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~person:"Gao, Jiti"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Sammlung"
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Estimation theory
Prognoseverfahren
Zeitreihenanalyse
Estimation
78
Schätzung
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Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Schätztheorie
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Gao, Jiti
Linton, Oliver
Gil-Alaña, Luis A.
96
Caporale, Guglielmo Maria
93
Koopman, Siem Jan
54
Marcellino, Massimiliano
52
Pesaran, M. Hashem
49
Härdle, Wolfgang
45
McAleer, Michael
42
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34
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30
Gupta, Rangan
30
Phillips, Peter C. B.
30
Weidner, Martin
27
Franses, Philip Hans
23
Kim, Hyeongwoo
21
Lucas, André
21
Kilian, Lutz
20
Swanson, Norman R.
20
Lütkepohl, Helmut
19
Sibbertsen, Philipp
19
Herwartz, Helmut
18
Huber, Florian
18
Nielsen, Morten Ørregaard
18
Pierdzioch, Christian
18
Schorfheide, Frank
18
Timmermann, Allan
18
Cai, Zongwu
17
Clark, Todd E.
17
Hautsch, Nikolaus
17
Kunst, Robert M.
17
Newey, Whitney K.
17
Wolters, Maik H.
17
Baumeister, Christiane
16
Döpke, Jörg
16
Johansen, Søren
16
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16
Fritsche, Ulrich
15
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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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