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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Cointegration"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Cointegration
VAR-Modell
Estimation theory
146
Schätztheorie
146
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
33
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33
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24
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24
Regression analysis
24
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19
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11
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10
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9
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Statistical theory
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Factor analysis
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Faktorenanalyse
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IV-Schätzung
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Instrumental variables
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Maximum likelihood estimation
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6
Method of moments
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ARMA-Modell
5
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Gao, Jiti
11
Peng, Bin
6
Athanasopoulos, George
4
Vahid, Farshid
4
Yan, Yayi
4
Dong, Chaohua
3
Cai, Biqing
2
Hyndman, Rob J.
2
Jiang, Bin
2
Li, Degui
2
Panagiotelis, Anastasios
2
Tjostheim, Dag
2
Yin, Jiying
2
Donga, Chaohua
1
Guillén, Osmani Teixeira de Carvalho
1
Issler, João Victor
1
Juodis, Artūras
1
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1
Phillips, C. B.
1
Phillips, Peter C. B.
1
Poskitt, Donald Stephen
1
Sarafidis, Vasilis
1
Tang, Songqiao
1
Tu, Yundong
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Working paper / Department of Econometrics and Business Statistics, Monash University
CREATES research paper
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Cowles Foundation discussion paper
14
Discussion paper / Tinbergen Institute
14
CESifo working papers
12
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10
Discussion papers of interdisciplinary research project 373
9
Discussion papers / Department of Economics, University of Copenhagen
8
SFB 649 discussion paper
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Federal Reserve Bank of Cleveland working paper series
7
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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CFS working paper series
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Queen's Economics Department working paper
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Working paper / Federal Reserve Bank of Dallas, Research Department
5
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Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
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KBI
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1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
3
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:
4
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
5
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
6
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
7
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
8
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
9
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2016
-
Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
Saved in:
10
Macroeconomic forecasting for Australia using a large number of predictors
Jiang, Bin
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781960
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