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~isPartOf:"Econometric theory"
~person:"Andersen, Torben"
~person:"Gao, Jiti"
~person:"Heckman, James J."
~person:"Jiménez-Martín, Sergi"
~person:"Minford, Patrick"
~person:"Yang, Lijian"
~subject:"Nonlinear dynamics"
~subject:"Regressionsanalyse"
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Andersen, Torben
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Spline-backfitted kernal smoothing of additive coefficient model
Liu, Rong
;
Yang, Lijian
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Wang, Hui
- In:
Econometric theory
26
(
2010
)
1
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pp. 29-59
Persistent link: https://www.econbiz.de/10003968457
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Adaptive testing in continuous-time diffusion models
Gao, Jiti
;
King, Maxwell L.
- In:
Econometric theory
20
(
2004
)
5
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pp. 844-882
Persistent link: https://www.econbiz.de/10002265242
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Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
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6
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pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan
;
Tjøstheim, Dag
;
Yang, Lijian
- In:
Econometric theory
18
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2002
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2
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pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
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Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
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pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
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