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subject:"Nonparametric statistics"
~isPartOf:"Applied economics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Cai, Biqing"
~person:"Koo, Bonsoo"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Share price
Zeitreihenanalyse
Estimation theory
7
Schätztheorie
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Time series analysis
6
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Cointegration
2
Kointegration
2
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2
Bayes-Statistik
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Bayesian inference
1
Bayesian neural networks
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Börsenkurs
1
Capital income
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Einheitswurzeltest
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Gibbs posteriors
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Hermite Functions
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Hermite functions
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Induktive Statistik
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Loss-based Bayesian forecasting
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M4 forecasting competition
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Neural networks
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Panel study
1
Return Predictability
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Series Estimator
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Statistical inference
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Cai, Biqing
Koo, Bonsoo
Gao, Jiti
49
Peng, Bin
18
Hyndman, Rob J.
13
Poskitt, Donald Stephen
10
Martin, Gael M.
9
Dong, Chaohua
8
Yan, Yayi
7
Cheng, Tingting
6
Zhang, Xibin
6
Gong, Xiaodong
5
Li, Degui
5
Linton, Oliver
5
Yang, Yanrong
5
Frazier, David T.
4
Liu, Fei
4
Athanasopoulos, George
3
Feng, Guohua
3
Forbes, Catherine Scipione
3
Grose, Simone D.
3
Nadarajah, K.
3
Pan, Guangming
3
Silvapulle, Mervyn J.
3
Tjostheim, Dag
3
Vahid, Farshid
3
Zhang, Lina
3
Zhao, Xueyan
3
Bailey, Natalia
2
Bergmeir, Christoph
2
Blazsek, Szabolcs
2
Dokumentov, Alexander
2
Donga, Chaohua
2
Harris, David
2
Hong, Han
2
Jiang, Bin
2
Kew, Hsein
2
Kim, Jong-Min
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King, Maxwell L.
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Applied economics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
2
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1
Econometric theory
1
Econometrics : open access journal
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ECONIS (ZBW)
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
2
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
3
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
4
A note on the validity of cross-validation for evaluating time series prediction
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Koo, Bonsoo
-
2015
Persistent link: https://www.econbiz.de/10011781237
Saved in:
5
Orthogonal series estimation in nonlinear cointegrating models with endogeneity
Cai, Biqing
;
Dong, Chaohua
;
Gao, Jiti
-
2015
Persistent link: https://www.econbiz.de/10011781377
Saved in:
6
Hermite series estimation in nonlinear cointegrating models
Cai, Biqing
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009789500
Saved in:
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