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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~person:"Liang, Zhongwen"
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Probability theory
Time series analysis
Estimation theory
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätztheorie
2
Zeitreihenanalyse
2
Bandwidth selection
1
Cointegration
1
Cross validation
1
Einheitswurzeltest
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Estimation
1
Functional coefficients
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Kointegration
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Local linear
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Nichtlineare Regression
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Nonlinear cointegration
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Nonlinear regression
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Regression analysis
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Regressionsanalyse
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Schätzung
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Unit root test
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local polynomial fitting
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semiparametric estimation
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super-consistency
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unit root process
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Liang, Zhongwen
Teräsvirta, Timo
5
Baltagi, Badi H.
3
Hendry, David F.
3
Blasques, Francisco
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Bohn Nielsen, Heino
2
Dagum, Estela Bee
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Davidson, Russell
2
Dong, Chaohua
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Gao, Jiti
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Hsiao, Cheng
2
Kapetanios, George
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Kilian, Lutz
2
Koopman, Siem Jan
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Lucas, André
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Maasoumi, Esfandiar
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Medeiros, Marcelo C.
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Amado, Cristina
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Boswijk, Herman Peter
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Econometric reviews
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Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
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2
Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
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