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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Börsenkurs"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Method of moments
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
37
Schätzung
37
Panel
24
Panel study
24
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
21
Bayesian inference
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Forecasting model
20
Prognoseverfahren
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Theorie
16
Theory
16
Cointegration
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Kointegration
11
Statistical test
11
Statistischer Test
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VAR model
9
VAR-Modell
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Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical theory
8
Statistische Methodenlehre
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Bootstrap approach
7
Bootstrap-Verfahren
7
Factor analysis
7
Momentenmethode
7
Australia
6
Australien
6
Causality analysis
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Faktorenanalyse
6
IV-Schätzung
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Instrumental variables
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Arbeitspapier
Bibliographie enthalten
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Gao, Jiti
6
Cheng, Tingting
2
Forbes, Catherine Scipione
2
Hong, Han
2
Linton, Oliver
2
Sarafidis, Vasilis
2
Anderson, Heather M.
1
Bailey, Natalia
1
Cai, Biqing
1
Creel, Michael D.
1
Cui, Guowei
1
Juodis, Arturas
1
Kapetanios, George
1
Kristensen, Dennis
1
Liu, Zhichao
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Naik, Narayan Y.
1
Norkute, Milda
1
Pesaran, M. Hashem
1
Poskitt, Donald Stephen
1
Sarafid, Vasilis
1
Silvapulle, Mervyn J.
1
Smith, Michael S.
1
Yamagata, Takashi
1
Zhu, Huanjun
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
39
Cowles Foundation discussion paper
22
CESifo working papers
20
Discussion paper / Tinbergen Institute
15
CREATES research paper
8
Cambridge working papers in economics
8
Discussion paper
7
Working paper
7
Economics discussion paper series : EDP
6
SFB 649 discussion paper
6
Discussion paper series / IZA
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion papers / CEPR
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Staff reports / Federal Reserve Bank of New York
4
CORE discussion paper : DP
3
Cahier / Départment de Sciences Économiques, Université de Montréal
3
Department of Economics working paper series
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / University of Bristol, Department of Economics
3
Discussion paper in financial economics : FE
3
Discussion papers / University of Leicester, Department of Economics
3
ERID working paper
3
Memorandum / Department of Economics, University of Oslo
3
Passauer Diskussionspapiere
3
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
3
Waterloo economic series : working paper
3
Working paper series
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Working paper series / Department of Economics, School of Economics and Management, University of Lund
3
Working papers / Federal Reserve Bank of Atlanta
3
Working papers / Rutgers University, Department of Economics
3
Working papers / University of Connecticut, Department of Economics
3
Australian School of Business working paper : Australian School of Business research paper
2
Bank of Finland research discussion papers
2
Beiträge zur angewandten Wirtschaftsforschung
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
A linear estimator for factor-augmented fixed-t panels with endogenous regressors
Juodis, Arturas
;
Sarafid, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012606877
Saved in:
3
On GMM inference : partial identification, identification strength, and non-standard asymptotics
Poskitt, Donald Stephen
-
2020
Persistent link: https://www.econbiz.de/10012610875
Saved in:
4
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
-
2019
Persistent link: https://www.econbiz.de/10012606743
Saved in:
5
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
6
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
7
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
8
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
9
Bayesian indirect inference and the ABC of GMM
Creel, Michael D.
;
Gao, Jiti
;
Hong, Han
;
Kristensen, Dennis
-
2016
Persistent link: https://www.econbiz.de/10011781486
Saved in:
10
Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781404
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