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type_genre:"Working Paper"
~person:"Cai, Zongwu"
~person:"Gao, Jiti"
~person:"Kleibergen, Frank"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Estimation theory
138
Schätztheorie
138
Nichtparametrisches Verfahren
55
Nonparametric statistics
55
Time series analysis
52
Zeitreihenanalyse
52
Estimation
40
Schätzung
40
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35
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35
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20
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20
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18
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18
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17
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12
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10
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10
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10
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8
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138
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Cai, Zongwu
Gao, Jiti
Kleibergen, Frank
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
Kapetanios, George
44
Lütkepohl, Helmut
43
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Swanson, Norman R.
36
Weidner, Martin
35
Johansen, Søren
34
Marcellino, Massimiliano
34
Scaillet, Olivier
34
Wolf, Michael
33
Magnus, Jan R.
32
Simar, Léopold
31
Kilian, Lutz
30
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
Kiviet, J. F.
28
Lucas, André
28
Croux, Christophe
27
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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
20
Report / Econometric Institute, Erasmus University Rotterdam
5
Cowles Foundation discussion paper
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
3
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion papers of interdisciplinary research project 373
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
TRACE discussion papers / Tinbergen Institute
2
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1
Department of Economics discussion paper series / University of Oxford
1
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1
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1
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1
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1
Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
1
Research report / Graduate School Research Institute Systems, Organisations and Management
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
9
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:
10
A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu
;
Mei, Hongwei
;
Wang, Rui
-
2023
Persistent link: https://www.econbiz.de/10014280707
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