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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
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Estimation
Volatilität
Estimation theory
247
Schätztheorie
247
Time series analysis
88
Zeitreihenanalyse
88
Nichtparametrisches Verfahren
74
Nonparametric statistics
74
Schätzung
56
Theorie
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Theory
53
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Share price
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Statistical theory
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Statistische Methodenlehre
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Gao, Jiti
19
Härdle, Wolfgang
8
Gong, Xiaodong
5
Bibinger, Markus
4
Hautsch, Nikolaus
4
Linton, Oliver
4
Peng, Bin
4
Feng, Guohua
3
Martin, Gael M.
3
Poskitt, Donald Stephen
3
Reiß, Markus
3
Yang, Fuyu
3
Yang, Yanrong
3
Athanasopoulos, George
2
Breunig, Christoph
2
Cai, Biqing
2
Cheng, Tingting
2
Hyndman, Rob J.
2
Kapetanios, George
2
King, Maxwell L.
2
Liang, Xuan
2
Ma, Shujie
2
Malec, Peter
2
Maneesoonthorn, Worapree
2
Okhrin, Yarema
2
Pan, Guangming
2
Sarafidis, Vasilis
2
Smith, Michael S.
2
Vahid, Farshid
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Yan, Yayi
2
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2
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1
Bai, Yu
1
Bailey, Natalia
1
Belomestny, Denis
1
Bocart, Fabian Y. R. P.
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Chao, Shih-kang
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SFB 649 discussion paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
125
Econometric reviews
70
Economic modelling
59
Applied economics letters
58
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
53
NBER Working Paper
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
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49
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46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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36
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34
International journal of forecasting
33
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IZA Discussion Paper
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Journal of the American Statistical Association : JASA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
International journal of economics and financial issues : IJEFI
23
The review of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
European journal of operational research : EJOR
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ECONIS (ZBW)
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Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
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2
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
3
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
4
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
5
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
6
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
7
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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8
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:
9
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
10
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
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