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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~person:"Gao, Jiti"
~person:"Miller, Stephen M."
~subject:"Structural break"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Estimation theory
Structural break
USA
Estimation
66
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Nichtparametrisches Verfahren
24
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24
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24
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23
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17
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Gao, Jiti
Miller, Stephen M.
Caporale, Guglielmo Maria
61
Gil-Alaña, Luis A.
58
Heckman, James J.
52
Pesaran, M. Hashem
41
Marcellino, Massimiliano
35
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32
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29
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26
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25
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23
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22
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22
Schorfheide, Frank
22
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21
Kilian, Lutz
21
Malley, James R.
21
Stulz, René M.
21
Timmermann, Allan
21
Angrist, Joshua D.
20
Belzil, Christian
20
Bloom, Nicholas
20
Christiano, Lawrence J.
20
Karanassou, Marika
20
Card, David E.
19
Linton, Oliver
19
Campbell, John Y.
18
Diebold, Francis X.
18
Eichenbaum, Martin S.
18
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18
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18
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18
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18
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17
Blundell, Richard W.
17
Cai, Zongwu
17
Eickmeier, Sandra
17
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17
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Working paper / Department of Econometrics and Business Statistics, Monash University
23
Working papers / University of Connecticut, Department of Economics
20
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2
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1
School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
47
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1
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:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
4
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
5
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
6
Estimating U.S. housing price network connectedness : evidence from dynamic elastic net, lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
-
2020
Persistent link: https://www.econbiz.de/10012391015
Saved in:
7
The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data
Pépin, Dominique
;
Miller, Stephen M.
-
2020
Persistent link: https://www.econbiz.de/10012391037
Saved in:
8
Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
Saved in:
9
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
10
Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
;
Zhang, Bo
-
2019
Persistent link: https://www.econbiz.de/10012592809
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