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~isPartOf:"Journal of econometrics"
~person:"Gao, Jiti"
~person:"Horowitz, Joel"
~person:"Rothe, Christoph"
~person:"Santín, Daniel"
~subject:"Cointegration"
~subject:"Estimation theory"
~subject:"Nichtparametrisches Verfahren"
~subject:"Share price"
~subject:"Welt"
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Search: subject_exact:"Semiparametrische Statistik"
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Nichtparametrisches Verfahren
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Gao, Jiti
Horowitz, Joel
Rothe, Christoph
Santín, Daniel
Linton, Oliver
27
Chen, Xiaohong
17
Li, Qi
13
Lewbel, Arthur
12
Robinson, Peter M.
12
Simar, Léopold
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Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
50
CEMMAP working papers / Centre for Microdata Methods and Practice
28
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10
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1
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:
2
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel
;
Nesheim, Lars
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10012619339
Saved in:
3
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
4
Estimating derivatives of function-valued parameters in a class of moment condition models
Rothe, Christoph
;
Wied, Dominik
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012482735
Saved in:
5
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
6
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
7
A discontinuity test for identification in triangular nonseparable models
Caetano, Carolina
;
Rothe, Christoph
;
Yıldız, Neşe
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 113-122
Persistent link: https://www.econbiz.de/10011704773
Saved in:
8
Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
Saved in:
9
Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim
;
Horowitz, Joel
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
Saved in:
10
Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter
Horowitz, Joel
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 158-173
Persistent link: https://www.econbiz.de/10010433394
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