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type_genre:"Mehrbändiges Werk"
type_genre:"Reprint"
~person:"Gao, Jiti"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Statistischer Test
Estimation theory
114
Schätztheorie
114
Nichtparametrisches Verfahren
56
Nonparametric statistics
56
Time series analysis
50
Zeitreihenanalyse
50
Estimation
35
Schätzung
35
Panel
29
Panel study
29
Regression analysis
27
Regressionsanalyse
27
Cointegration
12
Kointegration
12
Asymptotic theory
8
Forecasting model
8
Prognoseverfahren
8
Factor analysis
7
Faktorenanalyse
7
Bayes-Statistik
6
Bayesian inference
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Börsenkurs
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Induktive Statistik
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Nichtlineare Regression
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Nonlinear regression
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Share price
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Statistical inference
6
Statistical test
6
Capital income
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Cross-sectional dependence
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Kapitaleinkommen
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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series estimator
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Aktienmarkt
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Mehrbändiges Werk
Reprint
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Gao, Jiti
Phillips, Peter C. B.
27
Sentana, Enrique
22
Dufour, Jean-Marie
18
Canay, Ivan A.
17
Shi, Xiaoxia
17
Cai, Zongwu
16
Sun, Yixiao
16
Amengual, Dante
15
Hsu, Yu-Chin
15
Bugni, Federico A.
13
Fiorentini, Gabriele
13
Kleibergen, Frank
13
Andrews, Donald W. K.
12
Bera, Anil K.
12
Baltagi, Badi H.
11
Chernozhukov, Victor
11
Guggenberger, Patrik
11
Khalaf, Lynda
11
Breunig, Christoph
10
Horowitz, Joel
10
Su, Liangjun
10
Andrews, Isaiah
9
Fang, Ying
9
Kao, Chihwa
9
Kitagawa, Toru
9
Kristensen, Dennis
9
Perron, Pierre
9
Shaikh, Azeem M.
9
White, Halbert
9
Chen, Yi-ting
8
Demetrescu, Matei
8
Kiviet, J. F.
8
Lavergne, Pascal
8
Rossi, Barbara
8
Wagner, Martin
8
Xu, Yongdeng
8
Arai, Yoichi
7
Chen, Xiaohong
7
Dette, Holger
7
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
Journal of econometrics
2
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ECONIS (ZBW)
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1
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:
2
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:
3
Most powerful test against a sequence of high dimensional local alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
Saved in:
4
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
5
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
Saved in:
6
A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti
;
Kim, Nam Hyun
;
Saart, Patrick W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
Saved in:
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