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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Fan, Jianqing"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Korrelation"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Estimation
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Estimation theory
10
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10
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4
Factor model
4
Factor analysis
3
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3
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3
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2
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Fan, Jianqing
Linton, Oliver
14
Su, Liangjun
14
Cai, Zongwu
12
Li, Qi
12
Phillips, Peter C. B.
11
Li, Degui
10
Chen, Songnian
9
Gao, Jiti
9
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8
Robinson, Peter M.
8
Tauchen, George Eugene
8
Todorov, Viktor
8
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7
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7
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7
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7
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6
Florens, Jean-Pierre
6
Hansen, Christian Bailey
6
Kim, Donggyu
6
Kumbhakar, Subal
6
Lee, Ji Hyung
6
Li, Jia
6
Tsai, Chih-Ling
6
Bauwens, Luc
5
Bollerslev, Tim
5
Breunig, Christoph
5
Demetrescu, Matei
5
Francq, Christian
5
Hsiao, Cheng
5
Hsu, Yu-Chin
5
Li, Kunpeng
5
Ng, Serena
5
Park, Joon Y.
5
Racine, Jeffrey
5
Sasaki, Yuya
5
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5
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5
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European journal of operational research : EJOR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of the American Statistical Association : JASA
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The econometrics journal
1
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All
ECONIS (ZBW)
8
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1
Bayesian factor-adjusted sparse regression
Fan, Jianqing
;
Jiang, Bai
;
Sun, Qiang
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013441909
Saved in:
2
Factor-adjusted regularized model selection
Fan, Jianqing
;
Ke, Yuan
;
Wang, Kaizheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10012439637
Saved in:
3
Robust covariance estimation for approximate factor models
Fan, Jianqing
;
Wang, Weichen
;
Zhong, Yiqiao
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10012139773
Saved in:
4
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
5
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
6
Generalized high-dimensional trace regression via nuclear norm regularization
Fan, Jianqing
;
Gong, Wenyan
;
Zhu, Ziwei
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 177-202
Persistent link: https://www.econbiz.de/10012303917
Saved in:
7
Incorporating global industrial classification standard into portfolio allocation : a simple factor-based large covariance matrix : estimator with high-frequency data
Fan, Jianqing
;
Furger, Alex
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 489-503
Persistent link: https://www.econbiz.de/10011692389
Saved in:
8
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
Saved in:
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