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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Econometric theory"
~person:"Gao, Jiti"
~person:"Gungor, Sermin"
~person:"Hautsch, Nikolaus"
~subject:"Nonparametric statistics"
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Share price
Nonparametric statistics
Estimation theory
6
Schätztheorie
6
Nichtparametrisches Verfahren
3
Time series analysis
3
Zeitreihenanalyse
3
Commodity exchange
1
Correlation
1
Kleinste-Quadrate-Methode
1
Korrelation
1
Least squares method
1
Metal market
1
Metallmarkt
1
Nichtlineare Dynamik
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Regression analysis
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Regressionsanalyse
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Stambaugh, Robert F.
Gao, Jiti
Gungor, Sermin
Hautsch, Nikolaus
Linton, Oliver
8
Li, Qi
6
Chen, Songnian
4
Hoderlein, Stefan
4
Kanaya, Shin
4
Florens, Jean-Pierre
3
Lu, Xun
3
Otsu, Taisuke
3
Su, Liangjun
3
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3
Xia, Yingcun
3
Xiao, Zhijie
3
Cai, Zongwu
2
Dong, Hao
2
Duffy, James A.
2
Escanciano, Juan Carlos
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Hahn, Jinyong
2
Johannes, Jan
2
Khan, Shakeeb
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Klein, Roger W.
2
Kong, Efang
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Lewbel, Arthur
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Li, Degui
2
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2
Mammen, Enno
2
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2
Racine, Jeffrey
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Rodríguez Poo, Juan Manuel
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Rothe, Christoph
2
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2
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2
Sun, Yiguo
2
Taylor, Luke
2
Vieu, Philippe
2
Yang, Lijian
2
Yang, Yuhong
2
Adusumilli, Karun
1
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Econometric theory
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge working papers in economics
3
CFS working paper series
2
Econometric reviews
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SFB 649 discussion paper
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CREATES research paper
1
Cambridge-INET working papers
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Discussion paper series / IZA
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of productivity analysis
1
Monash Econometrics and Business Statistics Working Paper Series
1
Staff working paper / Bank of Canada
1
The econometrics journal
1
Working paper series / Center for Research in Security Prices
1
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Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
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2
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Saved in:
3
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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