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A Flexible Semiparametric Mode...
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Nichtparametrisches Verfahren
267
Nonparametric statistics
267
Estimation theory
236
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236
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225
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225
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112
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112
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99
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53
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45
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40
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34
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34
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31
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31
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31
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31
Capital income
27
Kapitaleinkommen
27
Correlation
25
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22
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English
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Linton, Oliver
374
Linton, Oliver B.
164
Li, Degui
140
Gao, Jiti
110
Chen, Jia
73
Lu, Zudi
61
Whang, Yoon-jae
47
Lu, Zu-di
28
Lewbel, Arthur
23
Mammen, Enno
23
Xiao, Zhijie
22
Phillips, Peter C. B.
18
Tjøstheim, Dag
18
Whang, Yoon-Jae
18
Dong, Chaohua
17
Connor, Gregory
15
Peng, Bin
15
Nielsen, Jens Perch
14
Vogt, Michael
14
Hafner, Christian M.
13
Boneva, Lena
12
Chen, Xiaohong
12
Hong, Seok Young
12
Koo, Bonsoo
12
Xia, Yingcun
12
Anderson, Gordon
11
Maasoumi, Esfandiar
11
Kim, Woocheol
10
Li, Z. Merrick
10
Lin, Zhengyan
10
Tang, Haihan
10
Pakes, Ariel
9
Shintani, Mototsugu
9
Song, Kyungchul
9
Tjostheim, Dag
9
Zhang, Zheng
9
GAO, Jiti
8
Härdle, Wolfgang
8
Li, Shaoran
8
Srisuma, Sorawoot
8
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Department of Econometrics and Business Statistics, Monash Business School
12
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8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Microdata Methods and Practice <London>
5
London School of Economics (LSE)
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Department of Economics and Related Studies, University of York
3
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3
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2
Cowles Foundation for Research in Economics, Yale University
2
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1
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International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
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1
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Journal of econometrics
61
CEMMAP working papers / Centre for Microdata Methods and Practice
51
Cambridge working papers in economics
45
LSE STICERD Research Paper
43
Econometric theory
39
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Cambridge-INET working papers
22
Econometrics papers
20
Discussion paper series / LSE Financial Markets Group
13
Cowles Foundation discussion paper
12
Monash Econometrics and Business Statistics Working Papers
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Econometric reviews
9
Janeway Institute working paper series
9
Econometric Theory
8
School of Economics Working Papers
8
School of Economics working papers / The University of Adelaide, School of Economics
8
Discussion papers in economics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Cowles Foundation Discussion Paper
6
Discussion papers of interdisciplinary research project 373
6
The econometrics journal
6
Boston College working papers in economics
5
Discussion paper / LSE Financial Markets Group
5
Journal of Multivariate Analysis
5
Journal of Time Series Analysis
5
Journal of the American Statistical Association : JASA
5
LSE Research Online Documents on Economics
5
Statistics & Probability Letters
5
Working paper / Department of Economics, Universidad Carlos III de Madrid
5
Working papers / Department of Economics, Universidad Carlos III de Madrid
5
Bank of England Working Paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Journal of Econometrics
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
MPRA Paper
4
Staff working papers / Bank of England
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Discussion Papers / Department of Economics and Related Studies, University of York
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ECONIS (ZBW)
589
RePEc
86
OLC EcoSci
25
Other ZBW resources
5
EconStor
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BASE
1
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81
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:
82
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:
83
Estimating smooth structural change in cointegration models
Philips, Peter C.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010190229
Saved in:
84
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
85
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
86
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
Saved in:
87
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
88
Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
Saved in:
89
Kernel-based inference in time-varying coefficient cointegrating regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011748557
Saved in:
90
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
Saved in:
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