//--> //--> //-->
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
type_genre:"Graue Literatur"
isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätzung"
~subject:"Factor analysis"
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
Schätzung
Factor analysis
Estimation theory
155
Schätztheorie
155
Time series analysis
60
Zeitreihenanalyse
60
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
37
Panel
24
Panel study
24
Regression analysis
23
Regressionsanalyse
23
Bayes-Statistik
21
Bayesian inference
21
Forecasting model
20
Prognoseverfahren
20
Theorie
16
Theory
16
Cointegration
11
Kointegration
11
Statistical test
11
Statistischer Test
11
VAR model
9
VAR-Modell
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Method of moments
7
Momentenmethode
7
Statistical theory
7
Statistische Methodenlehre
7
Australia
6
Australien
6
Bootstrap approach
6
Bootstrap-Verfahren
6
Börsenkurs
6
Causality analysis
6
Faktorenanalyse
6
IV-Schätzung
6
Instrumental variables
6
more ...
less ...
Online availability
All
Free
34
Type of publication
All
Book / Working Paper
38
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
38
Non-commercial literature
38
Working Paper
38
Forschungsbericht
1
Language
All
English
38
Author
All
Gao, Jiti
19
Gong, Xiaodong
5
Linton, Oliver
4
Peng, Bin
4
Feng, Guohua
3
Poskitt, Donald Stephen
3
Sarafidis, Vasilis
3
Yang, Yanrong
3
Athanasopoulos, George
2
Cai, Biqing
2
Cheng, Tingting
2
Hyndman, Rob J.
2
Kapetanios, George
2
Liang, Xuan
2
Martin, Gael M.
2
Pan, Guangming
2
Smith, Michael S.
2
Vahid, Farshid
2
Yan, Yayi
2
Zhang, Xiaohui
2
Bai, Yu
1
Bailey, Natalia
1
Chen, Xiangjin B.
1
Cui, Guowei
1
Forbes, Catherine Scipione
1
Gamakumara, Puwasala
1
Grose, Simone D.
1
Harris, David
1
Jiang, Bin
1
Juodis, Artūras
1
Kang, Yicheng
1
Karavias, Yiannis
1
Kew, Hsein
1
King, Maxwell L.
1
Kohn, Robert
1
Koo, Bonsoo
1
La Vecchia, Davide
1
Leigh, Catherine
1
Li, Chuhui
1
Li, Degui
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper series / IZA
58
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Discussion paper / Tinbergen Institute
35
CESifo working papers
31
Working paper
31
Discussion paper
25
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper / Centre for Economic Policy Research
20
SFB 649 discussion paper
20
CREATES research paper
19
Working papers series in theoretical and applied economics
19
Discussion papers / CEPR
18
Discussion papers of interdisciplinary research project 373
15
Boston College working papers in economics
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and economics discussion series
11
KBI
11
Cambridge working papers in economics
10
Queen's Economics Department working paper
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Working papers
10
Working papers / TSE : WP
10
Cowles Foundation discussion paper
9
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
CEMFI working paper
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Documento de trabajo
8
Economics working paper
8
Federal Reserve Bank of Cleveland working paper series
8
Kiel working paper
8
Working paper series / European Central Bank
8
CAMA working paper series
7
Discussion paper / Center for Economic Research, Tilburg University
7
Econometrics papers
7
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
7
Staff reports / Federal Reserve Bank of New York
7
Technical working paper / National Bureau of Economic Research
7
Working paper series
7
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
38
of
38
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
Saved in:
2
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
3
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
4
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:
5
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
6
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:
7
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:
8
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
9
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
10
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
11
Scalable Bayesian estimation in the multinomial probit model
Loiza-Maya, Ruben
;
Nibbering, Didier
-
2020
Persistent link: https://www.econbiz.de/10012608350
Saved in:
12
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
13
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
14
A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
-
2015
Persistent link: https://www.econbiz.de/10011781225
Saved in:
15
Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
Saved in:
16
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:
17
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
18
Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
;
Zhang, Bo
-
2019
Persistent link: https://www.econbiz.de/10012592809
Saved in:
19
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
20
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia
Gong, Xiaodong
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782017
Saved in:
21
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
22
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:
23
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
24
Estimation of technical change and price elasticities : a categorical time-varying coefficient approach
Feng, Guohua
;
Gao, Jiti
;
Zhang, Xiaohui
-
2016
Persistent link: https://www.econbiz.de/10011781489
Saved in:
25
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
26
Estimation of structural breaks in large panels with cross-sectional dependence
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2016
Persistent link: https://www.econbiz.de/10011781747
Saved in:
27
Error-in-variables jump regression using local clustering
Kang, Yicheng
;
Gong, Xiaodong
;
Gao, Jiti
;
Qiu, Peihua
-
2016
Persistent link: https://www.econbiz.de/10011781755
Saved in:
28
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui
;
Poskitt, Donald Stephen
;
Zhao, Xueyan
-
2016
Persistent link: https://www.econbiz.de/10011781773
Saved in:
29
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia
Gong, Xiaodong
;
Gao, Jiti
-
2015
Persistent link: https://www.econbiz.de/10011781162
Saved in:
30
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
31
Hermite series estimation in nonlinear cointegrating models
Cai, Biqing
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009789500
Saved in:
32
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
33
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10010189540
Saved in:
34
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
35
A new approach to model GNP functions : an applications of non-separable two-stage technologies
Wong, Gary K. K.
-
1998
Persistent link: https://www.econbiz.de/10000988096
Saved in:
36
Strike data with a crisis point
Lieberman, Offer
-
1997
Persistent link: https://www.econbiz.de/10000978713
Saved in:
37
Bayesian semiparametric regression : an exposition and application to print advertising data
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000983137
Saved in:
38
Analytic small sample bias and standard error calculations for tests of serial correlation in market returns
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000970341
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->