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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~person:"Li, Dong"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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Sampling
Stichprobenerhebung
ARCH model
Zeitreihenanalyse
Estimation theory
8
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8
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3
Autocorrelation
3
Autokorrelation
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DAR model
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Portmanteau test
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3
Maximum likelihood estimation
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MLE
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MTDAR model
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Non-standard asymptotics
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Li, Dong
Phillips, Peter C. B.
11
Francq, Christian
10
Leybourne, Stephen James
9
Taylor, Robert
9
Linton, Oliver
8
Todorov, Viktor
7
Zakoïan, Jean-Michel
7
Zhu, Ke
7
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6
Tauchen, George Eugene
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Harvey, David I.
5
Kim, Donggyu
5
Li, Yingying
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Chambers, Marcus J.
4
Ghysels, Eric
4
Hill, Jonathan B.
4
Koopman, Siem Jan
4
Li, Qi
4
Magnus, Jan R.
4
Ng, Serena
4
Shephard, Neil G.
4
Sun, Yixiao
4
Zhang, Xinyu
4
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Chen, Songnian
3
Chib, Siddhartha
3
Christensen, Bent Jesper
3
Demetrescu, Matei
3
Dong, Chaohua
3
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Economic modelling
Journal of econometrics
Journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
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ECONIS (ZBW)
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1
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
2
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
3
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Saved in:
4
On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 240-253
Persistent link: https://www.econbiz.de/10009551421
Saved in:
5
Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
Li, Dong
;
Li, Qi
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 179-190
Persistent link: https://www.econbiz.de/10008661718
Saved in:
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