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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Peng, Bin"
~person:"Shang, Han Lin"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Nonparametric statistics
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Estimation theory
21
Schätztheorie
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9
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8
Panel study
8
Nichtparametrisches Verfahren
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Peng, Bin
Shang, Han Lin
Linton, Oliver
18
Gao, Jiti
17
Phillips, Peter C. B.
14
Tsionas, Efthymios G.
14
Li, Degui
12
Parmeter, Christopher F.
12
Cai, Zongwu
11
Kumbhakar, Subal
11
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11
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10
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10
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9
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9
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9
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9
Zhu, Ke
9
Francq, Christian
8
Racine, Jeffrey
8
Breunig, Christoph
7
Chen, Songnian
7
Demetrescu, Matei
7
Florens, Jean-Pierre
7
Koopman, Siem Jan
7
Lütkepohl, Helmut
7
Peng, Liang
7
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7
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7
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7
Wang, Shouyang
7
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7
Xiao, Zhijie
7
Yu, Zhengfei
7
Dong, Chaohua
6
Hahn, Jinyong
6
Kapetanios, George
6
Kim, Donggyu
6
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6
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6
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Journal of econometrics
4
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2
Astin bulletin : the journal of the International Actuarial Association
1
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1
Econometric theory
1
International journal of forecasting
1
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1
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
3
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
4
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
5
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
6
A comparison of hurst exponent estimators in long-range dependent curve time series
Shang, Han Lin
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012258318
Saved in:
7
Dynamic principal component regression for forecasting functional time series in a group structure
Shang, Han Lin
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 307-322
Persistent link: https://www.econbiz.de/10012262738
Saved in:
8
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
9
Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
Saved in:
10
Dynamic principal component regression : application to age-specific mortality forecasting
Shang, Han Lin
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012116374
Saved in:
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