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subject:"Stichprobenerhebung"
type:"article"
~person:"Li, Dong"
~subject:"Börsenkurs"
~subject:"Stochastischer Prozess"
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Stichprobenerhebung
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Estimation theory
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Li, Dong
Maheswaran, S.
11
Tauchen, George Eugene
10
Todorov, Viktor
10
Ghysels, Eric
8
Li, Jia
8
Phillips, Peter C. B.
8
Mykland, Per A.
7
Zakoïan, Jean-Michel
7
Aït-Sahalia, Yacine
6
Escanciano, Juan Carlos
6
Francq, Christian
6
Kim, Donggyu
6
Kumar, Dilip
6
Sentana, Enrique
6
Tsionas, Efthymios G.
6
Wywiał, Janusz
6
Engle, Robert F.
5
Faff, Robert W.
5
Lam, Henry
5
McAleer, Michael
5
Parmeter, Christopher F.
5
Wang, Yazhen
5
Allen, David E.
4
Bauwens, Luc
4
Chaudhuri, Arijit
4
Fičura, Milan
4
Fu, Michael
4
Hurn, Stan
4
Khalaf, Lynda
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Kleibergen, Frank
4
Kong, Lingwei
4
Koopman, Siem Jan
4
Kunitomo, Naoto
4
Lucas, André
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Mills, Terence C.
4
Nonejad, Nima
4
Park, Joon Y.
4
Potiron, Yoann
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo
;
Li, Dong
;
Li, Muyi
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
Saved in:
2
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
Saved in:
3
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
Saved in:
4
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
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