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subject:"Maximum-Likelihood-Schätzung"
subject:"Nonparametric statistics"
~person:"Li, Qi"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Nonparametric statistics
Statistical test
Zeitreihenanalyse
Estimation theory
75
Schätztheorie
75
Nichtparametrisches Verfahren
40
Theorie
26
Theory
26
Regression analysis
17
Regressionsanalyse
17
Estimation
9
Schätzung
9
Time series analysis
9
Panel
8
Panel study
8
Nonparametric estimation
5
Core
4
Econometrics
4
Modellierung
4
Scientific modelling
4
Statistischer Test
4
Ökonometrie
4
Bandwidth selection
3
Induktive Statistik
3
Microeconometrics
3
Mikroökonometrie
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Statistical inference
3
Bootstrap
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Cointegration
2
Consistent test
2
Correlation
2
Cross-validation
2
Discrete regressors
2
Factor analysis
2
Faktorenanalyse
2
Fixed effects
2
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Free
7
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Article
44
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7
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39
Aufsatz in Zeitschrift
39
Aufsatz im Buch
5
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5
Arbeitspapier
3
Graue Literatur
3
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3
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3
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Language
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English
51
Author
All
Li, Qi
Phillips, Peter C. B.
159
Gao, Jiti
126
Linton, Oliver
93
Chen, Xiaohong
74
Koopman, Siem Jan
63
Härdle, Wolfgang
60
Pesaran, M. Hashem
54
Cai, Zongwu
52
Newey, Whitney K.
47
Robinson, Peter M.
47
Johansen, Søren
45
Kapetanios, George
45
Lütkepohl, Helmut
45
Nielsen, Morten Ørregaard
44
Su, Liangjun
44
Franses, Philip Hans
42
Li, Degui
42
Sentana, Enrique
41
Teräsvirta, Timo
41
Otsu, Taisuke
40
Chernozhukov, Victor
39
Andrews, Donald W. K.
37
Horowitz, Joel
37
Dufour, Jean-Marie
35
Hoderlein, Stefan
35
Kristensen, Dennis
35
Peng, Bin
35
Sun, Yixiao
35
Florens, Jean-Pierre
34
Racine, Jeffrey
34
Stock, James H.
34
White, Halbert
34
McAleer, Michael
33
Escanciano, Juan Carlos
32
Gouriéroux, Christian
32
Koop, Gary
32
Simar, Léopold
32
Mammen, Enno
31
Swanson, Norman R.
31
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Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Econometric theory
6
Econometric reviews
4
Department of Economics working paper series / McMaster University, Department of Economics
3
Economics letters
2
International economic review
2
The Oxford handbook of panel data
2
Annals of economics and finance
1
Cross-sectional methods and applications
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FRB Boston Risk and Policy Analysis Unit Paper
1
Journal of risk and financial management : JRFM
1
Nonparametric econometric methods
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
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ECONIS (ZBW)
51
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21
Gradient-based smoothing parameter selection for nonparametric regression estimation
Henderson, Daniel J.
;
Li, Qi
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 233-241
Persistent link: https://www.econbiz.de/10011339349
Saved in:
22
A semiparametric varying coefficient model of monotone auction bidding processes
Liu, Wenchuan
;
Zhang, Yu Yvette
;
Li, Qi
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 313-335
Persistent link: https://www.econbiz.de/10011286415
Saved in:
23
Nonparametric panel data regression models
Sun, Yiguo
;
Zhang, Yu Yvette
;
Li, Qi
- In:
The Oxford handbook of panel data
,
(pp. 285-324)
.
2015
Persistent link: https://www.econbiz.de/10010472601
Saved in:
24
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya
;
Liang, Zhongwen
;
Lin, Juan
;
Li, Qi
- In:
Annals of economics and finance
16
(
2015
)
2
,
pp. 353-369
Persistent link: https://www.econbiz.de/10011428164
Saved in:
25
Nonparametric Panel Data Regression Models
Sun, Yiguo
;
Zhang, Yu Yvette
;
Li, Qi
- In:
The Oxford handbook of panel data
.
2015
Persistent link: https://www.econbiz.de/10013476541
Saved in:
26
Misspecification test methods in econometrics : editoral
Cai, Zongwu
;
Hong, Yongmiao
;
Li, Qi
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
Saved in:
27
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
Lin, Zhongjian
;
Li, Qi
;
Sun, Yiguo
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 167-179
Persistent link: https://www.econbiz.de/10010255448
Saved in:
28
Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series
Sun, Yiguo
;
Li, Qi
- In:
The Oxford handbook of applied nonparametric and …
.
2014
Persistent link: https://www.econbiz.de/10012881209
Saved in:
29
Semiparametric functional coefficient models with integrated covariates
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
29
(
2013
)
3
,
pp. 659-672
Persistent link: https://www.econbiz.de/10009778490
Saved in:
30
Optimal bandwidth selection for nonparametric conditional distribution and quantile functions
Li, Qi
;
Lin, Juan
;
Racine, Jeffrey
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 57-65
Persistent link: https://www.econbiz.de/10009715079
Saved in:
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