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subject:"Nonparametric statistics"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Cheng, Tingting"
~person:"Teräsvirta, Timo"
~subject:"Regressionsanalyse"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Regressionsanalyse
Share price
Estimation theory
20
Schätztheorie
20
Time series analysis
8
Zeitreihenanalyse
8
ARCH model
6
ARCH-Modell
6
Nichtparametrisches Verfahren
6
Börsenkurs
4
Estimation
4
Nichtlineare Regression
4
Nonlinear regression
4
Schätzung
4
Volatility
4
Volatilität
4
Autocorrelation
3
Autokorrelation
3
Bayes-Statistik
3
Bayesian inference
3
Multivariate Analyse
3
Multivariate analysis
3
Statistical test
3
Statistischer Test
3
VAR model
3
VAR-Modell
3
localized bandwidth
3
Aktienmarkt
2
Bayesian average
2
Capital income
2
Correlation
2
Forecasting model
2
Kapitaleinkommen
2
Kernel estimator
2
Korrelation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Prognoseverfahren
2
Regression analysis
2
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Cheng, Tingting
Teräsvirta, Timo
Gao, Jiti
38
Phillips, Peter C. B.
22
Chen, Xiaohong
13
Peng, Bin
7
Zhang, Xibin
7
Kristensen, Dennis
6
Cattaneo, Matias D.
5
Gong, Xiaodong
5
Hyndman, Rob J.
5
Jansson, Michael
5
Li, Degui
5
Linton, Oliver
5
Andrews, Donald W. K.
4
Otsu, Taisuke
4
Pouzo, Demian
4
Yan, Yayi
4
Crump, Richard K.
3
Frazier, David T.
3
Hong, Han
3
Kanaya, Shin
3
Newey, Whitney K.
3
Poskitt, Donald Stephen
3
Shi, Xiaoxia
3
Silvapulle, Mervyn J.
3
Tjostheim, Dag
3
Wang, Qiying
3
Yang, Yanrong
3
Yi, Yanping
3
Zhang, Lina
3
Zhao, Xueyan
3
Altonji, Joseph G.
2
Andersen, Torben
2
Armstrong, Timothy
2
Barndorff-Nielsen, Ole E.
2
Callot, Laurent
2
Chernozhukov, Victor
2
Christensen, Timothy
2
Dokumentov, Alexander
2
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CREATES research paper
Cowles Foundation Discussion Paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Econometric reviews
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cambridge working papers in economics
1
Discussion papers / Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos
1
Econometrics : open access journal
1
Handbook of economic forecasting ; 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
1
NCER working paper series
1
SSE EFI working paper series in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
2
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
3
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
4
Nonparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2016
-
Revised 14, 24
Persistent link: https://www.econbiz.de/10011781659
Saved in:
5
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
6
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
7
Semiparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011780647
Saved in:
8
Semiparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2014
-
Revised 14, 14
Persistent link: https://www.econbiz.de/10011780648
Saved in:
9
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
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