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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~person:"Kapetanios, George"
~person:"Su, Liangjun"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Time series analysis
Estimation theory
69
Schätztheorie
69
Nonparametric statistics
26
Regression analysis
23
Regressionsanalyse
23
Panel
21
Panel study
21
Estimation
19
Schätzung
19
Zeitreihenanalyse
15
Statistical test
10
Statistischer Test
10
Forecasting model
8
Prognoseverfahren
8
Specification test
7
Correlation
6
Korrelation
6
CAPM
5
Method of moments
5
Momentenmethode
5
Structural change
5
ARMA model
4
ARMA-Modell
4
Autocorrelation
4
Autokorrelation
4
Dynamic panel
4
Endogeneity
4
Interactive fixed effects
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Panel data
4
Structural break
4
Strukturbruch
4
Theorie
4
Theory
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Capital income
3
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Undetermined
15
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Article
38
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Article in journal
Aufsatz in Zeitschrift
38
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Aufsatz im Buch
4
Book section
4
Conference paper
1
Konferenzbeitrag
1
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English
38
Author
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Kapetanios, George
Su, Liangjun
Linton, Oliver
41
Phillips, Peter C. B.
39
Li, Qi
36
Gao, Jiti
27
Chen, Xiaohong
20
Florens, Jean-Pierre
19
Cai, Zongwu
18
Kumbhakar, Subal
18
Leybourne, Stephen James
18
Racine, Jeffrey
18
Chen, Songnian
17
Parmeter, Christopher F.
17
Robinson, Peter M.
17
Xiao, Zhijie
17
Escanciano, Juan Carlos
16
Li, Degui
16
Lütkepohl, Helmut
16
Simar, Léopold
16
Sun, Yiguo
16
Taylor, Robert
16
Teräsvirta, Timo
16
Ullah, Aman
16
Tsionas, Efthymios G.
15
Harvey, Andrew C.
14
Johansen, Søren
14
White, Halbert
14
Chambers, Marcus J.
13
Fan, Jianqing
13
Hassler, Uwe
13
Horowitz, Joel
13
Perron, Pierre
13
Baillie, Richard
12
Henderson, Daniel J.
12
Hoderlein, Stefan
11
Lewbel, Arthur
11
Newey, Whitney K.
11
Otsu, Taisuke
11
Hsiao, Cheng
10
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Journal of econometrics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric theory
4
Econometric reviews
3
Economics letters
3
International journal of forecasting
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
The econometrics journal
2
Journal of applied econometrics
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
38
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
Saved in:
3
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
4
Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
Saved in:
5
Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun
;
Wang, Xia
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
Saved in:
6
Semi-parametric single-index panel data models with interactive fixed effects : theory and practice
Feng, Guohua
;
Peng, Bin
;
Su, Liangjun
;
Yang, Thomas Tao
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 607-622
Persistent link: https://www.econbiz.de/10012304099
Saved in:
7
Non-separable models with high-dimensional data
Su, Liangjun
;
Ura, Takuya
;
Zhang, Yichong
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 646-677
Persistent link: https://www.econbiz.de/10012304129
Saved in:
8
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
9
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
10
On time-varying factor models : estimation and testing
Su, Liangjun
;
Wang, Xia
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 84-101
Persistent link: https://www.econbiz.de/10011818370
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