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subject:"Volatility"
type_genre:"Article in journal"
~person:"Li, Qi"
~subject:"Estimation theory"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
Nichtparametrisches Verfahren
Schätztheorie
59
Nonparametric statistics
30
Theorie
25
Theory
25
Regression analysis
11
Regressionsanalyse
11
Estimation
8
Schätzung
8
Time series analysis
8
Zeitreihenanalyse
8
Panel
5
Panel study
5
Nonparametric estimation
4
Statistical test
4
Statistischer Test
4
Bandwidth selection
3
Core
3
Econometrics
3
Microeconometrics
3
Mikroökonometrie
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Ökonometrie
3
Bootstrap
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Cointegration
2
Consistent test
2
Correlation
2
Cross-validation
2
Discrete regressors
2
Fixed effects
2
Induktive Statistik
2
Kointegration
2
Korrelation
2
Ohio
2
Production function
2
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2
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Free
3
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Article
59
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Article in journal
Aufsatz in Zeitschrift
59
Aufsatz im Buch
6
Book section
6
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
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4
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Language
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English
59
Author
All
Li, Qi
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
64
Baltagi, Badi H.
62
Andrews, Donald W. K.
50
Tsionas, Efthymios G.
49
Newey, Whitney K.
48
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Parmeter, Christopher F.
34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
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Journal of econometrics
17
Econometric theory
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Economics letters
7
Econometric reviews
5
International economic review
2
Annales d'économie et de statistique
1
Annals of economics and finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Statistical papers
1
The econometrics journal
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ECONIS (ZBW)
59
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11
Nonparametric Knn estimation with monotone constraints
Li, Zheng
;
Liu, Guannan
;
Li, Qi
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 988-1006
Persistent link: https://www.econbiz.de/10011795554
Saved in:
12
An alternative bandwidth selection method for estimating functional coefficient models
Chen, Xirong
;
Huang, Ta-Cheng
;
Li, Qi
- In:
Economics letters
156
(
2017
),
pp. 27-31
Persistent link: https://www.econbiz.de/10011822342
Saved in:
13
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
14
Consistent model specification tests based on k-nearest-neighbor estimation method
Li, Hongjun
;
Li, Qi
;
Liu, Ruixuan
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10011705081
Saved in:
15
Multivariate local polynomial kernel estimators : leading bias and asymptotic distribution
Gu, Jingping
;
Li, Qi
;
Yang, Jui-Chung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 979-1010
Persistent link: https://www.econbiz.de/10011483447
Saved in:
16
Smooth coefficient estimation of a seemingly unrelated regression
Henderson, Daniel J.
;
Kumbhakar, Subal
;
Li, Qi
; …
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 148-162
Persistent link: https://www.econbiz.de/10011502513
Saved in:
17
Gradient-based smoothing parameter selection for nonparametric regression estimation
Henderson, Daniel J.
;
Li, Qi
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 233-241
Persistent link: https://www.econbiz.de/10011339349
Saved in:
18
A semiparametric varying coefficient model of monotone auction bidding processes
Liu, Wenchuan
;
Zhang, Yu Yvette
;
Li, Qi
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 313-335
Persistent link: https://www.econbiz.de/10011286415
Saved in:
19
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya
;
Liang, Zhongwen
;
Lin, Juan
;
Li, Qi
- In:
Annals of economics and finance
16
(
2015
)
2
,
pp. 353-369
Persistent link: https://www.econbiz.de/10011428164
Saved in:
20
Misspecification test methods in econometrics : editoral
Cai, Zongwu
;
Hong, Yongmiao
;
Li, Qi
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
Saved in:
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