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subject:"Zeitreihenanalyse"
~person:"Li, Degui"
~subject:"Correlation"
~subject:"Kapitaleinkommen"
~subject:"Stichprobenerhebung"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Correlation
Kapitaleinkommen
Stichprobenerhebung
Volatility
Estimation theory
17
Schätztheorie
17
Time series analysis
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Korrelation
4
Business network
3
Estimation
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Unternehmensnetzwerk
3
VAR model
3
VAR-Modell
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Cluster analysis
2
Clusteranalyse
2
Cointegration
2
Kointegration
2
Sampling
2
Sparsity
2
Stochastic process
2
Stochastischer Prozess
2
Structural change
2
Strukturwandel
2
Uniform consistency
2
Volatilität
2
cluster analysis
2
latent groups
2
local linear estimator
2
local linear smoothing
2
Asymptotic normality
1
Brownian semi-martingale
1
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Li, Degui
Gao, Jiti
39
Koopman, Siem Jan
31
Phillips, Peter C. B.
31
Linton, Oliver
25
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
21
Kapetanios, George
20
Lütkepohl, Helmut
20
Pesaran, M. Hashem
20
Härdle, Wolfgang
19
Sibbertsen, Philipp
19
Franses, Philip Hans
18
Peng, Bin
17
Lucas, André
16
Croux, Christophe
15
Gouriéroux, Christian
15
Swanson, Norman R.
15
Brakel, Jan A. van den
14
Diebold, Francis X.
14
Koop, Gary
13
Brännäs, Kurt
12
Hyndman, Rob J.
12
Nielsen, Bent
12
Spokojnyj, Vladimir G.
12
Bauwens, Luc
10
Bibinger, Markus
10
Blasques, Francisco
10
Cai, Zongwu
10
Giraitis, Liudas
10
Gómez, Víctor
10
Hafner, Christian M.
10
Marcellino, Massimiliano
10
Martin, Gael M.
10
Ooms, Marius
10
Sentana, Enrique
10
Beran, Jan
9
Brandt, Michael W.
9
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
Discussion papers in economics
3
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
Janeway Institute working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
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ECONIS (ZBW)
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1
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
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
3
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
4
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
5
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941318
Saved in:
6
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
7
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
2014
Persistent link: https://www.econbiz.de/10010411292
Saved in:
8
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
9
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:
10
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:
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