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subject:"Zeitreihenanalyse"
~person:"Li, Degui"
~subject:"Kapitaleinkommen"
~subject:"Regressionsanalyse"
~subject:"Stichprobenerhebung"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Kapitaleinkommen
Regressionsanalyse
Stichprobenerhebung
Volatility
Estimation theory
16
Schätztheorie
16
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Time series analysis
10
Correlation
4
Korrelation
4
Regression analysis
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Business network
2
Cointegration
2
Estimation
2
Kointegration
2
Sampling
2
Schätzung
2
Sparsity
2
Stochastic process
2
Stochastischer Prozess
2
Structural change
2
Strukturwandel
2
Uniform consistency
2
Unternehmensnetzwerk
2
VAR model
2
VAR-Modell
2
Volatilität
2
local linear smoothing
2
Asymptotic normality
1
Brownian semi-martingale
1
Börsenkurs
1
CLIME
1
Causality analysis
1
Cholesky decomposition
1
Cluster analysis
1
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13
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English
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Author
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Li, Degui
Härdle, Wolfgang
52
Phillips, Peter C. B.
52
Gao, Jiti
50
Dette, Holger
41
Koopman, Siem Jan
31
Chernozhukov, Victor
26
Linton, Oliver
26
Johansen, Søren
25
Nielsen, Morten Ørregaard
24
Croux, Christophe
23
Kapetanios, George
21
Maravall Herrero, Agustín
21
Sibbertsen, Philipp
21
Teräsvirta, Timo
21
Lütkepohl, Helmut
20
Pesaran, M. Hashem
20
Franses, Philip Hans
18
Cai, Zongwu
17
Nielsen, Bent
17
Swanson, Norman R.
17
Lucas, André
16
Gouriéroux, Christian
15
Peng, Bin
15
Arai, Yoichi
14
Brakel, Jan A. van den
14
Feng, Yuanhua
14
Koop, Gary
14
Marcellino, Massimiliano
14
Weidner, Martin
14
Chen, Xiaohong
13
Diebold, Francis X.
13
Otsu, Taisuke
13
Spokojnyj, Vladimir G.
13
Čížek, Pavel
13
Beran, Jan
12
Brännäs, Kurt
12
Hyndman, Rob J.
12
Kiviet, J. F.
12
Newey, Whitney K.
12
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
Discussion papers in economics
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
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:
5
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:
6
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:
7
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:
8
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:
9
Estimating smooth structural change in cointegration models
Philips, Peter C.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010190229
Saved in:
10
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/10010226787
Saved in:
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