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subject:"Nonparametric statistics"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Liang, Xuan"
~subject:"Share price"
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Nonparametric statistics
Share price
Concentrated quasi-maximum likelihood estimation
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Estimation
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Estimation theory
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
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local linear estimation
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Liang, Xuan
Gao, Jiti
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Chen, Xiaohong
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Phillips, Peter C. B.
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Cheng, Tingting
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Zhang, Xibin
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Gong, Xiaodong
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Linton, Oliver
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Peng, Bin
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Yan, Yayi
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Andrews, Donald W. K.
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Frazier, David T.
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Li, Degui
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Otsu, Taisuke
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Poskitt, Donald Stephen
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Silvapulle, Mervyn J.
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Yi, Yanping
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Zhang, Lina
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Zhao, Xueyan
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Altonji, Joseph G.
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Chernozhukov, Victor
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Christensen, Timothy
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Hong, Han
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Ichimura, Hidehiko
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King, Maxwell L.
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Lee, Sokbae
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Liu, Fei
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Newey, Whitney K.
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Silvapulle, Paramsothy
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Su, Liangjun
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Yang, Yanrong
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Cowles Foundation Discussion Paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
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Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
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