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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of econometrics"
~person:"Gao, Jiti"
~person:"Gungor, Sermin"
~subject:"Cross-section analysis"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Share price
Cross-section analysis
Nichtparametrisches Verfahren
Estimation theory
14
Schätztheorie
14
Estimation
6
Schätzung
6
Nonparametric statistics
5
Panel
5
Panel study
5
Regression analysis
4
Regressionsanalyse
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Stambaugh, Robert F.
Gao, Jiti
Gungor, Sermin
Linton, Oliver
15
Chen, Xiaohong
10
Florens, Jean-Pierre
9
Chen, Songnian
8
Cai, Zongwu
7
Li, Qi
7
Robinson, Peter M.
7
Simar, Léopold
7
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7
Todorov, Viktor
7
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7
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6
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6
Phillips, Peter C. B.
6
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6
Breunig, Christoph
5
Fan, Yanqin
5
Horowitz, Joel
5
Li, Jia
5
Li, Yingying
5
Sasaki, Yuya
5
Tauchen, George Eugene
5
Xu, Ke-Li
5
Das, Mitali
4
Dong, Chaohua
4
Escanciano, Juan Carlos
4
Haiqing Xu
4
Hoderlein, Stefan
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Hsiao, Cheng
4
Kim, Donggyu
4
Kristensen, Dennis
4
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Lu, Xun
4
Mammen, Enno
4
Park, Joon Y.
4
Peng, Bin
4
Antoine, Bertille
3
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3
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Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge working papers in economics
3
Econometric theory
3
Econometric reviews
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School of Accounting, Finance and Economics & FEMARC working paper series
2
CREATES research paper
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1
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1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of productivity analysis
1
Monash Econometrics and Business Statistics Working Paper Series
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Staff working paper / Bank of Canada
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The econometrics journal
1
Working paper series / Center for Research in Security Prices
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ECONIS (ZBW)
6
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1
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
2
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
3
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
4
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
5
Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
Saved in:
6
Semiparametric estimation in triangular system equations with nonstationarity
Gao, Jiti
;
Phillips, Peter C. B.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009764384
Saved in:
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