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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~person:"Gao, Jiti"
~person:"Jiménez-Martín, Sergi"
~person:"Linton, Oliver"
~person:"Minford, Patrick"
~subject:"Bootstrap-Verfahren"
~subject:"Gesundheit"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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Bootstrap-Verfahren
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Aït-Sahalia, Yacine
Gao, Jiti
Jiménez-Martín, Sergi
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Minford, Patrick
Phillips, Peter C. B.
32
Lee, Lung-fei
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Gouriéroux, Christian
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CREATES research paper
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
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Advances in economics and econometrics ; Vol. 3
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1
A flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
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2
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
3
Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
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4
A semiparametric model for heterogeneous panel data with fixed effects
Boneva, Lena
;
Linton, Oliver
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 327-345
Persistent link: https://www.econbiz.de/10011500509
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5
A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti
;
Kim, Nam Hyun
;
Saart, Patrick W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
Saved in:
6
Nonparametric estimation and inference about the overlap of two distributions
Anderson, Gordon
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of econometrics
171
(
2012
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009686747
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7
Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
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8
A varying-coefficient panel data model with fixed effects : theory and an application to US commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 68-82
Persistent link: https://www.econbiz.de/10011743780
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9
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
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10
A frequentist approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10012110394
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