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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~person:"Fan, Yanqin"
~person:"Gao, Jiti"
~person:"Hsiao, Cheng"
~person:"Jiménez-Martín, Sergi"
~person:"Minford, Patrick"
~subject:"Bootstrap-Verfahren"
~subject:"Gesundheit"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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MEDEA: a DSGE model for the Sp...
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Bootstrap-Verfahren
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Estimation theory
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Aït-Sahalia, Yacine
Fan, Yanqin
Gao, Jiti
Hsiao, Cheng
Jiménez-Martín, Sergi
Minford, Patrick
Phillips, Peter C. B.
36
Lee, Lung-fei
22
Linton, Oliver
21
Nielsen, Morten Ørregaard
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Chen, Songnian
20
Su, Liangjun
20
Kristensen, Dennis
17
Li, Qi
17
Robinson, Peter M.
17
Taylor, Robert
16
Teräsvirta, Timo
16
Johansen, Søren
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Chen, Xiaohong
14
Cai, Zongwu
13
Gouriéroux, Christian
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Sun, Yixiao
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Todorov, Viktor
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Andersen, Torben
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Bai, Jushan
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Francq, Christian
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Newey, Whitney K.
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Park, Joon Y.
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White, Halbert
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Baltagi, Badi H.
10
Cattaneo, Matias D.
10
Chib, Siddhartha
10
Christensen, Bent Jesper
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Hong, Han
10
Li, Degui
10
Schmidt, Peter
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Varneskov, Rasmus Tangsgaard
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CREATES research paper
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
65
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13
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Journal of quantitative economics : official journal of the Indian Econometric Society
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1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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ECONIS (ZBW)
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1
Estimation of copula-based semiparametric time series models
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
Saved in:
2
Saddlepoint approximations for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Yu, Jialin
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 507-551
Persistent link: https://www.econbiz.de/10003374338
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3
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
Wang, Liqun
;
Hsiao, Cheng
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 30-44
Persistent link: https://www.econbiz.de/10009374502
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4
Edgeworth expansions for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 190-203
Persistent link: https://www.econbiz.de/10009242525
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5
Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
Saved in:
6
Semiparametric estimation in triangular system equations with nonstationarity
Gao, Jiti
;
Phillips, Peter C. B.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009764384
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7
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
8
Nonparametric inference for counterfactual means : bias-correction, confidence sets, and weak IV
Fan, Yanqin
;
Park, Sang Soo
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10010254988
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9
Model specification test with correlated but not cointegrated variables
Gan, Li
;
Hsiao, Cheng
;
Shu Xu
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 80-85
Persistent link: https://www.econbiz.de/10010255463
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10
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl
;
Long, Wei
;
Hsiao, Cheng
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
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