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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Volatility
Nichtparametrisches Verfahren
Estimation theory
599
Schätztheorie
599
Time series analysis
149
Zeitreihenanalyse
149
Theorie
147
Theory
147
Nonparametric statistics
122
Estimation
91
Schätzung
91
Regression analysis
88
Regressionsanalyse
88
Panel
80
Panel study
80
Statistical test
67
Statistischer Test
67
Method of moments
42
Momentenmethode
42
Cointegration
35
Statistical theory
35
Statistische Methodenlehre
35
Kointegration
34
Autocorrelation
33
Autokorrelation
33
Bayes-Statistik
31
Bayesian inference
31
Bootstrap approach
30
Bootstrap-Verfahren
30
Forecasting model
30
Prognoseverfahren
30
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Volatilität
27
Maximum likelihood estimation
25
Maximum-Likelihood-Schätzung
25
Modellierung
25
Scientific modelling
25
Simulation
25
Statistical distribution
25
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80
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47
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Article
101
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46
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Article in journal
103
Aufsatz in Zeitschrift
103
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44
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44
Non-commercial literature
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Working Paper
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147
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Gao, Jiti
32
Zhang, Xibin
9
Cheng, Tingting
7
Linton, Oliver
7
Gong, Xiaodong
5
Peng, Bin
5
Racine, Jeffrey
5
Silvapulle, Mervyn J.
5
Frazier, David T.
4
Yan, Yayi
4
Cai, Zongwu
3
Hsiao, Cheng
3
King, Maxwell L.
3
Li, Degui
3
Li, Qi
3
Maasoumi, Esfandiar
3
Otsu, Taisuke
3
Poskitt, Donald Stephen
3
Ranasinghe, Kulan
3
Silvapulle, Paramsothy
3
Taylor, Luke
3
Teräsvirta, Timo
3
Ullah, Aman
3
Zhang, Lina
3
Zhao, Xueyan
3
Dong, Chaohua
2
Dong, Hao
2
Fan, Yanqin
2
Fang, Ying
2
Harris, David
2
Hong, Han
2
Hsu, Yu-Chin
2
Kew, Hsein
2
Koo, Bonsoo
2
Kumbhakar, Subal
2
Liang, Xuan
2
Liang, Zhongwen
2
Liu, Fei
2
Ma, Shujie
2
Maneesoonthorn, Worapree
2
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Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
429
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
121
Economics letters
113
Journal of the American Statistical Association : JASA
81
The econometrics journal
71
Discussion paper / Tinbergen Institute
64
Discussion papers of interdisciplinary research project 373
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Cowles Foundation discussion paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Quantitative economics : QE ; journal of the Econometric Society
42
SFB 649 discussion paper
42
Economic modelling
39
CREATES research paper
38
European journal of operational research : EJOR
38
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Discussion paper series / IZA
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Econometrics papers
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Econometrics : open access journal
29
Cowles Foundation Discussion Paper
28
International journal of forecasting
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
NBER Working Paper
25
Working papers / TSE : WP
25
Journal of empirical finance
24
Journal of risk and financial management : JRFM
24
NBER working paper series
24
Boston College working papers in economics
23
Discussion paper / Center for Economic Research, Tilburg University
22
Insurance / Mathematics & economics
22
Journal of banking & finance
22
Working paper
22
Computational economics
21
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ECONIS (ZBW)
147
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1
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
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:
4
Semiparametric single-index estimation for average treatment effects
Huang, Difang
;
Gao, Jiti
;
Oka, Tatsushi
-
2022
Persistent link: https://www.econbiz.de/10013494395
Saved in:
5
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
6
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Bravo, Francesco
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 583-606
Persistent link: https://www.econbiz.de/10013364895
Saved in:
7
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2021
-
(updated version of working paper no. 34/20)
Persistent link: https://www.econbiz.de/10012697939
Saved in:
8
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
9
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:
10
Robust nonparametric frontier estimation in two steps
Chen, Yining
;
Torrent, Hudson S.
;
Ziegelmann, Flávio A.
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014321657
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