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subject:"Nonparametric statistics"
~isPartOf:"Econometric reviews"
~person:"Gao, Jiti"
~person:"Teräsvirta, Timo"
~subject:"Bayes-Statistik"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Zeitreihenanalyse"
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Nonparametric statistics
Bayes-Statistik
Maximum-Likelihood-Schätzung
Zeitreihenanalyse
Estimation theory
10
Schätztheorie
10
Time series analysis
7
ARCH model
3
ARCH-Modell
3
Nichtlineare Regression
3
Nonlinear regression
3
Volatility
3
Volatilität
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Asymptotic theory
2
Autocorrelation
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Autokorrelation
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Constant conditional correlation
2
Correlation
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Estimation
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Korrelation
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Modellierung
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Nichtparametrisches Verfahren
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Panel study
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misspecification testing
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Extended generalized partially linear single-index
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Forecast comparison
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Gao, Jiti
Teräsvirta, Timo
Racine, Jeffrey
5
Li, Qi
4
Baltagi, Badi H.
3
Cai, Zongwu
3
Hendry, David F.
3
Hsiao, Cheng
3
Otsu, Taisuke
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Sun, Yiguo
3
Taylor, Luke
3
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2
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2
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2
Dong, Chaohua
2
Dong, Hao
2
Dovonon, Prosper
2
Escanciano, Juan Carlos
2
Fan, Yanqin
2
Fang, Ying
2
Hsu, Yu-Chin
2
Kapetanios, George
2
Kilian, Lutz
2
Kock, Anders Bredahl
2
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Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
51
Journal of econometrics
9
CREATES research paper
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working paper series in economics and finance
6
Econometric theory
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Discussion paper / Tinbergen Institute
4
CEMMAP working papers / Centre for Microdata Methods and Practice
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Cambridge working papers in economics
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Cowles Foundation Discussion Paper
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Department of Economics, University of California San Diego
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Economics letters
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Essays in honor of Joon Y. Park : econometric theory
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Journal of applied econometrics
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Journal of empirical finance
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Monash Econometrics and Business Statistics Working Paper Series
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NCER working paper series
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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University of Adelaide School of Economics Working Paper
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1
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
2
On endogeneity and shape invariance in extended partially linear single index models
Gao, Jiti
;
Kim, Namhyun
;
Saart, Patrick W.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 415-435
Persistent link: https://www.econbiz.de/10012181434
Saved in:
3
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
4
Nonparametric localized bandwidth selection for Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 733-762
Persistent link: https://www.econbiz.de/10012181352
Saved in:
5
Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
Saved in:
6
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
7
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
8
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
Saved in:
9
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
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