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subject:"Nonparametric statistics"
~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
244
Schätztheorie
244
Time series analysis
91
Estimation
61
Schätzung
61
Nichtparametrisches Verfahren
48
Theorie
34
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34
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33
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Gao, Jiti
49
Peng, Bin
18
Hyndman, Rob J.
13
Poskitt, Donald Stephen
10
Martin, Gael M.
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Dong, Chaohua
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Linton, Oliver
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Yan, Yayi
7
Zhang, Xibin
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Cheng, Tingting
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Li, Degui
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Gong, Xiaodong
5
Yang, Yanrong
5
Frazier, David T.
4
Liu, Fei
4
Athanasopoulos, George
3
Cai, Biqing
3
Feng, Guohua
3
Forbes, Catherine Scipione
3
Grose, Simone D.
3
Koo, Bonsoo
3
Nadarajah, K.
3
Pan, Guangming
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Silvapulle, Mervyn J.
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Tjostheim, Dag
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Tu, Yundong
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Vahid, Farshid
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Zhang, Lina
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Hong, Han
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Jiang, Bin
2
Jondeau, Eric
2
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Journal of empirical finance
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
619
Econometric theory
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Economics letters
226
Econometric reviews
171
CEMMAP working papers / Centre for Microdata Methods and Practice
132
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127
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102
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98
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77
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
76
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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31
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
32
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2020
Persistent link: https://www.econbiz.de/10012610822
Saved in:
33
A class of time-varying vector moving average (∞) models
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610863
Saved in:
34
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
35
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
36
Dimension reduction for outlier detection using DOBIN
Kandanaarachchi, Sevvandi
;
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012598815
Saved in:
37
Nonparametric estimation in panel data models with heterogeneity and time-varyingness
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2019
Persistent link: https://www.econbiz.de/10012606705
Saved in:
38
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
39
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
Saved in:
40
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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