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subject:"Zeitreihenanalyse"
~isPartOf:"Essays in honor of Peter C. B. Phillips"
~isPartOf:"Journal of econometrics"
~person:"Gao, Jiti"
~person:"Park, Joon Y."
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Stochastic process
Estimation theory
25
Schätztheorie
25
Estimation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Schätzung
8
Regression analysis
6
Regressionsanalyse
6
Time series analysis
6
Panel
5
Panel study
5
Cointegration
3
Endogeneity
3
Kointegration
3
Statistical test
3
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3
Stochastischer Prozess
3
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3
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3
Asymptotics
2
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2
Diffusion
2
Factor analysis
2
Faktorenanalyse
2
Hypothesis testing
2
Kernel degeneracy
2
Local time
2
Nichtlineare Regression
2
Nonlinear panel data model
2
Nonlinear regression
2
Nonstationarity
2
Statistical distribution
2
Statistische Verteilung
2
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2
Asymptotic theory
1
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1
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1
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Gao, Jiti
Park, Joon Y.
Phillips, Peter C. B.
12
Taylor, Robert
9
Todorov, Viktor
9
Linton, Oliver
8
Leybourne, Stephen James
7
Andersen, Torben
6
Li, Jia
6
Tauchen, George Eugene
6
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Dong
5
Li, Yingying
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Zhu, Ke
5
Chambers, Marcus J.
4
Francq, Christian
4
Ghysels, Eric
4
Harvey, David I.
4
Koopman, Siem Jan
4
Li, Qi
4
Ng, Serena
4
Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Johansen, Søren
3
Kim, Dukpa
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Essays in honor of Peter C. B. Phillips
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Econometric theory
5
Cowles Foundation discussion paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CAEPR working papers
2
Cowles Foundation Discussion Paper
2
Econometric reviews
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
CAMA working paper series
1
CAMP working paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Cambridge working papers in economics
1
Contributions to statistics
1
Discussion papers in economics
1
Essays in honor of Joon Y. Park : econometric theory
1
Rochester Center for Economic Research working paper
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
University of Adelaide School of Economics Working Paper
1
Working paper series / Department of Economics, University of Missouri-Columbia
1
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ECONIS (ZBW)
9
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1
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
2
Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
3
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
4
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
5
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
6
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
7
A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti
;
Kim, Nam Hyun
;
Saart, Patrick W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
Saved in:
8
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
Saved in:
9
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
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