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language:"eng"
subject:"Zeitreihenanalyse"
~person:"Franses, Philip Hans"
~person:"Li, Degui"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
49
Schätztheorie
49
Theorie
29
Theory
29
Time series analysis
26
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Correlation
4
Korrelation
4
Regression analysis
4
Regressionsanalyse
4
Saisonale Schwankungen
4
Seasonal variations
4
Cointegration
3
Estimation
3
Kointegration
3
Schätzung
3
ARMA model
2
ARMA-Modell
2
Business network
2
Börsenkurs
2
Exchange rate
2
Forecasting model
2
Netherlands
2
Niederlande
2
Prognoseverfahren
2
Sampling
2
Share price
2
Sparsity
2
Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
Structural change
2
Strukturwandel
2
Uniform consistency
2
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13
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26
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Graue Literatur
Arbeitspapier
27
Working Paper
27
Non-commercial literature
26
Article in journal
15
Aufsatz in Zeitschrift
15
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1
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1
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Language
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English
Author
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Franses, Philip Hans
Li, Degui
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
25
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Lütkepohl, Helmut
20
Maravall Herrero, Agustín
20
Teräsvirta, Timo
18
Sibbertsen, Philipp
17
Lucas, André
15
Kapetanios, George
14
Linton, Oliver
13
Peng, Bin
13
Swanson, Norman R.
13
Brännäs, Kurt
12
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Koop, Gary
12
Nielsen, Bent
12
Hyndman, Rob J.
11
Pesaran, M. Hashem
11
Gómez, Víctor
10
Ooms, Marius
10
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Martin, Gael M.
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Marcellino, Massimiliano
8
Andersen, Torben
7
Bauwens, Luc
7
Breitung, Jörg
7
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European University Institute / Department of Economics
1
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Report / Econometric Institute, Erasmus University Rotterdam
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Discussion paper / Tinbergen Institute
5
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Cambridge working papers in economics
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion papers in economics
2
Janeway Institute working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
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1
Discussion paper / Center for Economic Research, Tilburg University
1
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1
Econometric Institute research papers
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
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ECONIS (ZBW)
26
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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
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
5
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
6
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
2014
Persistent link: https://www.econbiz.de/10010411292
Saved in:
7
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
8
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
9
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
10
Estimating smooth structural change in cointegration models
Philips, Peter C.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010190229
Saved in:
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