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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Jiang, Bin"
~person:"Peng, Bin"
~subject:"Schätzung"
~subject:"Statistischer Test"
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Schätzung
Statistischer Test
Estimation theory
29
Schätztheorie
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Time series analysis
18
Zeitreihenanalyse
18
Panel
9
Panel study
9
VAR model
7
VAR-Modell
7
Estimation
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Asymptotic theory
4
Hierarchical Model
4
Regression analysis
4
Regressionsanalyse
4
Asymptotic Theory
3
Neural networks
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Neuronale Netze
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Nonparametric Kernel Estimation
3
Statistical test
3
Bayes-Statistik
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Bayesian inference
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Bias Correction
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Bootstrap approach
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Bootstrap-Verfahren
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Business network
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Cluster analysis
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Clusteranalyse
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Cointegration
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Dependent Wild Bootstrap
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Factor analysis
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Faktorenanalyse
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Forecasting model
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IV-Schätzung
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Instrumental variables
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Kointegration
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Arbeitspapier
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Jiang, Bin
Peng, Bin
Gao, Jiti
22
Gong, Xiaodong
5
Yang, Yanrong
5
Linton, Oliver
4
Pan, Guangming
4
Poskitt, Donald Stephen
4
Yan, Yayi
4
Feng, Guohua
3
King, Maxwell L.
3
Athanasopoulos, George
2
Cai, Biqing
2
Cheng, Tingting
2
Hyndman, Rob J.
2
Kapetanios, George
2
Li, Degui
2
Liang, Xuan
2
Martin, Gael M.
2
Sarafidis, Vasilis
2
Smith, Michael S.
2
Vahid, Farshid
2
Zhang, Xiaohui
2
Zhang, Xibin
2
Bai, Yu
1
Bailey, Natalia
1
Bhowmik, Jahar L.
1
Chen, Xiangjin B.
1
Forbes, Catherine Scipione
1
Forchini, Giovanni
1
Gamakumara, Puwasala
1
Grose, Simone D.
1
Guo, Meihui
1
Han, Xiao
1
Harris, David
1
Juodis, Artūras
1
Kang, Yicheng
1
Karavias, Yiannis
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Kew, Hsein
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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A robust residual-based test for structural changes in factor models
Peng, Bin
;
Su, Liangjun
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014584606
Saved in:
2
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
3
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:
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
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 varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
-
2015
Persistent link: https://www.econbiz.de/10011781225
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:
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