.
37
Koopman, Siem Jan
35
Nielsen, Morten Ørregaard
33
Pesaran, M. Hashem
30
Swanson, Norman R.
28
Härdle, Wolfgang
27
Kapetanios, George
27
Lütkepohl, Helmut
27
Cai, Zongwu
23
Johansen, Søren
22
Marcellino, Massimiliano
22
Chen, Xiaohong
21
Kitagawa, Toru
20
Maravall Herrero, Agustín
20
Peng, Bin
20
Teräsvirta, Timo
20
Sibbertsen, Philipp
19
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18
Horowitz, Joel
18
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17
Lechner, Michael
17
Lucas, André
16
Otsu, Taisuke
16
Schorfheide, Frank
16
Weidner, Martin
16
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15
Słoczyński, Tymon
15
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14
MacKinnon, James G.
14
Giraitis, Liudas
13
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13
Kiviet, J. F.
13
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13
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12
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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014534139
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
3
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
4
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
5
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
6
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
7
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
8
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
9
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
10
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
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