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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Caner, Mehmet"
~person:"Peng, Bin"
~subject:"Cross-sectional dependence"
~subject:"Schätztheorie"
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Panel
Stochastic process
Cross-sectional dependence
Schätztheorie
Estimation theory
6
Estimation
3
Panel study
3
Schätzung
3
GMM
2
Method of moments
2
Momentenmethode
2
Time series analysis
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Asymptotic theory
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Bridge estimation
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Capital income
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Dynamic panel
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Efficiency bound
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Factor analysis
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High-dimensionality
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Nonstationary panel data
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Portfolio optimization
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Portfolio-Management
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Precision matrix
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Caner, Mehmet
Peng, Bin
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
5
Ahn, Hyungtaik
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4
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4
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Ruud, Paul Arthur
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4
Bauwens, Luc
3
Bollerslev, Tim
3
Cai, Zongwu
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Cheung, Yin-Wong
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Fan, Jianqing
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Franses, Philip Hans
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Hall, Alastair R.
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Koop, Gary
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Li, Degui
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Li, Deyuan
3
Lieli, Robert P.
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Journal of econometrics
11
Econometric reviews
4
Econometric theory
4
Economics letters
3
CREATES research paper
2
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Econometrics : open access journal
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Macquarie Business School Research Paper
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Oxford bulletin of economics and statistics
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Working paper / Social Systems Research Institute, University of Wisconsin-Madison
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ECONIS (ZBW)
6
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
A nodewise regression approach to estimating large portfolios
Callot, Laurent
;
Caner, Mehmet
;
Özlem Önder, A.
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 520-531
Persistent link: https://www.econbiz.de/10012499096
Saved in:
3
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
4
Adaptive elastic net GMM estimation with many invalid moment conditions : simultaneous model and moment selection
Caner, Mehmet
;
Han, Xu
;
Lee, Yoonseok
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 24-46
Persistent link: https://www.econbiz.de/10011894389
Saved in:
5
Adaptive elastic net for generalized methods of moments
Caner, Mehmet
;
Zhang, Hao Helen
;
Danaher, Peter J.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 30-47
Persistent link: https://www.econbiz.de/10010380481
Saved in:
6
Selecting the correct number of factors in approximate factor models : the large panel case with group bridge estimators
Caner, Mehmet
;
Han, Xu
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 359-374
Persistent link: https://www.econbiz.de/10010488511
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