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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~person:"Yu, Ping"
~subject:"Statistische Verteilung"
~subject:"Volatility"
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Prognoseverfahren
Regression analysis
Statistische Verteilung
Volatility
Estimation theory
4
Regressionsanalyse
4
Schätztheorie
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression discontinuity design
2
Threshold regression
2
401(k) plan
1
Adaptive estimation
1
Additively separable loss function
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Compound Poisson process
1
Cross validation
1
Curse of dimensionality
1
Degenerate U-statistic
1
Difference kernel estimator
1
Efficiency
1
Endogeneity
1
Estimation
1
Identification
1
Induktive Statistik
1
Integrated difference kernel estimator
1
Local shifter
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Middle-point LSE
1
Nonparametric posterior interval
1
Nonparametric structural change
1
Nonregular model
1
Optimal rate of convergence
1
Partial linear model
1
Schätzung
1
Semiparametric efficiency
1
Semiparametric empirical Bayes
1
Specification testing
1
Statistical inference
1
Threshold treatment model
1
U-statistic
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Yu, Ping
Todorov, Viktor
10
Linton, Oliver
9
Chen, Songnian
8
Phillips, Peter C. B.
8
Su, Liangjun
7
Tauchen, George Eugene
7
Andersen, Torben
6
Cai, Zongwu
6
Lee, Ji Hyung
6
Li, Jia
6
Park, Joon Y.
6
Sun, Yiguo
6
Taylor, Robert
6
Tu, Yundong
6
Kim, Donggyu
5
Li, Degui
5
Li, Qi
5
Li, Yingying
5
Robinson, Peter M.
5
Aït-Sahalia, Yacine
4
Baltagi, Badi H.
4
Breunig, Christoph
4
Corradi, Valentina
4
Demetrescu, Matei
4
Fan, Jianqing
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Francq, Christian
4
Hansen, Christian Bailey
4
Koopman, Siem Jan
4
Mykland, Per A.
4
Rodrigues, Paulo M. M.
4
Sasaki, Yuya
4
Simoni, Anna
4
Swanson, Norman R.
4
Veredas, David
4
White, Halbert
4
Xu, Ke-Li
4
Zakoïan, Jean-Michel
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Cowles Foundation discussion paper
2
Economics letters
2
Cowles Foundation Discussion Paper
1
Econometric reviews
1
Econometric theory
1
The econometrics journal
1
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ECONIS (ZBW)
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1
Threshold regression with endogeneity
Yu, Ping
;
Phillips, Peter C. B.
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10011974610
Saved in:
2
Adaptive estimation of the threshold point in threshold regression
Yu, Ping
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10011502494
Saved in:
3
Regression discontinuity designs with unknown discontinuity points : testing and estimation
Porter, Jack
;
Yu, Ping
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011502510
Saved in:
4
Likelihood estimation and inference in threshold regression
Yu, Ping
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10009551419
Saved in:
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