//--> //--> //--> //-->
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
language:"eng"
subject:"Zeitreihenanalyse"
~person:"Brännäs, Kurt"
~person:"Li, Degui"
~person:"Linton, Oliver"
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
Zeitreihenanalyse
Estimation theory
224
Schätztheorie
224
Nichtparametrisches Verfahren
108
Nonparametric statistics
108
Time series analysis
72
Regression analysis
47
Regressionsanalyse
47
Estimation
46
Schätzung
46
Theorie
43
Theory
43
Correlation
21
Korrelation
21
Panel
14
Panel study
14
ARCH model
13
ARCH-Modell
13
Capital income
13
Kapitaleinkommen
13
Forecasting model
12
Prognoseverfahren
12
Volatility
12
Volatilität
12
Börsenkurs
11
Schweden
11
Share price
11
Sweden
11
Cointegration
10
Kointegration
10
Statistical distribution
9
Statistische Verteilung
9
Sparsity
8
Factor analysis
7
Faktorenanalyse
7
Induktive Statistik
7
Market microstructure
7
Marktmikrostruktur
7
Sampling
7
Semiparametric estimation
7
more ...
less ...
Online availability
All
Free
33
Undetermined
12
Type of publication
All
Book / Working Paper
45
Article
27
Type of publication (narrower categories)
All
Graue Literatur
32
Non-commercial literature
32
Arbeitspapier
26
Article in journal
26
Aufsatz in Zeitschrift
26
Working Paper
26
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
Author
All
Brännäs, Kurt
Li, Degui
Linton, Oliver
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Kapetanios, George
32
Koop, Gary
29
Swanson, Norman R.
29
Harvey, Andrew C.
28
Pesaran, M. Hashem
28
Sibbertsen, Philipp
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Lucas, André
25
Taylor, Robert
25
Watson, Mark W.
25
Perron, Pierre
24
Stock, James H.
24
Maravall Herrero, Agustín
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Peng, Bin
22
Dong, Chaohua
21
Cavaliere, Giuseppe
20
Hassler, Uwe
20
Hendry, David F.
20
Blasques, Francisco
19
Caporale, Guglielmo Maria
19
Giraitis, Liudas
19
Gouriéroux, Christian
19
McAleer, Michael
19
more ...
less ...
Institution
All
Umeå universitet
7
Umeå Universitet / Institutionen för Nationalekonomi
3
Published in...
All
Umeå economic studies
13
Journal of econometrics
10
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Cambridge working papers in economics
5
Econometric theory
3
Count data autoregression modelling
2
Cowles Foundation discussion paper
2
Discussion paper / Tinbergen Institute
2
Discussion papers in economics
2
Econometric reviews
2
Janeway Institute working paper series
2
The econometrics journal
2
CREATES research paper
1
Cambridge-INET working papers
1
Cowles Foundation Discussion Paper
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics letters
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Statistical papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
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:
3
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:
4
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:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
6
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
7
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->