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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"kor"
~person:"Linton, Oliver"
~person:"Ng, Serena"
~person:"White, Halbert"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Estimation theory
40
Schätztheorie
40
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Theorie
30
Theory
30
Time series analysis
20
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20
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Linton, Oliver
Ng, Serena
White, Halbert
Phillips, Peter C. B.
66
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Tauchen, George Eugene
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
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International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Pi-Day Econometrics Conference <2019, Boston, Mass.>
1
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Journal of econometrics
Econometric theory
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Cambridge working papers in economics
15
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
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9
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7
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4
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4
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Insurance / Mathematics & economics
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International economic review
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ECONIS (ZBW)
88
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
3
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:
4
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
5
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
Saved in:
6
Annals issue: financial econometrics in the age of the digital economy
Zhang, Zhengjun
(
ed.
);
Todorov, Viktor
(
ed.
); …
-
International Symposium on Financial Engineering and …
-
2021
Persistent link: https://www.econbiz.de/10012619792
Saved in:
7
Annals issue: PI Day
Ng, Serena
(
ed.
);
Qu, Zhongjun
(
ed.
); …
-
Pi-Day Econometrics Conference <2019, Boston, Mass.>
-
2021
Persistent link: https://www.econbiz.de/10013275410
Saved in:
8
Annals issue : PI-Day Honoring Pierre Perron
Ng, Serena
;
Qu, Zhongjun
;
Vogelsang, Timothy J.
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10013275375
Saved in:
9
Boosting high dimensional predictive regressions with time varying parameters
Yousuf, Kashif
;
Ng, Serena
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 60-87
Persistent link: https://www.econbiz.de/10013275363
Saved in:
10
Editorial for the special issue on financial econometrics in the age of the digital economy
Linton, Oliver
;
Todorov, Viktor
;
Zhang, Zhengjun
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 265-268
Persistent link: https://www.econbiz.de/10012619415
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