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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"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Linton, Oliver"
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~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
58
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58
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47
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47
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Time series analysis
34
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34
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127
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134
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Linton, Oliver
Renault, Eric
Tauchen, George Eugene
Phillips, Peter C. B.
71
Ghysels, Eric
45
Taylor, Robert
41
Li, Qi
40
Su, Liangjun
40
Koop, Gary
39
Lee, Lung-fei
38
Stulz, René M.
37
Timmermann, Allan
37
Pesaran, M. Hashem
35
Bollerslev, Tim
33
Robinson, Peter M.
30
Aït-Sahalia, Yacine
29
Hsiao, Cheng
28
Todorov, Viktor
28
Park, Joon Y.
27
Swanson, Norman R.
27
White, Halbert
27
Bai, Jushan
26
Diebold, Francis X.
26
Gouriéroux, Christian
26
Koopman, Siem Jan
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Ng, Serena
25
Patton, Andrew J.
25
Yu, Jun
25
Chen, Songnian
24
Dufour, Jean-Marie
24
Lewbel, Arthur
24
Schmidt, Peter
24
Andrews, Donald W. K.
23
Chen, Xiaohong
23
Stock, James H.
23
Xiao, Zhijie
23
Baltagi, Badi H.
22
Engle, Robert F.
22
Fan, Jianqing
22
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International Conference on Econometrics <2016, Melbourne>
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Econometric theory
45
Econometric reviews
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Cambridge working papers in economics
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Jahrbücher für Nationalökonomie und Statistik
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The econometrics journal
8
Cambridge-INET working papers
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Economics letters
6
International review of economics & finance : IREF
6
Journal of empirical finance
6
Journal of financial econometrics
6
Labour economics : official journal of the European Association of Labour Economists
6
Global finance journal
5
Journal of international financial markets, institutions & money
5
Review of quantitative finance and accounting
5
German economic review
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Journal of applied econometrics
4
Journal of economics & business
4
Journal of risk and financial management : JRFM
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The economic journal : the journal of the Royal Economic Society
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Econometrics : open access journal
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Finance research letters
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Journal for labour market research
3
Journal of banking & finance
3
Journal of the American Statistical Association : JASA
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Quantitative economics : QE ; journal of the Econometric Society
3
Review of Pacific Basin financial markets and policies
3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of economic studies
3
The review of financial studies
3
Advances in Pacific Basin business, economics, and finance
2
Advances in economics and econometrics: theory and applications ; Vol. 3
2
China finance review international
2
Emerging market finance : new challenges and opportunities
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ECONIS (ZBW)
134
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1
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134
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1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 774-785
Persistent link: https://www.econbiz.de/10015053465
Saved in:
2
Dynamic peer groups of arbitrage characteristics
Ge, Shuyi
;
Li, Shaoran
;
Linton, Oliver
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 367-390
Persistent link: https://www.econbiz.de/10015053408
Saved in:
3
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:
4
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:
5
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:
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
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
Saved in:
10
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
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