//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Nonparametric statistics"
language:"eng"
~isPartOf:"Cambridge working papers in economics"
~subject:"Marktmikrostruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Marktmikrostruktur
Estimation theory
63
Schätztheorie
63
Estimation
16
Nichtparametrisches Verfahren
16
Panel
16
Panel study
16
Schätzung
16
Correlation
15
Korrelation
15
Time series analysis
13
Zeitreihenanalyse
13
Regression analysis
12
Regressionsanalyse
12
Statistical test
10
Statistischer Test
10
Börsenkurs
9
Share price
9
Theorie
7
Theory
7
Bayes-Statistik
5
Bayesian inference
5
Statistical distribution
5
Statistische Verteilung
5
Volatility
5
Volatilität
5
panel data
5
Factor analysis
4
Faktorenanalyse
4
Market microstructure
4
Method of moments
4
Momentenmethode
4
Robust statistics
4
Robustes Verfahren
4
Welt
4
World
4
fixed effects
4
heteroskedasticity
4
Autocorrelation
3
more ...
less ...
Online availability
All
Free
19
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Graue Literatur
10
Non-commercial literature
10
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
3
Working Paper
3
Language
All
English
Author
All
Linton, Oliver
13
Chen, Jia
3
Gao, Jiti
3
Li, Degui
3
Escanciano, Juan Carlos
2
Hoderlein, Stefan
2
Lewbel, Arthur
2
Srisuma, Sorawoot
2
Zhang, Zheng
2
Ai, Chunrong
1
Bu, Ruijun
1
Cheng, Tingting
1
Harris, David
1
Huang, Wei
1
Jochmans, Koen
1
Kew, Hsein
1
Laeven, Roger J. A.
1
Li, Yu-Ning
1
Li, Yuning
1
Li, Z. Merrick
1
Li, Zhen
1
Ma, Shujie
1
Malec, Peter
1
Motegi, Kaiji
1
Sancetta, Alessio
1
Shiu, Ji-Liang
1
Vellekoop, Michel
1
Wang, Hanchao
1
Weeks, Melvyn
1
Weidner, Martin
1
Wu, Ruochen
1
Xiao, Zhijie
1
Zhou, Weilun
1
more ...
less ...
Published in...
All
Cambridge working papers in economics
Journal of econometrics
336
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Econometric theory
104
Economics letters
84
Econometric reviews
82
Journal of the American Statistical Association : JASA
76
The econometrics journal
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Discussion papers of interdisciplinary research project 373
43
Working paper / Department of Econometrics and Business Statistics, Monash University
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Discussion paper series / IZA
36
Quantitative economics : QE ; journal of the Econometric Society
35
SFB 649 discussion paper
35
Cowles Foundation discussion paper
34
Discussion paper / Tinbergen Institute
31
Econometrics papers
31
Cowles Foundation Discussion Paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
European journal of operational research : EJOR
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Boston College working papers in economics
23
CREATES research paper
22
Série des documents de travail / Centre de Recherche en Économie et Statistique
22
Working papers / TSE : WP
21
Econometrics : open access journal
20
NBER working paper series
18
Discussion paper / Center for Economic Research, Tilburg University
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
NBER Working Paper
17
Working papers series in theoretical and applied economics
17
Journal of applied econometrics
16
KBI
16
ECARES working paper
15
IZA Discussion Paper
15
LSE STICERD Research Paper
15
Working paper
15
Applied economics letters
14
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
19
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
6
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
7
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
8
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
9
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
11
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
12
A unified framework for efficient estimation of general treatment models
Ai, Chunrong
;
Linton, Oliver
;
Motegi, Kaiji
;
Zhang, Zheng
-
2019
Persistent link: https://www.econbiz.de/10012698848
Saved in:
13
Inference on a distribution from noisy draws
Jochmans, Koen
;
Weidner, Martin
-
2019
Persistent link: https://www.econbiz.de/10012703101
Saved in:
14
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
15
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
16
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
17
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
18
Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2015
Persistent link: https://www.econbiz.de/10011455563
Saved in:
19
Nearest neighbor conditional estimation for Harris recurrent Markov chains
Sancetta, Alessio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003520013
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->