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subject:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~person:"Gao, Jiti"
~person:"Hendry, David F."
~subject:"Bayes-Statistik"
~subject:"Forecasting model"
~subject:"Modellierung"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Bayes-Statistik
Forecasting model
Modellierung
Estimation theory
34
Schätztheorie
34
Zeitreihenanalyse
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Estimation
11
Schätzung
11
Panel
9
Panel study
9
Cointegration
5
Kointegration
5
Regression analysis
5
Regressionsanalyse
5
Asymptotic theory
4
Prognoseverfahren
3
Bayesian inference
2
Cross-sectional dependence
2
Factor analysis
2
Faktorenanalyse
2
Hypothesis testing
2
Kernel degeneracy
2
Local linear estimation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nonlinear panel data model
2
Scientific modelling
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Simulation
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Statistical test
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Statistischer Test
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Super-consistency
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Bandwidth
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Bank lending
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Bayesian average
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Big Data
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Big data
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English
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Gao, Jiti
Hendry, David F.
Tsionas, Efthymios G.
16
Zhang, Xinyu
14
Phillips, Peter C. B.
11
Marcellino, Massimiliano
10
Taylor, Robert
10
Demetrescu, Matei
9
Li, Jia
9
Baltagi, Badi H.
8
Cai, Zongwu
8
Kapetanios, George
8
Koopman, Siem Jan
8
Kumar, Dilip
8
Linton, Oliver
8
Schorfheide, Frank
8
Shang, Han Lin
8
Teräsvirta, Timo
8
Wang, Shouyang
8
Zhu, Ke
8
Lütkepohl, Helmut
7
Peng, Liang
7
Sentana, Enrique
7
Tu, Yundong
7
Xiao, Zhijie
7
Ardia, David
6
Bera, Anil K.
6
Fan, Jianqing
6
Francq, Christian
6
Hong, Yongmiao
6
Kim, Donggyu
6
Koop, Gary
6
Lee, Ji Hyung
6
Leybourne, Stephen James
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Sbrana, Giacomo
6
Sun, Yuying
6
Tauchen, George Eugene
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
Journal of econometrics
3
Econometric theory
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of econometrics : volume 2
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of time series econometrics
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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The Oxford handbook of economic forecasting
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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
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
3
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
4
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:
5
Modelling non-stationary "Big Data"
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313
Saved in:
6
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
Saved in:
7
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:
8
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:
9
A frequentist approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10012110394
Saved in:
10
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
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