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subject:"Nonparametric statistics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"ARCH-Modell"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
ARCH-Modell
Share price
Zeitreihenanalyse
Estimation theory
374
Schätztheorie
374
Time series analysis
120
Estimation
112
Schätzung
111
Nichtparametrisches Verfahren
61
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Gao, Jiti
48
Peng, Bin
15
Hyndman, Rob J.
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9
Dong, Chaohua
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Zhang, Xibin
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Li, Degui
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4
Kumar, Dilip
4
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3
Cai, Biqing
3
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Grose, Simone D.
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Koo, Bonsoo
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Nadarajah, K.
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2
Feng, Guohua
2
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2
Hong, Han
2
Jiang, Bin
2
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Economic modelling
Journal of empirical finance
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
618
Econometric theory
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Economics letters
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76
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41
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39
Econometrics papers
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
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ECONIS (ZBW)
186
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
3
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
4
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
5
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
6
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
7
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
8
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
9
Semiparametric single-index estimation for average treatment effects
Huang, Difang
;
Gao, Jiti
;
Oka, Tatsushi
-
2022
Persistent link: https://www.econbiz.de/10013494395
Saved in:
10
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
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