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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"The review of economics and statistics"
~person:"Jin, Fei"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
4
Method of moments
3
Momentenmethode
3
Autocorrelation
2
Autokorrelation
2
GMM
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Räumliche Interaktion
2
Spatial interaction
2
spatial autoregression
2
Approximated estimator
1
Dual gravity
1
Dynamic panel data
1
Efficiency
1
Estimation
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Gravitationsmodell
1
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Heteroscedasticity
1
Heteroskedastizität
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Panel study
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Schätzung
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bias empirical likelihood
1
efficiency
1
endogeneity
1
exponential tilting
1
flow data
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gravity equation
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heteroscedasticity
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misspecification
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quasi-maximum likelihood estimation
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root estimator
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sequential GMM
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Jin, Fei
Baltagi, Badi H.
11
Dufour, Jean-Marie
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
Gao, Jiti
5
Hsiao, Cheng
5
Lee, Lung-fei
5
Li, Qi
5
Linton, Oliver
5
Perron, Pierre
5
Racine, Jeffrey
5
Sun, Yiguo
5
Teräsvirta, Timo
5
Godfrey, L. G.
4
Hall, Alastair R.
4
Kao, Chihwa
4
Kilian, Lutz
4
King, Maxwell L.
4
Kumbhakar, Subal
4
Liu, Long
4
Liu, Xiaodong
4
Otsu, Taisuke
4
Tu, Yundong
4
Wan, Alan T. K.
4
Zhang, Xinyu
4
Ai, Chunrong
3
Bai, Jushan
3
Bao, Yong
3
Bera, Anil K.
3
Bollerslev, Tim
3
Breitung, Jörg
3
Cai, Zongwu
3
Caner, Mehmet
3
Fan, Yanqin
3
Fiebig, Denzil G.
3
Golan, Amos
3
Guggenberger, Patrik
3
Hahn, Jinyong
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Econometric reviews
The review of economics and statistics
Economics letters
3
Econometrics : open access journal
2
Journal of econometrics
2
Regional science & urban economics
2
Econometric theory
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1
An approximated exponentially tilted empirical likelihood estimator of moment condition models
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 405-433
Persistent link: https://www.econbiz.de/10014551538
Saved in:
2
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
Saved in:
3
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
Saved in:
4
Sequential and efficient GMM estimation of dynamic short panel data models
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10012624570
Saved in:
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