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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of econometrics"
~person:"Kristensen, Dennis"
~person:"Li, Degui"
~subject:"Composite quantile regression"
~subject:"Forecasting"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Composite quantile regression
Forecasting
Nichtparametrisches Verfahren
Estimation theory
18
Schätztheorie
18
Nonparametric statistics
10
Time series analysis
5
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5
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4
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Cointegration
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Kristensen, Dennis
Li, Degui
Linton, Oliver
15
Su, Liangjun
14
Chen, Xiaohong
10
Chen, Songnian
9
Florens, Jean-Pierre
9
Gao, Jiti
9
Robinson, Peter M.
9
Hsiao, Cheng
8
Li, Qi
8
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7
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7
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7
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7
Simar, Léopold
7
White, Halbert
7
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6
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6
Lewbel, Arthur
6
Li, Kunpeng
6
Sasaki, Yuya
6
Sun, Yiguo
6
Breunig, Christoph
5
Fan, Yanqin
5
Horowitz, Joel
5
Lu, Xun
5
Xu, Ke-Li
5
Das, Mitali
4
Dong, Chaohua
4
Escanciano, Juan Carlos
4
Haiqing Xu
4
Hoderlein, Stefan
4
Hong, Han
4
Hu, Yingyao
4
Lavergne, Pascal
4
Mammen, Enno
4
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4
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4
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Journal of econometrics
CREATES research paper
6
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3
Cambridge working papers in economics
3
Discussion papers in economics
3
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
CREATES Research Paper
2
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2
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Working paper / Department of Econometrics and Business Statistics, Monash University
2
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ECONIS (ZBW)
11
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1
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 616-643
Persistent link: https://www.econbiz.de/10012619252
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
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:
4
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
5
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:
6
Higher-order properties of approximate estimators
Kristensen, Dennis
;
Salanié, Bernard
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10011818777
Saved in:
7
Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui
;
Li, Runze
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
Saved in:
8
A flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
9
Nonparametric identification and estimation of transformation models
Chiappori, Pierre-André
;
Komunjer, Ivana
;
Kristensen, …
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 22-39
Persistent link: https://www.econbiz.de/10011500244
Saved in:
10
Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis
;
Shin, Yongseok
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10009551440
Saved in:
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