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~person:"Gouriéroux, Christian"
~person:"Peng, Bin"
~subject:"Time series analysis"
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Time series analysis
Estimation theory
145
Schätztheorie
145
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81
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81
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54
Panel study
54
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53
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Gouriéroux, Christian
Peng, Bin
Phillips, Peter C. B.
108
Gao, Jiti
82
Koopman, Siem Jan
75
Franses, Philip Hans
49
Lütkepohl, Helmut
49
Johansen, Søren
48
Teräsvirta, Timo
44
Pesaran, M. Hashem
39
Lucas, André
38
Nielsen, Morten Ørregaard
38
Kapetanios, George
34
Linton, Oliver
34
Harvey, Andrew C.
30
Härdle, Wolfgang
30
Koop, Gary
30
Caporale, Guglielmo Maria
29
Hassler, Uwe
29
Swanson, Norman R.
29
Robinson, Peter M.
28
Sibbertsen, Philipp
28
Taylor, Robert
28
Breitung, Jörg
26
Engle, Robert F.
26
Li, Degui
26
Maravall Herrero, Agustín
26
Nelson, Daniel B.
26
Stock, James H.
26
Blasques, Francisco
25
Leybourne, Stephen James
25
McAleer, Michael
25
Perron, Pierre
25
Watson, Mark W.
25
Dong, Chaohua
23
Haldrup, Niels
23
Nielsen, Bent
23
Chambers, Marcus J.
22
Westerlund, Joakim
22
Bauwens, Luc
21
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
17
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8
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6
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4
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4
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ECONIS (ZBW)
53
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1
Varying-coefficient
panel
data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
2
Estimation in a semiparametric
panel
data model with nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
Saved in:
3
Estimation and inference for three-dimensional
panel
data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
4
Estimation and inference for three-dimensional
panel
data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
5
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
6
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
7
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
8
A conditional approach to
panel
data models with common shocks
Forchini, Giovanni
;
Peng, Bin
- In:
Econometrics : open access journal
4
(
2016
)
1
,
pp. 1-12
This paper studies the effects of common shocks on the OLS estimators of the slopes' parameters in linear
panel
data …
Persistent link: https://www.econbiz.de/10011411728
Saved in:
9
On time trend of COVID-19 : a
panel
data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
10
On time trend of COVID-19 : a
panel
data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012608336
Saved in:
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