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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Park, Joon Y."
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Estimation theory
42
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32
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32
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21
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114
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Park, Joon Y.
Patton, Andrew J.
Renault, Eric
Phillips, Peter C. B.
71
Lee, Cheng F.
50
Linton, Oliver
49
Ghysels, Eric
45
Li, Qi
40
Taylor, Robert
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Su, Liangjun
39
Koop, Gary
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Lee, Lung-fei
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Stulz, René M.
37
Timmermann, Allan
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Pesaran, M. Hashem
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Bollerslev, Tim
33
Hsiao, Cheng
30
Robinson, Peter M.
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Aït-Sahalia, Yacine
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Tauchen, George Eugene
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Schmidt, Peter
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Andrews, Donald W. K.
23
Chen, Xiaohong
23
Stock, James H.
23
Baltagi, Badi H.
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22
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22
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International Conference on Econometrics <2016, Melbourne>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Review of Pacific Basin financial markets and policies
Econometric theory
27
Econometric reviews
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
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9
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Handbook of financial time series
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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3
Advances in Pacific Basin business, economics, and finance
2
China finance review international
2
Econometrics : open access journal
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Emerging market finance : new challenges and opportunities
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ECONIS (ZBW)
114
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114
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
5
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
6
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
7
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
8
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:
9
Testing for unobserved heterogeneity via k-means clustering
Patton, Andrew J.
;
Weller, Brian M.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 737-751
Persistent link: https://www.econbiz.de/10014448431
Saved in:
10
Approximate maximum likelihood for complex structural models
Czellar, Veronika
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 432-456
Persistent link: https://www.econbiz.de/10013464861
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