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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~language:"eng"
~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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Schätztheorie
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Estimation theory
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Nichtparametrisches Verfahren
12
Nonparametric statistics
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9
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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
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Su, Liangjun
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Kristensen, Dennis
17
Li, Qi
17
Robinson, Peter M.
17
Taylor, Robert
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Teräsvirta, Timo
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Johansen, Søren
15
Chen, Xiaohong
14
Cai, Zongwu
13
Fan, Yanqin
12
Gouriéroux, Christian
12
Sun, Yixiao
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Todorov, Viktor
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Andersen, Torben
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Andrews, Donald W. K.
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Bai, Jushan
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Florens, Jean-Pierre
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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
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Christensen, Bent Jesper
10
Hong, Han
10
Li, Degui
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Schmidt, Peter
10
Varneskov, Rasmus Tangsgaard
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Aït-Sahalia, Yacine
9
Horowitz, Joel
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9
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CREATES research paper
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Cardiff economics working papers
17
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10
Discussion paper / Centre for Economic Policy Research
8
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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
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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2
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:
3
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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4
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
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5
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
Saved in:
6
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
Saved in:
7
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:
8
Statistical inference for panel dynamic simultaneous equations models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10011504565
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9
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
Hsiao, Cheng
;
Zhang, Junwei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10011499447
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10
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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