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~person:"Gao, Jiti"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Sammlung"
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Estimation theory
Prognoseverfahren
Stochastischer Prozess
Estimation
78
Schätzung
78
Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Schätztheorie
49
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56
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Gao, Jiti
Linton, Oliver
Marcellino, Massimiliano
52
McAleer, Michael
47
Pesaran, M. Hashem
41
Koopman, Siem Jan
39
Härdle, Wolfgang
37
Kapetanios, George
32
Croux, Christophe
28
Weidner, Martin
27
Kilian, Lutz
24
Phillips, Peter C. B.
24
Gupta, Rangan
22
Huber, Florian
20
Swanson, Norman R.
20
Timmermann, Allan
20
Clark, Todd E.
19
Franses, Philip Hans
19
Herwartz, Helmut
18
Schorfheide, Frank
18
Cai, Zongwu
17
Kim, Hyeongwoo
17
Newey, Whitney K.
17
Nielsen, Morten Ørregaard
17
Baumeister, Christiane
16
Pierdzioch, Christian
16
Słoczyński, Tymon
15
Caporale, Guglielmo Maria
14
Carriero, Andrea
14
Döpke, Jörg
14
Fritsche, Ulrich
14
Koop, Gary
14
Lucas, André
14
Ravazzolo, Francesco
14
Siliverstovs, Boriss
14
Wolters, Maik H.
14
Bonhomme, Stéphane
13
Hafner, Christian M.
13
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13
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Working paper / Department of Econometrics and Business Statistics, Monash University
27
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ECONIS (ZBW)
56
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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
Testing stochastic dominance with many conditioning variables
Linton, Oliver
;
Seo, Myung Hwan
;
Whang, Yoon-jae
-
2020
Persistent link: https://www.econbiz.de/10012793096
Saved in:
8
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:
9
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:
10
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
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