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Kernel-weighted GMM estimators...
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Time series analysis
133
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time series
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series estimator
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Gao, Jiti
Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
259
Phillips, Peter C. B.
241
Franses, Philip Hans
222
Koopman, Siem Jan
215
McAleer, Michael
149
Teräsvirta, Timo
134
Lütkepohl, Helmut
120
Gupta, Rangan
113
Pesaran, M. Hashem
109
Kapetanios, George
104
Koop, Gary
102
Sibbertsen, Philipp
102
Kunst, Robert M.
101
Harvey, Andrew C.
100
Hyndman, Rob J.
92
Härdle, Wolfgang
89
Watson, Mark W.
89
Taylor, Robert
88
Johansen, Søren
86
Stock, James H.
86
Lucas, André
85
Perron, Pierre
82
Hendry, David F.
80
Marcellino, Massimiliano
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Hallin, Marc
76
Mills, Terence C.
74
Proietti, Tommaso
73
Swanson, Norman R.
73
Nielsen, Morten Ørregaard
72
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Maravall Herrero, Agustín
67
Robinson, Peter M.
67
Linton, Oliver
66
Camacho, Maximo
64
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Department of Econometrics and Business Statistics, Monash Business School
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
52
Journal of econometrics
7
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7
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6
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5
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4
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3
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ECONIS (ZBW)
133
RePEc
9
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51
Hermite series estimation in nonlinear cointegrating models
Cai, Biqing
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009789500
Saved in:
52
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
-
2013
Persistent link: https://www.econbiz.de/10009789503
Saved in:
53
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:
54
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
55
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
56
Orthogonal expansion of Lévy process functionals : theory and practice
Dong, Chaohua
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009701598
Saved in:
57
Estimating smooth structural change in cointegration models
Philips, Peter C.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010190229
Saved in:
58
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2014
Persistent link: https://www.econbiz.de/10010245240
Saved in:
59
Estimation for single-index and partially linear single-index nonstationary time series models
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
-
2014
Persistent link: https://www.econbiz.de/10010245242
Saved in:
60
Econometric time series specification testing in a class of multiplicative error models
Saart, Patrick W.
;
Gao, Jiti
;
Kim, Nam Hyun
-
2014
Persistent link: https://www.econbiz.de/10010245259
Saved in:
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