Keywords: Inflation; Persistence; Quantile autoregression; C14; C22; E31;
مقالات ISI (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: Stock's IATS; Google trends; Memory; Fluctuation analysis; C14; C15; C32; C53; G17; Q47;
Keywords: Electricity price forecasting; Day-ahead market; Univariate modeling; Multivariate modeling; Forecast combination; Regression; Variable selection; Lasso; C14; C22; C51; C53; Q47;
Keywords: C14; Kernel smoothing; Conditional density; Distribution; Mean and quantile estimation; Exploratory data analysis;
Keywords: C14; C23; Panel data; Fixed effects; Nonseparable models;
Keywords: I18; C14; N35; Water-supply system; Semi/nonparametric estimation; Panel data analysis; Piped water; Public health;
Keywords: Growth dynamics; Club convergence; Kernel regression; O40; O47; C14; C23; C25;
Keywords: C14; D44; First-price auction; Risk aversion; Independent private values; Nonparametric estimation; Sieve spaces;
Keywords: University league tables; Efficiency; Data Envelopment Analysis; Stochastic Frontier Analysis; I21; I23; C14; C67;
Keywords: C14; D03; D81; L83; Tennis; Risk aversion; Loss aversion; Semiparametric methods;
Keywords: G12; C22; C14; High-frequency data; Rounding errors; Market microstructure noise; Integrated volatility; Realized volatility;
Keywords: G21; D24; C14; O16; Global Financial Crisis; Financial centres; Innovation capacity; Non-parametric frontier analysis;
Keywords: C14; C22; G01; Q40; Dependence structure; Nested Archimedean copula; BiVaR;
Keywords: C12; C14; C34; C41; C51; Archimedean copula; Competing risks model; Confidence set; Dependent censoring; Independent censoring;
Keywords: C14; C21; C24; C26; Quantile regression; Instrumental variable; Censoring;
Keywords: C14; C23; E24; Conditional heteroskedasticity; Nonparametric identification; Earnings risk;
Keywords: C14; C26; Endogenous selection; Instrumental variable; Sieve minimum distance; Regression estimation; Inverse problem; Inverse probability weighting; Convergence rate; Asymptotic normality; Bootstrap uniform confidence bands;
Keywords: C14; C18; C21; Spectral density estimation; HAC estimation; Random field; Covariance matrix; Spatial process; Lattice data; Central limit theorem;
Keywords: F30; G14; G15; C14; C22; O53; Realized volatility; Realized correlation; Statistical properties; Indian stock market;
Keywords: C12; lauric acid; C14; myristic acid; C16; palmitic acid; CG MD; coarse-grained molecular dynamics; DPPC; 1,2-dipalmitoyl-sn-glycero-3-phosphocholine; DPPG; 1,2-dipalmitoyl-sn-glycero-3 phosphoglycerol; LUV; large unilamellar vesicle; MLV; multilayer vesi
Keywords: C12; C13; C14; C23; First difference; Fixed effects; Hypothesis testing; Local linear regression; Nonparametric GMM; Sieve estimator; Spatial autoregressive; Varying coefficient;
Keywords: C14; C21; Propensity score; Multivalued treatment; Semiparametric efficiency bound; Unconfoundedness; Generated regressor;
Keywords: C14; C57; Multiple equilibria; Discrete games; Measurement error models; Non-parametric identification; Semi-parametric estimation;
Keywords: C12; C14; C15; Conditional symmetry; Nonparametric testing; Permutation; Smoothing; Time series data;
Keywords: C12; C14; Self-excitation; Jumps; Semimartingale; Spot jump intensity; Discrete sampling; High frequency data; Financial crisis;
Keywords: C14; C18; Dimension reduction; Kernel smoothing; Missing outcomes; Robust; Semiparametrically efficient; Mann-Whitney statistics;
Keywords: C12; C14; C31; C33; Increasingly many parameters; Central limit theorem; Lagrange Multiplier test; Wald test; Likelihood Ratio test; Nonparametric specification testing; Series estimation; Adaptive estimation; Spatial autoregression;
Keywords: C14; C32; C50; G11; G15; Averaging forecasts; Combining forecasts; Heterogeneous autoregressive; Intra-day data; Long memory; Model confidence set; Predictive ability; Realized volatility; Ultra-high frequency;
Keywords: C14; C22; C52; C53; G15; Stock market; Implied volatility; Volatility forecasting; Singular Spectrum Analysis; ARFIMA; HAR; Holt-Winters; Model Confidence Set; Model-averaged forecasts;
Keywords: C13; C14; C23; Average derivative estimation; Correlated random effects; Local polynomial smoothing; Nonlinear panel data; Nonseparable models;
Keywords: Capital misallocation; Financial frictions; Policy distortions; Propensity score matching; Chinese economy; O47; O16; O43; C14; P33;
Keywords: C14; Deconvolution; Measurement error; Multiplier bootstrap; Uniform confidence bands;
Keywords: C12; C14; C23; Local smoothing; Panel data; Parameter constancy; Smooth structural changes;
Keywords: C14; C53; C58; G11; Q4; Threshold cointegration; Error correction equation; Multivariate adaptive regression splines; Gold price; Brent oil price;
Keywords: Inflation targeting; Propensity score; Treatment effects; Single index model; C14; E4; E5;
Keywords: C14; C25; Binary choice model; Cube-root asymptotics; (In)-consistency of the bootstrap; Latent variable model; Smoothed bootstrap;
Keywords: C14; C41; Partial identification; Duration model; Randomized experiment; Treatment effect;
Keywords: Causal inference; Matching; Guerrilla; Heterogeneity; Conflict; Difference-in-difference; FARC; Latin America; Terrorism; C14; K42; Q56;
Keywords: C13; C14; C55; C58; High frequency data; Microstructure noise; Non-synchronous trading; Integrated covariance matrix; Minimum variance portfolio; Nonlinear shrinkage;
Keywords: C11; C14; C32; C53; Bayesian monotonic function estimation; Intraday electricity prices; Copula time series model;
Keywords: C14; C21; C23; J31; J51; Panel data; Quantile regression; Fixed effects; Difference-in-differences; Union wage premium; Discrete bandwidth asymptotics; Decomposition analysis;
Keywords: J21; J31; J61; J45; C14; C24; Gender wage gap; Voting behavior; Glass ceiling; Glass door; Social attitudes; Discrimination;
Keywords: C01; C02; C13; C14; C22; C58; High frequency data; Jumps; Market microstructure noise; Integrated volatility; Quasi-maximum likelihood estimator; Realized kernels; Stochastic sampling times;
Keywords: G01; G12; G15; C12; C14; C58; Flight-to-safety; Flight-to-quality; Mutual excitation in jumps; High frequency data; Stock-bond comovement;
Keywords: C12; C13; C14; Nonparametric regression; Threshold variable; Threshold value; Significance test;
Keywords: O30; O47; C14; D24; Biased technical change; Endogenous directions; Data envelopment analysis;
Keywords: C14; Conditional density estimation; Bandwidth selection; Body mass index;
Keywords: C14; C91; D11; D12; Afriat's Theorem; Experimental economics; GARP; Revealed preference; Utility maximization;
Keywords: C13; C14; Bandwidth selection; Density discontinuity; Local linear estimation;
Keywords: C12; C14; C21; Distance covariance; Integrated conditional moment test; Martingale difference divergence; Martingale difference correlation; Specification test;