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~subject:"Estimation theory"
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Search: person:"Banerjee, Anurag"
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Estimation theory
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Banerjee, Anurag Narayan
13
Pitarakis, Jean-Yves
3
Basu, Parantap
2
Magnus, Jan R.
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ECONIS (ZBW)
13
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1
Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves
;
Banerjee, Anurag Narayan
-
2012
Persistent link: https://www.econbiz.de/10009672420
Saved in:
2
Piecewise local linear estimation of functional equilibrium relationships
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
-
2011
Persistent link: https://www.econbiz.de/10009672758
Saved in:
3
Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
Saved in:
4
A method of estimating the average derivative, the multivariate case
Banerjee, Anurag Narayan
-
2002
Persistent link: https://www.econbiz.de/10001765775
Saved in:
5
A method of estimating the average derivative
Banerjee, Anurag Narayan
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 65-88
Persistent link: https://www.econbiz.de/10003401643
Saved in:
6
A re-examination of the excess smoothness puzzle when consumers estimate the income process
Banerjee, Anurag Narayan
;
Basu, Parantap
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 357-366
Persistent link: https://www.econbiz.de/10001611420
Saved in:
7
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
Saved in:
8
The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001400172
Saved in:
9
A re-examination of excess sensitivity puzzle when consumers forecast the incomes process
Banerjee, Anurag Narayan
;
Basu, Parantap
-
1998
Persistent link: https://www.econbiz.de/10001408424
Saved in:
10
The sensitivity of estimates, inferences, and forecasts of linear models
Banerjee, Anurag Narayan
-
1997
Persistent link: https://www.econbiz.de/10000985600
Saved in:
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