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~person:"Gao, Jiti"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Nonlinear regression"
~subject:"Prognoseverfahren"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Sammlung"
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Estimation theory
Nonlinear regression
Prognoseverfahren
Estimation
78
Schätzung
78
Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Schätztheorie
49
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26
Panel study
26
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25
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25
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Aktienmarkt
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Nichtlineare Regression
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Stochastic process
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Stochastischer Prozess
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English
54
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Gao, Jiti
Linton, Oliver
Marcellino, Massimiliano
50
Pesaran, M. Hashem
39
Kapetanios, George
34
McAleer, Michael
34
Härdle, Wolfgang
33
Croux, Christophe
27
Koopman, Siem Jan
27
Weidner, Martin
27
Gupta, Rangan
24
Kilian, Lutz
24
Phillips, Peter C. B.
24
Caporale, Guglielmo Maria
22
Schorfheide, Frank
21
Kim, Hyeongwoo
20
Swanson, Norman R.
20
Franses, Philip Hans
18
Huber, Florian
18
Timmermann, Allan
18
Cai, Zongwu
17
Clark, Todd E.
17
Newey, Whitney K.
17
Baumeister, Christiane
16
Bonhomme, Stéphane
16
Herwartz, Helmut
15
Słoczyński, Tymon
15
Čížek, Pavel
15
Döpke, Jörg
14
Fritsche, Ulrich
14
Pierdzioch, Christian
14
Siliverstovs, Boriss
14
Wolters, Maik H.
14
Kunst, Robert M.
13
Nielsen, Morten Ørregaard
13
Otsu, Taisuke
13
Ravazzolo, Francesco
13
Carriero, Andrea
12
Chernozhukov, Victor
12
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Working paper / Department of Econometrics and Business Statistics, Monash University
27
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10
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8
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5
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3
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ECONIS (ZBW)
54
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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:
2
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:
3
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
4
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
5
Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
Saved in:
6
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:
7
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
8
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
9
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
10
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
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