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  • Search: subject:"Double Asymptotics"
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Year of publication
Subject
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Double asymptotics 9 Estimation theory 7 Schätztheorie 7 double asymptotics 5 Double Asymptotics 3 In-fill asymptotics 3 Panel 3 Panel study 3 Time series analysis 3 Zeitreihenanalyse 3 Autocorrelation 2 Autokorrelation 2 Explosive process 2 GMM 2 Long memory 2 Long-span asymptotics 2 Moderate deviations from unity 2 Panel data 2 Unit root test 2 Vasicek model 2 asymptotic efficiency 2 convolution theorem 2 interactive effects 2 ARCH model 1 ARCH-Modell 1 Anti-persistency 1 Autoregressive Sieve Estimation 1 Autoregressive sieve estimation 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian method 1 Bias 1 Bias Correction 1 Bias correction 1 Börsenkurs 1 Cointegrated system 1 Cointegration 1 Continuous Time 1 Country growth equations 1 Dynamic panel data 1
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Online availability
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Free 7 Undetermined 7
Type of publication
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Article 9 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 10 Undetermined 7
Author
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Yu, Jun 6 Okui, Ryo 5 Arellano, Manuel 2 Iwakura, Haruo 2 Lee, Yoon-Jin 2 Shintani, Mototsugu 2 Zhou, Qiankun 2 Chen, Ye 1 Chollete, Loran 1 Dias, Gustavo Fruet 1 Gao, Jiti 1 Hong, Han 1 Jiang, Hui 1 Liao, Weilin 1 Pan, Yajuan 1 Papailias, Fotis 1 Pena, Victor de la 1 Phillips, Peter C. B. 1 Scherrer, Cristina 1 Segers, Johan 1 Wang, XiaoHu 1 Wang, Xiaohu 1 Yang, Qingshan 1
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Institution
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Institute of Economic Research, Kyoto University 3 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Handelshøgskolen, Universitetet i Stavanger 1 School of Economics, Singapore Management University 1
Published in...
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Journal of econometrics 3 KIER Working Papers 3 Economics Letters 1 Economics letters 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of time series econometrics 1 Mathematics and Computers in Simulation (MATCOM) 1 Research in economics : an international review of economics 1 UiS Working Papers in Economics and Finance 1 Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI) 1 Working Papers / School of Economics, Singapore Management University 1 Working paper 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
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Source
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ECONIS (ZBW) 9 RePEc 8
Showing 1 - 10 of 17
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An econometric analysis of volatility discovery
Dias, Gustavo Fruet; Papailias, Fotis; Scherrer, Cristina - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
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Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
Jiang, Hui; Pan, Yajuan; Liao, Weilin; Yang, Qingshan; … - 2023
Persistent link: https://www.econbiz.de/10014320455
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Nonparametric regression approach to Bayesian estimation
Gao, Jiti; Hong, Han - 2014
Persistent link: https://www.econbiz.de/10011781031
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Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects
Iwakura, Haruo - Institute of Economic Research, Kyoto University - 2014
This paper studies the asymptotic efficiency of estimates in nonlinear panel data models with fixed effects when both the cross-sectional sample size and the length of time series tend to infinity. The efficiency bounds for regular estimators are derived using the infinite-dimensional...
Persistent link: https://www.econbiz.de/10010735418
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Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models
Iwakura, Haruo; Okui, Ryo - Institute of Economic Research, Kyoto University - 2014
parameters that describe the dynamic structure. We use double asymptotics under which both the cross-sectional sample size and …
Persistent link: https://www.econbiz.de/10010740026
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Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu - In: Journal of econometrics 204 (2018) 2, pp. 147-158
Persistent link: https://www.econbiz.de/10011974726
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Asymptotic Inference for Dynamic Panel Estimators of Innite Order Autoregressive Processes
Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu - Institute of Economic Research, Kyoto University - 2013
estimator, the gen- eralized methods of moments estimator and Hayakawa's instrumental variables estimator, using double … asymptotics under which both the cross-sectional sam- ple size and the length of time series tend to innity. We also propose a …
Persistent link: https://www.econbiz.de/10010860069
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Inference in continuous systems with mildly explosive regressors
Chen, Ye; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 201 (2017) 2, pp. 400-416
Persistent link: https://www.econbiz.de/10011920532
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Modelling optimal instrumental variables for dynamic panel data models
Arellano, Manuel - In: Research in economics : an international review of economics 70 (2016) 2, pp. 238-261
Persistent link: https://www.econbiz.de/10011631137
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Double asymptotics for explosive continuous time models
Wang, XiaoHu; Yu, Jun - In: Journal of econometrics 193 (2016) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
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