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~person:"Chen, Xiaohong"
~person:"Shephard, Neil G."
~subject:"Estimation theory"
~type_genre:"Non-commercial literature"
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Estimation theory
Schätztheorie
40
Theorie
32
Theory
32
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Time series analysis
24
Zeitreihenanalyse
24
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21
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40
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Chen, Xiaohong
Shephard, Neil G.
Phillips, Peter C. B.
73
Nielsen, Morten Ørregaard
40
Chernozhukov, Victor
38
Newey, Whitney K.
36
Johansen, Søren
34
Swanson, Norman R.
32
Linton, Oliver
31
Croux, Christophe
30
Wolf, Michael
30
Pesaran, M. Hashem
29
Cai, Zongwu
28
Lechner, Michael
26
Nielsen, Bent
26
Kapetanios, George
25
Weidner, Martin
25
Lewbel, Arthur
24
Kitagawa, Toru
22
Andrews, Donald W. K.
18
Fernández-Val, Iván
18
MacKinnon, James G.
18
Teräsvirta, Timo
18
Ledoit, Olivier
17
Woutersen, Tiemen
17
Hsu, Yu-Chin
16
Sun, Yixiao
16
White, Halbert
16
Giles, David E. A.
15
Hu, Yingyao
15
Racine, Jeffrey
15
Giraitis, Liudas
14
Jochmans, Koen
14
Kaplan, David M.
14
Koop, Gary
14
Marcellino, Massimiliano
14
McAleer, Michael
14
Berenguer-Rico, Vanessa
13
Chao, John C.
13
Corradi, Valentina
13
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Nuffield College
1
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Cowles Foundation discussion paper
18
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7
Department of Economics discussion paper series / University of Oxford
6
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3
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2
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2
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2
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1
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1
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ECONIS (ZBW)
40
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Inference and forecasting for continuous-time integervalued trawl processes and their use in financial
economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
Saved in:
3
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
Saved in:
4
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
5
Efficient estimation of average derivatives in NPIV models : simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
-
2021
-
Revised draft: December 2021
Persistent link: https://www.econbiz.de/10012807970
Saved in:
6
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
7
Adaptive estimation and uniform confidence bands for nonparametric IV
Chen, Xiaohong
;
Christensen, Timothy
;
Kankanala, Sid
-
2021
Persistent link: https://www.econbiz.de/10012618316
Saved in:
8
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph
;
Chen, Xiaohong
-
2020
-
Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
Saved in:
9
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
10
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
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