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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Gao, Jiti"
~person:"Gungor, Sermin"
~subject:"Estimation"
~type:"article"
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Share price
Estimation
Estimation theory
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Stambaugh, Robert F.
Gao, Jiti
Gungor, Sermin
Su, Liangjun
4
Hsu, Yu-Chin
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
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Ling, Shiqing
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Qin, Jing
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Racine, Jeffrey
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Richard, Jean-François
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Tsai, Chih-Ling
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Uematsu, Yoshimasa
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Van Keilegom, Ingrid
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Wang, Hansheng
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Yamagata, Takashi
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Amado, Cristina
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An, Yonghong
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Ang, Andrew
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Bai, Jushan
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Bera, Anil K.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
6
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of productivity analysis
1
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ECONIS (ZBW)
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
3
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
4
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
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