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subject:"Probability theory"
subject:"Time series analysis"
~person:"Su, Liangjun"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Method of moments"
~subject:"Simulation"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Maximum-Likelihood-Schätzung
Method of moments
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Estimation theory
48
Schätztheorie
48
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
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20
Panel study
20
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18
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18
Estimation
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Schätzung
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Factor analysis
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Su, Liangjun
Phillips, Peter C. B.
34
Lee, Lung-fei
31
Leybourne, Stephen James
19
Linton, Oliver
18
Lütkepohl, Helmut
18
Gao, Jiti
17
Teräsvirta, Timo
17
Andrews, Donald W. K.
16
Harvey, Andrew C.
16
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16
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16
Baltagi, Badi H.
15
Chambers, Marcus J.
15
Perron, Pierre
15
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15
Renault, Eric
14
Tauchen, George Eugene
14
Zakoïan, Jean-Michel
14
Chen, Xiaohong
13
Francq, Christian
13
Hall, Alastair R.
13
Hassler, Uwe
13
Hendry, David F.
13
Gouriéroux, Christian
12
Hsiao, Cheng
12
Jin, Fei
12
Newey, Whitney K.
12
Tsionas, Efthymios G.
12
Xiao, Zhijie
12
Chan, Ngai Hang
11
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11
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11
Mills, Terence C.
11
Pesaran, M. Hashem
11
Sentana, Enrique
11
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11
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10
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10
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6
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5
Economics letters
1
Essays in honor of Jerry Hausman
1
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Structural change estimation in time series regressions with endogenous variables
Qian, Junhui
;
Su, Liangjun
- In:
Economics letters
125
(
2014
)
3
,
pp. 415-421
Persistent link: https://www.econbiz.de/10010506531
Saved in:
9
Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun
;
Murtazashvili, Irina
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
Saved in:
10
Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun
;
White, Halbert
- In:
Essays in honor of Jerry Hausman
,
(pp. 355-434)
.
2012
Persistent link: https://www.econbiz.de/10009709133
Saved in:
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