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subject:"Probability theory"
subject:"Time series analysis"
~person:"Koop, Gary"
~person:"Su, Liangjun"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Method of moments"
~subject:"Simulation"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Textbook"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Maximum-Likelihood-Schätzung
Method of moments
Simulation
Estimation theory
63
Schätztheorie
63
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Panel
19
Panel study
19
Estimation
18
Regression analysis
18
Regressionsanalyse
18
Schätzung
18
Zeitreihenanalyse
16
Theorie
10
Theory
10
Statistical test
8
Statistischer Test
8
Bayes-Statistik
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Bayesian inference
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Prognoseverfahren
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Specification test
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Momentenmethode
5
VAR model
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VAR-Modell
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Dynamic panel
4
Interactive fixed effects
4
Panel data
4
Structural change
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Bootstrap approach
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Bootstrap-Verfahren
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CAPM
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Classifier Lasso
3
Correlation
3
Economic growth
3
Endogeneity
3
Factor analysis
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English
22
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Koop, Gary
Su, Liangjun
Phillips, Peter C. B.
32
Lee, Lung-fei
29
Leybourne, Stephen James
19
Linton, Oliver
17
Lütkepohl, Helmut
17
Andrews, Donald W. K.
16
Taylor, Robert
16
Teräsvirta, Timo
16
Perron, Pierre
15
Baltagi, Badi H.
14
Chambers, Marcus J.
14
Gao, Jiti
14
Johansen, Søren
14
Robinson, Peter M.
14
Harvey, Andrew C.
13
Hassler, Uwe
13
Tauchen, George Eugene
13
Zakoïan, Jean-Michel
13
Chen, Xiaohong
12
Francq, Christian
12
Hall, Alastair R.
12
Jin, Fei
12
Tsionas, Efthymios G.
12
Xiao, Zhijie
12
Hsiao, Cheng
11
Lucas, André
11
Newey, Whitney K.
11
Pesaran, M. Hashem
11
Baillie, Richard
10
Bera, Anil K.
10
Ghysels, Eric
10
Harvey, David I.
10
McAleer, Michael
10
Renault, Eric
10
Zhu, Ke
10
Chan, Ngai Hang
9
Franses, Philip Hans
9
Han, Chirok
9
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Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Economics letters
2
International journal of forecasting
1
Journal of applied econometrics
1
The econometrics journal
1
The review of economics and statistics
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ECONIS (ZBW)
22
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1
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
2
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
3
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
4
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
5
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
6
Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun
;
Wang, Xia
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
Saved in:
7
Identifying latent grouped patterns in panel data models with interactive fixed effects
Su, Liangjun
;
Ju, Gaosheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 554-573
Persistent link: https://www.econbiz.de/10012110415
Saved in:
8
On time-varying factor models : estimation and testing
Su, Liangjun
;
Wang, Xia
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 84-101
Persistent link: https://www.econbiz.de/10011818370
Saved in:
9
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Qian, Junhui
;
Su, Liangjun
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 86-109
Persistent link: https://www.econbiz.de/10011594639
Saved in:
10
QML estimation of dynamic panel data models with spatial errors
Su, Liangjun
;
Yang, Zhenlin
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 230-258
Persistent link: https://www.econbiz.de/10011339865
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