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subject:"Zeitreihenanalyse"
~person:"Dong, Chaohua"
~person:"Li, Degui"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Stochastic process
Estimation theory
28
Schätztheorie
28
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Time series analysis
13
Regression analysis
10
Regressionsanalyse
10
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6
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6
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5
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5
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Semiparametric estimation
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Estimation
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Dynamic covariance matrix
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Dong, Chaohua
Li, Degui
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Linton, Oliver
16
Taylor, Robert
16
Teräsvirta, Timo
16
Lütkepohl, Helmut
15
Harvey, Andrew C.
14
Johansen, Søren
14
Chambers, Marcus J.
13
Gao, Jiti
13
Hassler, Uwe
13
Perron, Pierre
13
Koop, Gary
11
Tauchen, George Eugene
11
Xiao, Zhijie
11
Baillie, Richard
10
Ghysels, Eric
10
Lucas, André
10
McAleer, Michael
10
Robinson, Peter M.
10
Todorov, Viktor
10
Zhu, Ke
10
Chan, Ngai Hang
9
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Nielsen, Morten Ørregaard
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Chen, Xiaohong
8
Franses, Philip Hans
8
Hong, Yongmiao
8
Li, Qi
8
Ling, Shiqing
8
McElroy, Tucker
8
Politis, Dimitris N.
8
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8
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Journal of econometrics
6
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric theory
1
The econometrics journal
1
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ECONIS (ZBW)
13
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1
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:
2
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:
3
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
4
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
5
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:
6
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
Saved in:
7
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
8
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:
9
Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
Saved in:
10
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:
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