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type_genre:"Mehrbändiges Werk"
type_genre:"Reprint"
~person:"Gao, Jiti"
~person:"Phillips, Peter C. B."
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
291
Schätztheorie
291
Time series analysis
101
Zeitreihenanalyse
101
Regression analysis
74
Regressionsanalyse
74
Nichtparametrisches Verfahren
73
Nonparametric statistics
73
Theorie
52
Theory
52
Panel
48
Panel study
48
Estimation
46
Schätzung
46
Cointegration
35
Kointegration
35
Statistical test
33
Statistischer Test
33
Autocorrelation
18
Autokorrelation
18
Einheitswurzeltest
17
Heteroscedasticity
17
Heteroskedastizität
17
Unit root test
17
Forecasting model
16
Prognoseverfahren
16
Nichtlineare Regression
15
Nonlinear regression
15
Statistical distribution
15
Statistische Verteilung
15
Bias
14
Induktive Statistik
14
Statistical inference
14
Systematischer Fehler
14
Stochastic process
13
Stochastischer Prozess
13
Correlation
12
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12
Maximum likelihood estimation
11
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163
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121
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164
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English
291
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Gao, Jiti
Phillips, Peter C. B.
Härdle, Wolfgang
132
Linton, Oliver
122
Pesaran, M. Hashem
114
Newey, Whitney K.
96
Chernozhukov, Victor
89
McAleer, Michael
89
Imbens, Guido
84
Andrews, Donald W. K.
79
Gouriéroux, Christian
78
Baltagi, Badi H.
77
Lütkepohl, Helmut
75
Kapetanios, George
68
Lee, Lung-fei
68
Dette, Holger
67
Simar, Léopold
67
Chen, Xiaohong
64
Li, Qi
63
Horowitz, Joel
62
Lechner, Michael
61
Robinson, Peter M.
61
Cai, Zongwu
60
Wooldridge, Jeffrey M.
60
Franses, Philip Hans
59
Nielsen, Morten Ørregaard
59
Sentana, Enrique
59
Johansen, Søren
55
White, Halbert
55
Swanson, Norman R.
54
Su, Liangjun
53
Magnus, Jan R.
52
Tsionas, Efthymios G.
52
Ullah, Aman
51
Bera, Anil K.
50
Koopman, Siem Jan
50
Lewbel, Arthur
50
Smith, Richard J.
49
Scaillet, Olivier
48
Zakoïan, Jean-Michel
48
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Cowles Foundation discussion paper
82
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Journal of econometrics
41
Econometric theory
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
The econometrics journal
6
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge working papers in economics
3
Economics letters
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working paper
3
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Annals of economics and statistics
1
CREATES research paper
1
Cambridge-INET working papers
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series / IZA
1
Discussion papers in economics
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The review of financial studies
1
Working papers in economics
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ECONIS (ZBW)
291
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1
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
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:
4
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:
5
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
Saved in:
6
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
7
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
8
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:
9
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
10
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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