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~isPartOf:"Discussion papers in economics"
~isPartOf:"Janeway Institute working paper series"
~person:"Li, Degui"
~subject:"Estimation theory"
~subject:"Schätzung"
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Estimation theory
Schätzung
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Schätztheorie
5
Time series analysis
4
Zeitreihenanalyse
4
Theorie
3
Theory
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local linear smoothing
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principal component analysis
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Li, Degui
Chen, Jia
4
Linton, Oliver
4
Bravo, Francesco
2
Coroneo, Laura
2
Iacone, Fabrizio
2
Marsh, Patrick W. N.
2
Blundell, Richard W.
1
Bu, Ruijun
1
Gao, Jiti
1
Li, Yuning
1
Liang, Hua
1
Monteiro, Paulo Santos
1
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1
Paccagnini, Alessia
1
Pelloni, Gianluigi
1
Peng, Bin
1
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1
Polasek, Wolfgang
1
Preston, Ian
1
Psaradakis, Zacharias G.
1
Simmons, Peter J.
1
Smith, Richard J.
1
Wang, Hanchao
1
Wang, Suojin
1
Xia, Yingcun
1
Yamagata, Takashi
1
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Discussion papers in economics
Janeway Institute working paper series
Journal of econometrics
7
Cambridge working papers in economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Cowles Foundation Discussion Paper
2
Econometric theory
2
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1
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1
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1
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ECONIS (ZBW)
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941318
Saved in:
4
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
5
Semiparametric GEE analysis in partially linear single-index models for longitudinal data
Chen, Jia
;
Li, Degui
;
Liang, Hua
;
Wang, Suojin
-
2014
Persistent link: https://www.econbiz.de/10010516067
Saved in:
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