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type_genre:"Arbeitspapier"
~person:"Cai, Zongwu"
~person:"Gao, Jiti"
~person:"Kiviet, J. F."
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Search: subject_exact:"Estimation theory"
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Estimation theory
134
Schätztheorie
134
Nichtparametrisches Verfahren
55
Nonparametric statistics
55
Time series analysis
50
Zeitreihenanalyse
50
Estimation
41
Schätzung
41
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36
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36
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27
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27
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15
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12
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10
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9
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Scientific modelling
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134
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Cai, Zongwu
Gao, Jiti
Kiviet, J. F.
Härdle, Wolfgang
114
Phillips, Peter C. B.
98
Pesaran, M. Hashem
77
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
59
Linton, Oliver
58
McAleer, Michael
53
Newey, Whitney K.
48
Gouriéroux, Christian
45
Lütkepohl, Helmut
44
Kapetanios, George
43
Nielsen, Morten Ørregaard
42
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Swanson, Norman R.
36
Johansen, Søren
34
Scaillet, Olivier
34
Weidner, Martin
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Kilian, Lutz
31
Simar, Léopold
31
Andrews, Donald W. K.
29
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Smith, Richard J.
29
Kitagawa, Toru
28
Lucas, André
28
Croux, Christophe
27
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University of Exeter / Department of Economics
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
64
Working papers series in theoretical and applied economics
28
Discussion paper / Tinbergen Institute
17
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4
Discussion papers in economics
4
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3
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3
CESifo working papers
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion papers of interdisciplinary research project 373
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
CREATES research paper
1
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1
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1
Dresdner Beiträge zu quantitativen Verfahren
1
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1
Stellenbosch economic working papers : a working paper of the Department of Economics and the Bureau at the University of Stellenbosch
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ECONIS (ZBW)
134
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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014534139
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
3
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
4
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:
5
A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu
;
Mei, Hongwei
;
Wang, Rui
-
2023
Persistent link: https://www.econbiz.de/10014280707
Saved in:
6
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
7
A quasi synthetic control method for nonlinear models
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Wu, Zixuan
-
2023
Persistent link: https://www.econbiz.de/10014280802
Saved in:
8
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:
9
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
10
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
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