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~accessRights:"restricted"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"Scaillet, Olivier"
~subject:"Bootstrap-Verfahren"
~subject:"Estimation"
~subject:"Nonparametric statistics"
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Search: subject:"Statistik"
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Bootstrap-Verfahren
Estimation
Nonparametric statistics
Nichtparametrisches Verfahren
12
Estimation theory
11
Schätztheorie
11
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6
Theory
6
Time series analysis
5
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5
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4
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3
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Chen, Xiaohong
Scaillet, Olivier
Gupta, Rangan
49
Tsionas, Efthymios G.
25
Linton, Oliver
23
Minford, Patrick
23
Balcilar, Mehmet
21
Simar, Léopold
20
Gao, Jiti
19
Kumbhakar, Subal
18
Parmeter, Christopher F.
18
Marcellino, Massimiliano
17
Su, Liangjun
17
Chang, Tsangyao
16
Wohar, Mark E.
16
Huber, Florian
15
Li, Qi
15
Phillips, Peter C. B.
14
Li, Degui
13
Racine, Jeffrey
13
Cai, Zongwu
12
Taylor, Robert
12
Wilson, Paul W.
12
Cavaliere, Giuseppe
11
Chan, Joshua
11
Hounyo, Ulrich
11
Hu, Yingyao
11
Jawadi, Fredj
11
Koop, Gary
11
Omay, Tolga
11
Sasaki, Yuya
11
Sun, Yiguo
11
Bouri, Elie
10
Florens, Jean-Pierre
10
Henderson, Daniel J.
10
Hsu, Yu-Chin
10
Todorov, Viktor
10
Westerlund, Joakim
10
Yao, Feng
10
Zelenyuk, Valentin
10
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9
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Journal of econometrics
9
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1
Handbook of econometrics : volume 6B
1
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1
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1
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ECONIS (ZBW)
14
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1
Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
4
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong
;
Pouzo, Demian
;
Powell, James
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
Saved in:
5
Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
Saved in:
6
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
7
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
Saved in:
8
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier
- In:
The econometrics journal
19
(
2016
)
2
,
pp. 232-236
Persistent link: https://www.econbiz.de/10011712183
Saved in:
9
Methods for nonparametric and semiparametric regressions with endogeneity : a gentle guide
Chen, Xiaohong
;
Qiu, Yin Jia
- In:
Annual review of economics
8
(
2016
),
pp. 259-290
Persistent link: https://www.econbiz.de/10011743172
Saved in:
10
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
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