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~language:"dan"
~language:"eng"
~language:"nor"
~language:"swe"
~language:"und"
~person:"Dunning, John H."
~person:"Gao, Jiti"
~person:"Phillips, Peter C. B."
~person:"Tiwari, Aviral Kumar"
~subject:"Schätztheorie"
~subject:"State space model"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference proceedings"
~type_genre:"Festschrift"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Schätztheorie
State space model
Theorie
390
Theory
390
Estimation theory
306
Time series analysis
305
Zeitreihenanalyse
305
Estimation
182
Schätzung
182
Welt
152
World
152
Nichtparametrisches Verfahren
150
Nonparametric statistics
150
Regression analysis
138
Regressionsanalyse
138
Multinationales Unternehmen
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Transnational corporation
127
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126
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126
Cointegration
112
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101
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Volatility
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Volatilität
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Kausalanalyse
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Collection of articles of several authors
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Graue Literatur
164
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Dunning, John H.
Gao, Jiti
Phillips, Peter C. B.
Tiwari, Aviral Kumar
Koopman, Siem Jan
146
Härdle, Wolfgang
136
Linton, Oliver
125
Pesaran, M. Hashem
120
Newey, Whitney K.
102
Baltagi, Badi H.
91
Chernozhukov, Victor
89
McAleer, Michael
88
Imbens, Guido
85
Andrews, Donald W. K.
82
Kapetanios, George
79
Lütkepohl, Helmut
77
Gouriéroux, Christian
76
Lee, Lung-fei
73
Li, Qi
69
Koop, Gary
68
Sentana, Enrique
68
Chen, Xiaohong
67
Dette, Holger
67
Simar, Léopold
67
Wooldridge, Jeffrey M.
67
Ullah, Aman
65
Horowitz, Joel
64
Robinson, Peter M.
63
Cai, Zongwu
62
Nielsen, Morten Ørregaard
61
Swanson, Norman R.
61
White, Halbert
61
Franses, Philip Hans
60
Lechner, Michael
60
Lucas, André
59
Su, Liangjun
59
Johansen, Søren
57
Tsionas, Efthymios G.
54
Heckman, James J.
53
Bera, Anil K.
52
Lewbel, Arthur
52
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Cowles Foundation discussion paper
82
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Journal of econometrics
41
Econometric theory
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Economic modelling
8
Econometric reviews
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
The econometrics journal
6
Applied economics
5
Applied economics letters
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge working papers in economics
3
Computational economics
3
Energy economics
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working paper
3
Econometrics : open access journal
2
International economic review
2
International journal of finance & economics : IJFE
2
Journal of risk and financial management : JRFM
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Annals of economics and statistics
1
Brussels economic review
1
CREATES research paper
1
Cambridge-INET working papers
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series / IZA
1
Discussion papers in economics
1
Economia internazionale
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Essays in honor of Cheng Hsiao
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ECONIS (ZBW)
353
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1
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014534139
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
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
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:
5
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
6
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
7
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
8
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
9
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
10
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
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