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~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Gao, Jiti"
~person:"Laran, Juliano"
~person:"Tauchen, George Eugene"
~person:"Xiu, Dacheng"
~subject:"Financial market"
~subject:"High-frequency data"
~subject:"Konsumentenverhalten"
~subject:"Regressionsanalyse"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Financial market
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Estimation theory
64
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64
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45
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45
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40
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Gao, Jiti
Laran, Juliano
Tauchen, George Eugene
Xiu, Dacheng
Gupta, Rangan
284
Bahmani-Oskooee, Mohsen
197
Gil-Alaña, Luis A.
145
Tiwari, Aviral Kumar
133
Caporale, Guglielmo Maria
124
Han, Heesup
113
Wohar, Mark E.
109
Apergēs, Nikolaos
107
Hammoudeh, Shawkat
106
Chang, Tsangyao
105
Bouri, Elie
104
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99
Ma, Feng
97
Mattila, Anna S.
95
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94
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88
Shahbaz, Muhammad
86
Lee, Chien-chiang
83
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80
Pierdzioch, Christian
78
Zaremba, Adam
78
Lusk, Jayson L.
77
Xuan Vinh Vo
77
Belke, Ansgar
76
Nayga, Rodolfo M.
74
Phau, Ian
70
Khare, Arpita
68
Kang, Sang Hoon
67
Wang, Yudong
67
Balcilar, Mehmet
66
Phillips, Peter C. B.
66
Kumbhakar, Subal
65
Salisu, Afees A.
65
Hamori, Shigeyuki
63
Jawadi, Fredj
63
Su, Chi-Wei
63
Dwivedi, Yogesh Kumar
62
Hassan, M. Kabir
61
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60
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60
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40
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10
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8
Cambridge working papers in economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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2
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ECONIS (ZBW)
86
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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
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
4
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
5
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
6
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
7
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
8
Asset pricing with omitted factors
Giglio, Stefano
;
Xiu, Dacheng
- In:
Journal of political economy
129
(
2021
)
7
,
pp. 1947-1990
Persistent link: https://www.econbiz.de/10012610477
Saved in:
9
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:
10
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
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