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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Cambridge-INET working papers"
~person:"Gouriéroux, Christian"
~person:"Linton, Oliver"
~subject:"Statistical inference"
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Estimation theory
Share price
Statistical inference
Schätztheorie
7
Estimation
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Schätzung
4
Börsenkurs
3
Correlation
2
Euler equations
2
Fredholm equations
2
Korrelation
2
Market microstructure
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Marktmikrostruktur
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Variational method
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Variationsrechnung
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Volatility
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Volatilität
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asset pricing
2
integral equations
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marginal utility
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pricing kernel
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Bootstrap
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Bootstrap approach
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Bootstrap-Verfahren
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Cointegration
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Consistent tests
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Continuous treatment effect
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Dynamic covariance matrix
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Factor analysis
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Factor model
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Faktorenanalyse
1
High-frequency data
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Kointegration
1
MAMAR
1
Microstructure noise
1
Noise Trading
1
Noise trading
1
Non-stationarity
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Gouriéroux, Christian
Linton, Oliver
Chen, Jia
2
Escanciano, Juan Carlos
2
Hoderlein, Stefan
2
Jochmans, Koen
2
Lewbel, Arthur
2
Onatski, Alexei
2
Srisuma, Sorawoot
2
Gao, Jiti
1
Hafner, Christian M.
1
Harris, David
1
Huang, Wei
1
Johnstone, Iain M.
1
Kew, Hsein
1
Laeven, Roger J. A.
1
Li, Degui
1
Li, Yu-Ning
1
Li, Z. Merrick
1
Li, Zhen
1
Malec, Peter
1
Tang, Haihan
1
Vellekoop, Michel
1
Verardi, Vincenzo
1
Wang, Chen
1
Zhang, Zheng
1
Zhou, Weilun
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Cambridge-INET working papers
Journal of econometrics
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Econometric theory
24
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Cambridge working papers in economics
18
Econometrics papers
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Série des documents de travail
11
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometric reviews
4
Cowles Foundation discussion paper
3
Discussion papers of interdisciplinary research project 373
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Janeway Institute working paper series
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Annals of economics and statistics
2
Boston College working papers in economics
2
CORE discussion papers : DP
2
Discussion paper / LSE Financial Markets Group
2
Discussion papers in economics / Nuffield College
2
Journal of empirical finance
2
L' Actualité économique : revue trimest.
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
2
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Discussion papers in economics
1
Duration transition and count data models
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
Econométrie non linéaire asymptotique
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Insurance / Mathematics & economics
1
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ECONIS (ZBW)
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1
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
2
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:
3
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
4
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
5
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
6
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011565160
Saved in:
7
Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2015
Persistent link: https://www.econbiz.de/10011455563
Saved in:
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