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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Li, Qi"
~person:"Shin, Dong-wan"
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Estimation theory
Share price
Schätztheorie
13
Theorie
7
Theory
7
Statistical test
4
Statistischer Test
4
Volatility
3
Volatilität
3
Correlation
2
Estimation
2
Korrelation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Realized volatility
2
Regression analysis
2
Regressionsanalyse
2
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2
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2
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2
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2
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2
Time series analysis
2
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ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Bandwidth selection
1
Bootstrap approach
1
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Conditional heteroscedasticity
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Einheitswurzeltest
1
Functional coefficient models
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Li, Qi
Shin, Dong-wan
Gao, Jiti
63
Peng, Bin
24
Hyndman, Rob J.
19
Martin, Gael M.
16
Poskitt, Donald Stephen
16
King, Maxwell L.
13
Krämer, Walter
12
Zhang, Xibin
11
Cheng, Tingting
10
Frazier, David T.
10
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
Yang, Yanrong
10
Baltagi, Badi H.
9
Dong, Chaohua
9
Giles, David E. A.
9
Wooldridge, Jeffrey M.
9
Yan, Yayi
9
Forchini, Giovanni
8
Hassler, Uwe
7
Kumbhakar, Subal
7
Linton, Oliver
7
Parmeter, Christopher F.
7
Robert, Christian P.
7
Silvapulle, Mervyn J.
7
Stengos, Thanasēs
7
Tu, Yundong
7
Westerlund, Joakim
7
Han, Chirok
6
Kapetanios, George
6
Ohtani, Kazuhiro
6
Pesaran, M. Hashem
6
Phillips, Peter C. B.
6
Silvapulle, Paramsothy
6
Su, Liangjun
6
Zhang, Xinyu
6
Gong, Xiaodong
5
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Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
18
Econometric theory
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
5
Department of Economics working paper series / McMaster University, Department of Economics
3
International economic review
2
The Oxford handbook of panel data
2
Annales d'économie et de statistique
1
Annals of economics and finance
1
Applied economics letters
1
Cross-sectional methods and applications
1
Discussion paper series / University of Guelph, Department of Economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FRB Boston Risk and Policy Analysis Unit Paper
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
McMaster University, Department of Economics Working Paper
1
Nonparametric econometric methods
1
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The European journal of finance
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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The econometrics journal
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
13
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1
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
2
An alternative bandwidth selection method for estimating functional coefficient models
Chen, Xirong
;
Huang, Ta-Cheng
;
Li, Qi
- In:
Economics letters
156
(
2017
),
pp. 27-31
Persistent link: https://www.econbiz.de/10011822342
Saved in:
3
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
4
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
5
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
6
Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
Shin, Dong-wan
;
Park, Sangun
- In:
Economics letters
115
(
2012
)
3
,
pp. 334-337
Persistent link: https://www.econbiz.de/10009631616
Saved in:
7
On instrumental variable estimation of semiparametric dynamic panel data models
Baltagi, Badi H.
;
Li, Qi
- In:
Economics letters
76
(
2002
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001671967
Saved in:
8
Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators
Shin, Dong-wan
;
So, Beong Soo
- In:
Economics letters
71
(
2001
)
2
,
pp. 181-189
Persistent link: https://www.econbiz.de/10001569101
Saved in:
9
A consistent nonparametric test for linearity of AR(p) models
Fan, Yanqin
- In:
Economics letters
55
(
1997
)
1
,
pp. 53-59
Persistent link: https://www.econbiz.de/10001225284
Saved in:
10
Estimating a stochastic production frontier when the adjusted error is symmetric
Li, Qi
- In:
Economics letters
52
(
1996
)
3
,
pp. 221-228
Persistent link: https://www.econbiz.de/10001212521
Saved in:
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