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~person:"Christensen, Jens H. E."
~person:"Gao, Jiti"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Yield curve"
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Börsenkurs
Schätztheorie
Yield curve
Nichtparametrisches Verfahren
141
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141
Estimation theory
122
Theorie
106
Theory
106
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93
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93
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Christensen, Jens H. E.
Gao, Jiti
Phillips, Peter C. B.
143
Gupta, Rangan
141
Linton, Oliver
109
Rudebusch, Glenn D.
108
Caporale, Guglielmo Maria
103
Bekaert, Geert
92
Chen, Xiaohong
80
Härdle, Wolfgang
76
Lütkepohl, Helmut
76
McAleer, Michael
74
Diebold, Francis X.
70
Campbell, John Y.
69
Koopman, Siem Jan
67
Monfort, Alain
66
McMillan, David G.
64
Wright, Jonathan H.
64
Chiarella, Carl
63
Akram, Tanweer
62
Cai, Zongwu
62
Pesaran, M. Hashem
61
Favero, Carlo A.
60
Kapetanios, George
60
Gouriéroux, Christian
57
Wohar, Mark E.
57
Zaremba, Adam
57
Pierdzioch, Christian
53
Gil-Alaña, Luis A.
52
Wu, Jing Cynthia
52
Engle, Robert F.
50
Hamilton, James D.
50
Lux, Thomas
50
Baltagi, Badi H.
49
Newey, Whitney K.
49
Li, Degui
48
Scaillet, Olivier
48
Lee, Lung-fei
47
Marcellino, Massimiliano
47
Simar, Léopold
47
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Working paper / Department of Econometrics and Business Statistics, Monash University
54
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31
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15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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Essays in honor of Joon Y. Park : econometric theory
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ECONIS (ZBW)
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1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014467441
Saved in:
3
Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.
;
Zhang, Xin
-
2024
-free dynamic term structure
model
of nominal and real bond prices that accounts for bondspecific safety premia, we find that …
Persistent link: https://www.econbiz.de/10014517711
Saved in:
4
A post-pandemic new normal for interest rates in emerging bond markets? : evidence from Chile
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014533411
Saved in:
5
The natural rate of interest in the euro area : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Mouabbi, Sarah
-
2024
Persistent link: https://www.econbiz.de/10014533441
Saved in:
6
Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.
;
Zhang, Xin
-
2024
-
This version: April 4, 2024
Persistent link: https://www.econbiz.de/10014533490
Saved in:
7
Inflation expectations, liquidity premia and global spillovers in Japanese bond markets
Christensen, Jens H. E.
;
Spiegel, Mark
-
2024
Persistent link: https://www.econbiz.de/10014533476
Saved in:
8
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
9
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
functions in Section two using a very simple
model
. This approach is of general interest and applicability. We further use the …
Persistent link: https://www.econbiz.de/10014262291
Saved in:
10
Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
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