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subject:"Schätztheorie"
type_genre:"Non-commercial literature"
~person:"Chen, Xiaohong"
~person:"Linton, Oliver"
~subject:"Capital income"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Capital income
Estimation theory
100
Nichtparametrisches Verfahren
69
Nonparametric statistics
69
Estimation
24
Schätzung
24
Regression analysis
20
Regressionsanalyse
20
Time series analysis
19
Zeitreihenanalyse
19
Bootstrap approach
11
Bootstrap-Verfahren
11
Theorie
9
Theory
9
Börsenkurs
8
Correlation
8
Korrelation
8
Share price
8
ARCH model
7
ARCH-Modell
7
IV-Schätzung
7
Instrumental variables
7
Kapitaleinkommen
7
Statistical test
7
Statistischer Test
7
Method of moments
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Momentenmethode
6
Panel
5
Panel study
5
Volatility
5
Volatilität
5
China
4
Factor analysis
4
Faktorenanalyse
4
Forecasting model
4
Market microstructure
4
Marktmikrostruktur
4
Prognoseverfahren
4
Random matrices
4
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Free
92
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Book / Working Paper
100
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Non-commercial literature
Graue Literatur
100
Arbeitspapier
92
Working Paper
92
Article in journal
89
Aufsatz in Zeitschrift
89
Conference paper
4
Konferenzbeitrag
4
Aufsatz im Buch
3
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3
Hochschulschrift
1
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1
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1
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1
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English
100
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Chen, Xiaohong
Linton, Oliver
Härdle, Wolfgang
104
Phillips, Peter C. B.
94
Gao, Jiti
74
Chernozhukov, Victor
65
Pesaran, M. Hashem
63
Dette, Holger
57
Imbens, Guido
50
Otsu, Taisuke
48
Newey, Whitney K.
46
Gouriéroux, Christian
42
Kapetanios, George
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
40
Lechner, Michael
38
Sentana, Enrique
38
Koopman, Siem Jan
37
Swanson, Norman R.
36
Johansen, Søren
35
Croux, Christophe
34
Weidner, Martin
34
Franses, Philip Hans
33
Marcellino, Massimiliano
33
Cai, Zongwu
30
Magnus, Jan R.
30
Wolf, Michael
30
Fernández-Val, Iván
29
Kleibergen, Frank
29
Kitagawa, Toru
28
McAleer, Michael
28
Teräsvirta, Timo
28
Andrews, Donald W. K.
27
Horowitz, Joel
27
Kilian, Lutz
27
Lewbel, Arthur
27
Fiorentini, Gabriele
26
Heckman, James J.
26
Nielsen, Bent
26
Scaillet, Olivier
26
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Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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CEMMAP working papers / Centre for Microdata Methods and Practice
35
Cowles Foundation discussion paper
20
Econometrics papers
12
Cambridge working papers in economics
10
Cambridge-INET working papers
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Janeway Institute working paper series
3
Yale Economics Department working papers
3
Boston College working papers in economics
2
CORE discussion papers : DP
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / LSE Financial Markets Group
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Research paper series / Swiss Finance Institute
1
SFB 649 discussion paper
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ECONIS (ZBW)
100
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1
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
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:
3
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:
4
Efficient estimation of average derivatives in NPIV models : simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
-
2021
-
Revised draft: December 2021
Persistent link: https://www.econbiz.de/10012807970
Saved in:
5
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
6
Adaptive estimation and uniform confidence bands for nonparametric IV
Chen, Xiaohong
;
Christensen, Timothy
;
Kankanala, Sid
-
2021
Persistent link: https://www.econbiz.de/10012618316
Saved in:
7
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:
8
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:
9
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
10
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph
;
Chen, Xiaohong
-
2020
-
Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
Saved in:
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