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subject:"Nonparametric statistics"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Korrelation"
~subject:"Share price"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Korrelation
Share price
Theory
Estimation theory
1,025
Schätztheorie
1,025
Time series analysis
284
Zeitreihenanalyse
284
Theorie
232
Nichtparametrisches Verfahren
198
Estimation
187
Schätzung
187
Regression analysis
149
Regressionsanalyse
149
USA
106
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105
Statistical test
91
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84
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75
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63
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51
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47
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46
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46
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44
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44
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44
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43
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43
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43
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38
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Gao, Jiti
37
Chen, Xiaohong
13
Phillips, Peter C. B.
11
Li, Qi
9
King, Maxwell L.
8
Su, Liangjun
8
Cheng, Tingting
7
Li, Degui
7
Zhang, Xibin
7
Gong, Xiaodong
6
Kristensen, Dennis
6
Peng, Bin
6
Linton, Oliver
5
Otsu, Taisuke
5
Racine, Jeffrey
5
Andrews, Donald W. K.
4
Cattaneo, Matias D.
4
Jansson, Michael
4
Lan, Wei
4
Newey, Whitney K.
4
Poskitt, Donald Stephen
4
Pouzo, Demian
4
Silvapulle, Paramsothy
4
Tjostheim, Dag
4
Tsai, Chih-Ling
4
Yan, Yayi
4
Yi, Yanping
4
Altonji, Joseph G.
3
Bauwens, Luc
3
Bollerslev, Tim
3
Crump, Richard K.
3
Franses, Philip Hans
3
Frazier, David T.
3
Ghysels, Eric
3
Hall, Alastair R.
3
Hansen, Bruce E.
3
Hansen, Christian Bailey
3
Hsu, Yu-Chin
3
Ichimura, Hidehiko
3
Kanaya, Shin
3
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CREATES research paper
Cowles Foundation Discussion Paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
740
Economics letters
483
Econometric theory
380
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
255
Econometric reviews
223
Série des documents de travail / Centre de Recherche en Économie et Statistique
172
Journal of applied econometrics
154
Journal of quantitative economics : official journal of the Indian Econometric Society
144
CEMMAP working papers / Centre for Microdata Methods and Practice
140
The review of economics and statistics
125
Discussion paper / Tinbergen Institute
110
Oxford bulletin of economics and statistics
105
Working paper / National Bureau of Economic Research, Inc.
95
The econometrics journal
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
93
Discussion paper / Center for Economic Research, Tilburg University
92
Journal of the American Statistical Association : JASA
91
CORE discussion paper : DP
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Discussion paper series / IZA
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
78
Cowles Foundation discussion paper
69
The review of economic studies
67
Applied economics
66
SFB 649 discussion paper
63
Working paper
61
International economic review
60
Journal of forecasting
60
Working paper series
59
Annales d'économie et de statistique
58
Metrika : international journal for theoretical and applied statistics
58
American journal of agricultural economics
54
Technical working paper / National Bureau of Economic Research
54
Discussion papers of interdisciplinary research project 373
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Discussion paper
46
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ECONIS (ZBW)
465
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1
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
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2
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
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3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
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4
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
5
Optimal shrinkage-based portfolio selection in high dimensions
Bodnar, Taras
;
Okhrin, Yarema
;
Parolya, Nestor
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10013540653
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6
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
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7
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
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8
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
9
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
10
Local composite quantile regression for regression discontinuity
Huang, Xiao
;
Zhan, Zhaoguo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1863-1875
Persistent link: https://www.econbiz.de/10013540525
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