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subject:"Nonparametric statistics"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrics papers"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Adusumilli, Karun"
~person:"Linton, Oliver"
~subject:"Zeitreihenanalyse"
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Nonparametric statistics
Zeitreihenanalyse
Estimation theory
31
Schätztheorie
31
Nichtparametrisches Verfahren
18
Regression analysis
7
Regressionsanalyse
7
Estimation
5
Schätzung
5
Time series analysis
5
ARCH model
4
ARCH-Modell
4
Capital income
4
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4
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3
Bootstrap-Verfahren
3
Börsenkurs
3
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3
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Share price
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Induktive Statistik
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Kernel estimator
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Statistical distribution
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Statistical inference
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Statistische Verteilung
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Statistischer Fehler
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Adusumilli, Karun
Linton, Oliver
Gao, Jiti
53
Peng, Bin
19
Otsu, Taisuke
18
Hyndman, Rob J.
13
Dong, Chaohua
10
Poskitt, Donald Stephen
10
Martin, Gael M.
9
Cheng, Tingting
8
Robinson, Peter M.
8
Zhang, Xibin
8
Yan, Yayi
7
Li, Degui
6
Taylor, Luke
6
Dong, Hao
5
Gong, Xiaodong
5
Racine, Jeffrey
5
Silvapulle, Mervyn J.
5
Teräsvirta, Timo
5
Yang, Yanrong
5
Frazier, David T.
4
Koo, Bonsoo
4
Li, Qi
4
Liu, Fei
4
Matsushita, Yukitoshi
4
Sun, Yiguo
4
Athanasopoulos, George
3
Baltagi, Badi H.
3
Cai, Biqing
3
Cai, Zongwu
3
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3
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3
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3
Hendry, David F.
3
Hsiao, Cheng
3
Kapetanios, George
3
Nadarajah, K.
3
Pan, Guangming
3
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3
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Econometric reviews
Econometrics papers
Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Journal of econometrics
16
Cambridge working papers in economics
12
Econometric theory
11
Cambridge-INET working papers
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
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2
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2
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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Nonparametric estimation of mediation effects with a general treatment
Huang, Lukang
;
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
- In:
Econometric reviews
43
(
2024
)
2/4
,
pp. 215-237
Persistent link: https://www.econbiz.de/10014551514
Saved in:
2
Reweighted nonparametric likelihood inference for linear functionals
Adusumilli, Karun
;
Otsu, Taisuke
;
Qiu, Chen
-
2020
Persistent link: https://www.econbiz.de/10012491705
Saved in:
3
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:
4
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
5
Likelihood ratio inference for missing data models
Adusumilli, Karun
;
Otsu, Taisuke
-
2018
Persistent link: https://www.econbiz.de/10012491598
Saved in:
6
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
7
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2017
Persistent link: https://www.econbiz.de/10011782105
Saved in:
8
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:
9
Standard errors for nonparametric regression
Chu, Ba
;
Jacho-Chávez, David Tomás
;
Linton, Oliver
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
Saved in:
10
Nonparametric instrumental regression with errrors in variables
Adusumilli, Karun
;
Otsu, Taisuke
-
2015
Persistent link: https://www.econbiz.de/10011397880
Saved in:
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