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科研机构
上海财经大学 [131]
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期刊论文 [130]
会议论文 [1]
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2019 [6]
2018 [18]
2017 [15]
2016 [17]
2015 [17]
2014 [12]
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专题:上海财经大学
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A nonparametric specification test for the volatility functions of diffusion processes
期刊论文
ECONOMETRIC REVIEWS, 2019, 卷号: 38, 期号: 5, 页码: 557-576
作者:
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2019/08/22
Bootstrap
diffusion processes
Monte Carlo simulation
nonparametric estimation
parametric volatility function
specification test
Identification and estimation of spatial dynamic panel simultaneous equations models
期刊论文
REGIONAL SCIENCE AND URBAN ECONOMICS, 2019, 卷号: 76, 页码: 32-46
作者:
Yang, Kai
;
Lee, Lung-fei
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  |  
浏览/下载:13/0
  |  
提交时间:2019/08/22
Dynamic panel
Spatial simultaneous equations
Identification
Quasi-maximum likelihood
Instrumental variables
Goodness-of-Fit Test in Multivariate Jump Diffusion Models
期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2019, 卷号: 37, 期号: 2, 页码: 275-287
作者:
Zhang, Shulin
;
Zhou, Qian M.
;
Zhu, Dongming
;
Song, Peter X. -K.
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2019/08/22
Approximate MLE
In-sample likelihood
Information matrix
Model specification test
Out-of-sample likelihood
Two-step estimation of time-varying additive model for locally stationary time series
期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2019, 卷号: 130, 页码: 94-110
作者:
Hu, Lixia
;
Huang, Tao
;
You, Jinhong
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  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
Time-varying additive model
Locally stationary process
alpha-mixing
Local linear estimator
Tensor product
A semiparametric linear transformation model for general biased-sampling and right-censored data
期刊论文
STATISTICS AND ITS INTERFACE, 2019, 卷号: 12, 期号: 1, 页码: 77-92
作者:
Wei, Wenhua
;
Zhou, Yong
;
Wan, Alan T. K.
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  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
Biased-sampling
Estimating equation
Right-censoring
Semiparametric linear transformation model
SMOOTHED RANK REGRESSION FOR THE ACCELERATED FAILURE TIME COMPETING RISKS MODEL WITH MISSING CAUSE OF FAILURE
期刊论文
STATISTICA SINICA, 2019, 卷号: 29, 期号: 1, 页码: 23-46
作者:
Qiu, Zhiping
;
Wan, Alan T. K.
;
Zhou, Yong
;
Gilbert, Peter B.
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
Accelerated failure time model
competing risks
imputation
inverse probability weighting
missing at random
monotone estimating equation
rank-based estimator
U-statistic
Linear double autoregression
期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 207, 期号: 1, 页码: 162-174
作者:
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/08/22
Conditional quantile estimation
Goodness-of-fit test
Heavy tail
Nonlinear time series model
Stationary solution
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 5, 页码: 975-993
作者:
Zheng, Yao
;
Zhu, Qianqian
;
Li, Guodong
;
Xiao, Zhijie
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/08/22
Bootstrap method
Conditional quantile
Generalized auto-regressive conditional heteroscedasticity
Non-linear time series
Quantile regression
GENERALIZED METHOD OF MOMENTS FOR NONIGNORABLE MISSING DATA
期刊论文
STATISTICA SINICA, 2018, 卷号: 28, 期号: 4, 页码: 2107-2124
作者:
Zhang, Li
;
Lin, Cunjie
;
Zhou, Yong
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
Estimating equations
exponential tilting
generalized method of moments
kernel regression
nonignorable missing
nonresponse instrument
Statistical Inference and Applications of Mixture of Varying Coefficient Models
期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2018, 卷号: 45, 期号: 3, 页码: 618-643
作者:
Huang, Mian
;
Wang, Shaoli
;
Yao, Weixin
;
Chen, Yixin
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/08/22
generalized likelihood ratio test
identifiability
local likelihood
mixture model
varying coefficient model
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