//--> //--> //--> //-->
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
isPartOf:"SFB 649 discussion paper"
subject:"Time series analysis"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cowles Foundation discussion paper"
~type_genre:"Non-commercial literature"
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
Time series analysis
Estimation theory
282
Schätztheorie
282
Theorie
80
Theory
80
Nichtparametrisches Verfahren
70
Nonparametric statistics
70
Regression analysis
59
Regressionsanalyse
59
Zeitreihenanalyse
57
Statistical test
39
Statistischer Test
39
Estimation
37
Schätzung
37
Method of moments
27
Momentenmethode
27
Correlation
21
Korrelation
21
Induktive Statistik
20
Statistical inference
20
Bootstrap approach
19
Bootstrap-Verfahren
19
Statistical distribution
18
Statistische Verteilung
18
Panel
17
Panel study
17
Stochastic process
17
Stochastischer Prozess
17
Cointegration
16
Kointegration
16
Volatility
15
Volatilität
15
Börsenkurs
14
IV-Schätzung
14
Instrumental variables
14
Share price
14
Autocorrelation
12
Autokorrelation
12
Heteroscedasticity
11
Heteroskedastizität
11
more ...
less ...
Online availability
All
Free
55
Type of publication
All
Book / Working Paper
57
Type of publication (narrower categories)
All
Non-commercial literature
Graue Literatur
57
Arbeitspapier
54
Working Paper
54
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
57
Author
All
Phillips, Peter C. B.
18
Bibinger, Markus
5
Chen, Xiaohong
4
Reiß, Markus
4
Härdle, Wolfgang
3
Li, Degui
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Yu, Jun
3
Breunig, Christoph
2
Chen, Haiqiang
2
Chen, Jia
2
Dalla, Violetta
2
Gao, Jiti
2
Harvey, Andrew C.
2
Kappus, Johanna
2
Kheifets, Igor
2
Lieberman, Offer
2
Okhrin, Ostap
2
Spokojnyj, Vladimir G.
2
Staszewska-Bystrova, Anna
2
Winkelmann, Lars
2
Winker, Peter
2
Altmeyer, Randolf
1
Bailey, Natalia
1
Bu, Ruijun
1
Calvet, Laurent E.
1
Chen, Wenjuan
1
Christensen, Timothy M.
1
Fan, Zhenhong
1
Fang, Lei
1
Fang, Ying
1
Fisher, Adlai
1
Franke, Jürgen
1
Franke, Jürgen E.
1
Giraitis, Liudas
1
Giratis, Liudas
1
Hautsch, Nikolaus
1
Huang, Zhuo
1
Kapetanios, George
1
more ...
less ...
Published in...
All
SFB 649 discussion paper
Cambridge working papers in economics
Cowles Foundation discussion paper
Discussion paper / Tinbergen Institute
84
Working paper / Department of Econometrics and Business Statistics, Monash University
60
CREATES research paper
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Working paper series
23
Discussion paper / Center for Economic Research, Tilburg University
18
Umeå economic studies
18
Working paper
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
EUI working paper / ECO
16
Discussion papers of interdisciplinary research project 373
15
Discussion papers / Department of Economics, University of Copenhagen
14
Working paper / National Bureau of Economic Research, Inc.
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
13
CESifo working papers
13
Discussion paper
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
Economics discussion papers
13
Queen's Economics Department working paper
13
Série des documents de travail
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Working papers / Rutgers University, Department of Economics
10
CORE discussion paper : DP
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Discussion papers in economics
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Technical working paper / National Bureau of Economic Research
9
Working papers series in theoretical and applied economics
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
8
KBI
8
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
8
Working papers
8
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
6
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
7
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
8
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
9
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
10
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->