//--> //--> //--> //-->
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
person:"Fornari, Fabio"
subject:"Share price"
~person:"Linton, Oliver"
~subject:"Regression analysis"
~subject:"Time series analysis"
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
Share price
Regression analysis
Time series analysis
Estimation theory
151
Schätztheorie
151
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Estimation
33
Schätzung
33
Zeitreihenanalyse
32
Regressionsanalyse
31
Theorie
27
Theory
27
ARCH model
14
ARCH-Modell
14
Correlation
14
Korrelation
14
Börsenkurs
13
Volatility
12
Volatilität
12
Capital income
11
Kapitaleinkommen
11
Statistical distribution
10
Statistische Verteilung
10
Panel
8
Panel study
8
Market microstructure
7
Marktmikrostruktur
7
Sparsity
7
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Prognoseverfahren
6
Semiparametric estimation
6
Core
5
Induktive Statistik
5
Portfolio selection
5
Portfolio-Management
5
Statistical error
5
Statistical inference
5
more ...
less ...
Online availability
All
Free
29
Undetermined
11
Type of publication
All
Book / Working Paper
31
Article
28
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
21
Working Paper
21
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
59
Author
All
Fornari, Fabio
Linton, Oliver
Phillips, Peter C. B.
166
Gao, Jiti
102
Härdle, Wolfgang
65
Koopman, Siem Jan
56
Pesaran, M. Hashem
50
Kapetanios, George
49
Johansen, Søren
47
Dette, Holger
45
Teräsvirta, Timo
43
Franses, Philip Hans
42
Lütkepohl, Helmut
41
Nielsen, Morten Ørregaard
38
Cai, Zongwu
37
Croux, Christophe
37
Li, Degui
37
Swanson, Norman R.
37
Stock, James H.
34
Xiao, Zhijie
34
Koop, Gary
33
Harvey, Andrew C.
32
Robinson, Peter M.
32
Chernozhukov, Victor
31
Perron, Pierre
31
Sibbertsen, Philipp
31
Su, Liangjun
31
Nielsen, Bent
29
Sun, Yixiao
29
Watson, Mark W.
29
Chen, Xiaohong
28
Taylor, Robert
28
Engle, Robert F.
27
McAleer, Michael
27
Nelson, Daniel B.
27
Lucas, André
26
Li, Qi
25
Medeiros, Marcelo C.
25
Peng, Bin
25
West, Kenneth D.
25
Dong, Chaohua
24
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Journal of econometrics
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Cambridge working papers in economics
8
Econometric theory
8
Econometrics papers
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cambridge-INET working papers
3
Econometric reviews
2
Janeway Institute working paper series
2
Cowles Foundation discussion paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Handbook of financial time series
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Open economies review
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
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
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
8
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:
9
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:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->