//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"free"
subject:"Theorie"
~person:"Brandt, Michael W."
~person:"Sun, Yixiao"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Statistical distribution
Estimation theory
55
Schätztheorie
55
Autocorrelation
14
Autokorrelation
14
Regression analysis
12
Regressionsanalyse
12
Heteroscedasticity
11
Heteroskedastizität
11
Statistical test
11
Statistischer Test
11
Theory
11
Time series analysis
10
Volatility
10
Volatilität
10
Zeitreihenanalyse
10
Exchange rate
9
Wechselkurs
9
Core
7
Robust statistics
7
Robustes Verfahren
7
Estimation
5
Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
Capital income
4
Kapitaleinkommen
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Correlation
3
Deutschland
3
Germany
3
Großbritannien
3
IV-Schätzung
3
Incomplete market
3
Instrumental variables
3
Interest rate
3
Korrelation
3
United Kingdom
3
Unvollkommener Markt
3
more ...
less ...
Online availability
All
Free
Undetermined
1
Type of publication
All
Book / Working Paper
11
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
12
Author
All
Brandt, Michael W.
Sun, Yixiao
Phillips, Peter C. B.
21
Härdle, Wolfgang
19
Pesaran, M. Hashem
19
Swanson, Norman R.
18
Einmahl, John H. J.
16
Heckman, James J.
16
Chernozhukov, Victor
11
Dette, Holger
11
Imbens, Guido
9
Abberger, Klaus
8
Feng, Yuanhua
8
Lugosi, Gábor
8
Nesheim, Lars
8
Andrews, Donald W. K.
7
Diebold, Francis X.
7
Kapetanios, George
7
Reiß, Markus
7
Rothe, Christoph
7
Beran, Jan
6
Bouezmarni, Taoufik
6
Chen, Xiaohong
6
Claeskens, Gerda
6
Crump, Richard K.
6
Daouia, Abdelaati
6
Dufour, Jean-Marie
6
Fernández-Val, Iván
6
Gather, Ursula
6
Hallin, Marc
6
Kurz-Kim, Jeong-Ryeol
6
Linton, Oliver B.
6
Mitnik, Oscar A.
6
Newey, Whitney K.
6
Rombouts, Jeroen V. K.
6
Schienle, Melanie
6
Segers, Johan
6
Vella, Francis
6
Wright, Jonathan H.
6
Yun, Myeong-Su
6
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
Published in...
All
Cowles Foundation discussion paper
4
Working papers / Rodney L. White Center for Financial Research
2
CFS working paper series
1
Discussion paper / Department of Economics, University of California San Diego
1
Financial Institutions Center
1
Technical working paper / National Bureau of Economic Research
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The statistics of time varying cross-sectional information coefficients
Ding, Zhuanxin
;
Sun, Yixiao
- In:
The journal of asset management : a major new, …
24
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013556592
Saved in:
2
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
4
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001794759
Saved in:
5
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
6
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001719152
Saved in:
7
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
8
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
9
Local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2001
Persistent link: https://www.econbiz.de/10001562618
Saved in:
10
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->