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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~person:"Gao, Jiti"
~person:"Hendry, David F."
~subject:"Bayes-Statistik"
~subject:"Forecasting model"
~subject:"endogeneity"
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Probability theory
Time series analysis
Bayes-Statistik
Forecasting model
endogeneity
Estimation theory
8
Schätztheorie
8
Zeitreihenanalyse
5
Asymptotic theory
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
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2
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1961-1988
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Extended generalized partially linear single-index
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Gao, Jiti
Hendry, David F.
Teräsvirta, Timo
5
Baltagi, Badi H.
3
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
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Hsiao, Cheng
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2
Maasoumi, Esfandiar
2
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2
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2
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Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Department of Economics discussion paper series / University of Oxford
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Joon Y. Park : econometric theory
1
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Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
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Journal of banking & finance
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Journal of forecasting
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of time series econometrics
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Oxford bulletin of economics and statistics
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Oxford review of economic policy
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Special issue on "money demand in Europe"
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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The econometrics journal
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University of Adelaide School of Economics Working Paper
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ECONIS (ZBW)
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1
On endogeneity and shape invariance in extended partially linear single index models
Gao, Jiti
;
Kim, Namhyun
;
Saart, Patrick W.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 415-435
Persistent link: https://www.econbiz.de/10012181434
Saved in:
2
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:
3
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:
4
The impact of integrated measurement errors on modeling long-run macroeconomic time series
Duffy, James A.
;
Hendry, David F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 568-587
Persistent link: https://www.econbiz.de/10011795283
Saved in:
5
On the interactions of unit roots and exogeneity
Hendry, David F.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 385-419
Persistent link: https://www.econbiz.de/10001189080
Saved in:
6
Testing the Lucas critique : a review
Favero, Carlo A.
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
Saved in:
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