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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Hendry, David F."
~person:"Li, Degui"
~subject:"Kointegration"
~subject:"Korrelation"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Großbritannien
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Estimation theory
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16
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14
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12
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Hendry, David F.
Li, Degui
Phillips, Peter C. B.
19
Johansen, Søren
9
Chambers, Marcus J.
8
Fan, Jianqing
8
Paruolo, Paolo
8
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8
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8
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6
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6
Diebold, Francis X.
6
Kurita, Takamitsu
6
Pittis, Nikitas
6
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6
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5
Bohn Nielsen, Heino
5
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5
Hsiao, Cheng
5
Kapetanios, George
5
Kristensen, Dennis
5
Linton, Oliver
5
Maheswaran, S.
5
Pesaran, M. Hashem
5
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Shin, Yongcheol
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Teräsvirta, Timo
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Wang, Qiying
5
Arize, Augustine Chuck
4
Baillie, Richard
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Bollerslev, Tim
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Corsi, Fulvio
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Gao, Jiti
4
Hoffman, Dennis L.
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ECONIS (ZBW)
10
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1
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
2
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
3
Modelling non-stationary "Big Data"
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313
Saved in:
4
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
5
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
6
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:
7
The impact of integrated measurement errors on modeling long-run macroeconomic time series
Duffy, James A.
;
Hendry, David F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 568-587
Persistent link: https://www.econbiz.de/10011795283
Saved in:
8
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:
9
HUS revisited
Hendry, David F.
- In:
Oxford review of economic policy
10
(
1994
)
2
,
pp. 86-106
Persistent link: https://www.econbiz.de/10001164769
Saved in:
10
An econometric analysis of TV advertising expenditure in the United Kingdom
Hendry, David F.
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
3
,
pp. 281-311
Persistent link: https://www.econbiz.de/10001125796
Saved in:
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