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subject:"Nonparametric statistics"
~isPartOf:"Econometric theory"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Share price
Zeitreihenanalyse
Estimation theory
895
Schätztheorie
895
Theorie
301
Theory
301
Time series analysis
226
Nichtparametrisches Verfahren
146
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116
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54
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19
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15
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13
Poskitt, Donald Stephen
12
Phillips, Peter C. B.
11
Martin, Gael M.
9
Dong, Chaohua
8
Li, Degui
7
Yan, Yayi
7
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6
Li, Qi
6
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6
Chan, Ngai Hang
5
Frazier, David T.
5
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Su, Liangjun
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Tjostheim, Dag
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Yang, Yanrong
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4
Grose, Simone D.
4
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4
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4
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Kanaya, Shin
4
Koo, Bonsoo
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Leybourne, Stephen James
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Otsu, Taisuke
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Xiao, Zhijie
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3
Chen, Xiaohong
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Feng, Guohua
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Econometric theory
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
598
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246
Economics letters
217
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166
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76
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74
International journal of forecasting
74
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41
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41
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41
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38
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ECONIS (ZBW)
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71
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
72
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:
73
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:
74
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
75
Identification and estimation in a third-price auction model
Enache, Andreea
;
Florens, Jean-Pierre
- In:
Econometric theory
36
(
2020
)
3
,
pp. 386-409
Persistent link: https://www.econbiz.de/10012240714
Saved in:
76
Representation of I(1) and I(2) autoregressive hilbertian processes
Beare, Brendan K.
;
Seo, Won-Ki
- In:
Econometric theory
36
(
2020
)
5
,
pp. 773-802
Persistent link: https://www.econbiz.de/10012307239
Saved in:
77
Cointegration in functional autoregressive processes
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric theory
36
(
2020
)
5
,
pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
Saved in:
78
A property of the Hodrick-Prescott filter and its application
Sakarya, Neslihan
;
Jong, Robert M. de
- In:
Econometric theory
36
(
2020
)
5
,
pp. 840-870
Persistent link: https://www.econbiz.de/10012307241
Saved in:
79
Testing a parametric transformation model versus a nonparametric alternative
Szydłowski, Arkadiusz
- In:
Econometric theory
36
(
2020
)
5
,
pp. 871-906
Persistent link: https://www.econbiz.de/10012307243
Saved in:
80
A max-correlation white noise test for weakly dependent time series
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Econometric theory
36
(
2020
)
5
,
pp. 907-960
Persistent link: https://www.econbiz.de/10012307244
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