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subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Li, Degui"
~subject:"Kapitaleinkommen"
~subject:"Stichprobenerhebung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Kapitaleinkommen
Stichprobenerhebung
Volatility
Estimation theory
5
Schätztheorie
5
Time series analysis
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Business network
1
Cluster analysis
1
Clusteranalyse
1
Cointegration
1
Correlation
1
Estimation
1
Kointegration
1
Korrelation
1
Modellierung
1
Network
1
Netzwerk
1
Regression analysis
1
Regressionsanalyse
1
Sampling
1
Schätzung
1
Scientific modelling
1
Social network
1
Soziales Netzwerk
1
Stochastic process
1
Stochastischer Prozess
1
Structural change
1
Strukturwandel
1
Unternehmensnetzwerk
1
VAR model
1
VAR-Modell
1
Volatilität
1
cluster analysis
1
information criterion
1
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Article in journal
Non-commercial literature
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Graue Literatur
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Working Paper
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English
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Li, Degui
Gao, Jiti
30
Peng, Bin
13
Hyndman, Rob J.
11
Martin, Gael M.
10
Dong, Chaohua
8
Poskitt, Donald Stephen
7
Yan, Yayi
5
Linton, Oliver
4
Yang, Yanrong
4
Athanasopoulos, George
3
Cai, Biqing
3
Forbes, Catherine Scipione
3
Frazier, David T.
3
Grose, Simone D.
3
Koo, Bonsoo
3
Nadarajah, K.
3
Pan, Guangming
3
Tjostheim, Dag
3
Vahid, Farshid
3
Bergmeir, Christoph
2
Cheng, Tingting
2
Dokumentov, Alexander
2
Jiang, Bin
2
King, Maxwell L.
2
Liu, Fei
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Phillips, Peter C. B.
2
Robert, Christian P.
2
Snyder, Ralph D.
2
Tu, Yundong
2
Yin, Jiying
2
Zhang, Bo
2
Zhang, Xibin
2
Anderson, Heather M.
1
Bailey, Natalia
1
Ben Taieb, Souhaib
1
Benítez Sánchez, José Manuel
1
Chen, Xiangjin B.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
4
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
Discussion papers in economics
2
Econometric theory
2
Janeway Institute working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
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Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
3
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
4
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010245446
Saved in:
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