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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Cai, Biqing"
~person:"Gao, Jiti"
~person:"Weeks, Melvyn"
~subject:"Australien"
~subject:"Induktive Statistik"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
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Probability theory
Time series analysis
Australien
Induktive Statistik
Prognoseverfahren
Regressionsanalyse
Estimation theory
66
Schätztheorie
66
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Zeitreihenanalyse
29
Estimation
22
Schätzung
22
Regression analysis
19
Panel
16
Panel study
16
Cointegration
8
Kointegration
8
Bayes-Statistik
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Demand for private health insurance
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Factor analysis
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Faktorenanalyse
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Kapitaleinkommen
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Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Method of moments
3
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3
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3
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45
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Cai, Biqing
Gao, Jiti
Weeks, Melvyn
Peng, Bin
17
Hyndman, Rob J.
16
Härdle, Wolfgang
16
Martin, Gael M.
10
Dong, Chaohua
9
Poskitt, Donald Stephen
8
Yan, Yayi
7
Carroll, Raymond J.
6
Liang, Hua
6
Li, Degui
5
Linton, Oliver
5
Tjostheim, Dag
5
Vahid, Farshid
5
Athanasopoulos, George
4
Koo, Bonsoo
4
Pesaran, M. Hashem
4
Yang, Lijian
4
Yang, Yanrong
4
Zhang, Xibin
4
Bailey, Natalia
3
Breitung, Jörg
3
Delecroix, Michel
3
Doppelhofer, Gernot
3
Forbes, Catherine Scipione
3
Frazier, David T.
3
Golubev, Georgi
3
Gong, Xiaodong
3
Grose, Simone D.
3
Hong, Han
3
Lütkepohl, Helmut
3
Mammen, Enno
3
Müller, Marlene
3
Nadarajah, K.
3
Pan, Guangming
3
Čížek, Pavel
3
Bergmeir, Christoph
2
Bunke, Olaf
2
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Discussion papers of interdisciplinary research project 373
Journal of applied econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
6
Cambridge working papers in economics
5
Cowles Foundation Discussion Paper
5
Cowles Foundation discussion paper
4
Econometric theory
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
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1
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Economics letters
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Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
1
Journal of banking & finance
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
University of Adelaide School of Economics Working Paper
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ECONIS (ZBW)
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1
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014534139
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
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:
6
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
7
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:
8
Semiparametric single-index estimation for average treatment effects
Huang, Difang
;
Gao, Jiti
;
Oka, Tatsushi
-
2022
Persistent link: https://www.econbiz.de/10013494395
Saved in:
9
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
Saved in:
10
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
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