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~person:"Gao, Jiti"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"Share price"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Sammlung"
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Estimation theory
Prognoseverfahren
Share price
Estimation
78
Schätzung
78
Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Schätztheorie
49
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26
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Gao, Jiti
Linton, Oliver
Marcellino, Massimiliano
53
McAleer, Michael
48
Härdle, Wolfgang
42
Pesaran, M. Hashem
41
Caporale, Guglielmo Maria
36
Hautsch, Nikolaus
33
Kapetanios, George
31
Koopman, Siem Jan
30
Croux, Christophe
27
Gupta, Rangan
27
Weidner, Martin
27
Phillips, Peter C. B.
26
Pierdzioch, Christian
24
Allen, David E.
21
Bohl, Martin T.
21
Herwartz, Helmut
21
Kim, Hyeongwoo
21
Kilian, Lutz
20
Swanson, Norman R.
20
Timmermann, Allan
20
Döpke, Jörg
18
Franses, Philip Hans
18
Gil-Alaña, Luis A.
18
Schorfheide, Frank
18
Cai, Zongwu
17
Clark, Todd E.
17
Huber, Florian
17
Newey, Whitney K.
17
Baumeister, Christiane
16
Belke, Ansgar
15
Cheung, Yin-Wong
15
Fritsche, Ulrich
15
Hess, Dieter
15
Nielsen, Morten Ørregaard
15
Schröder, Michael
15
Słoczyński, Tymon
15
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14
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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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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