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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Tsai, Chih-Ling"
~person:"Van Keilegom, Ingrid"
~subject:"Covariance models with general linear structure"
~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
Covariance models with general linear structure
Estimation
Forecasting model
Korrelation
Estimation theory
7
Schätztheorie
7
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Schätzung
4
Correlation
3
High-dimensional data
3
Regression analysis
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Dependence modeling
1
Diagonality test
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1
Extended Bayesian information criteria
1
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Tsai, Chih-Ling
Van Keilegom, Ingrid
Lan, Wei
6
Su, Liangjun
6
Wang, Hansheng
5
Li, Qi
4
Liesenfeld, Roman
4
Cai, Zongwu
3
Gao, Jiti
3
Hsu, Yu-Chin
3
Härdle, Wolfgang
3
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3
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3
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3
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2
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2
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2
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2
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2
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2
Chernozhukov, Victor
2
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2
Franses, Philip Hans
2
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2
Higgins, Matthew Lawrence
2
Juodis, Artūras
2
Kozbur, Damian
2
Li, Degui
2
Lin, Yuanyuan
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2
Matsushita, Yukitoshi
2
Müller, Ulrich K.
2
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Peng, Liang
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Qin, Jing
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Racine, Jeffrey
2
Richard, Jean-François
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
KBI
10
Journal of econometrics
3
Annals of economics and statistics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion papers : DP
1
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ECONIS (ZBW)
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1
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
2
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:
3
Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models
Fève, Frédérique
;
Florens, Jean-Pierre
;
Van …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 334-345
Persistent link: https://www.econbiz.de/10011895059
Saved in:
4
Covariance matrix estimation via network structure
Lan, Wei
;
Fang, Zheng
;
Wang, Hansheng
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
Saved in:
5
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
6
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
Saved in:
7
Semiparametric conditional quantile estimation through copula-based multivariate models
Noh, Hohsuk
;
El Ghouch, Anouar
;
Van Keilegom, Ingrid
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10011390008
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