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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Härdle, Wolfgang"
~person:"Lee, Lung-fei"
~subject:"Kointegration"
~subject:"Panel"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Panel
Statistical distribution
Estimation theory
221
Schätztheorie
221
Theorie
88
Theory
88
Regression analysis
49
Regressionsanalyse
49
Nichtparametrisches Verfahren
40
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40
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28
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28
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26
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26
Estimation
24
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24
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24
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22
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22
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20
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Härdle, Wolfgang
Lee, Lung-fei
Phillips, Peter C. B.
107
Pesaran, M. Hashem
77
Baltagi, Badi H.
74
Gao, Jiti
68
Hayakawa, Kazuhiko
37
Hsiao, Cheng
29
Su, Liangjun
29
Weidner, Martin
29
Koopman, Siem Jan
28
Linton, Oliver
26
Westerlund, Joakim
26
Kao, Chihwa
25
Peng, Bin
25
Zhou, Qiankun
25
Moon, Hyungsik Roger
23
Sarafidis, Vasilis
22
Chudik, Alexander
21
Johansen, Søren
21
Wagner, Martin
21
Fernández-Val, Iván
20
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19
Bresson, Georges
19
Bun, Maurice J. G.
19
McAleer, Michael
19
Todorov, Viktor
19
Han, Chirok
18
Li, Degui
18
Li, Jia
18
Nielsen, Morten Ørregaard
18
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18
Einmahl, John H. J.
17
Park, Joon Y.
17
Rahbek, Anders
17
Sentana, Enrique
17
Sul, Donggyu
17
Windmeijer, Frank
17
Kumar, Dilip
16
Li, Yingying
16
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6
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4
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3
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2
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ECONIS (ZBW)
37
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1
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:
2
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
3
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
4
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
5
Identification and estimation of spatial dynamic panel simultaneous equations models
Yang, Kai
;
Lee, Lung-fei
- In:
Regional science & urban economics
76
(
2019
),
pp. 32-46
Persistent link: https://www.econbiz.de/10012267307
Saved in:
6
A spatial panel data model with time varying endogenous weights matrices and common factors
Shi, Wei
;
Lee, Lung-fei
- In:
Regional science & urban economics
72
(
2018
),
pp. 6-34
Persistent link: https://www.econbiz.de/10012108373
Saved in:
7
GMM estimation of spatial panel data models with common factors and a general space-time filter
Wang, Wei
;
Lee, Lung-fei
- In:
Spatial economic analysis : the journal of the Regional …
13
(
2018
)
2
,
pp. 247-269
Persistent link: https://www.econbiz.de/10011870750
Saved in:
8
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
9
QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
Qu, Xi
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 173-201
Persistent link: https://www.econbiz.de/10011818351
Saved in:
10
Spatial dynamic panel data models with interactive fixed effects
Shi, Wei
;
Lee, Lung-fei
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 323-347
Persistent link: https://www.econbiz.de/10011818362
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