//--> //--> //-->
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:"Germany"
~person:"Sibbertsen, Philipp"
~person:"Yang, Lijian"
~subject:"ARCH-Modell"
~type:"article"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Germany
ARCH-Modell
Estimation theory
15
Schätztheorie
15
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Regression analysis
7
Regressionsanalyse
7
Time series analysis
5
Zeitreihenanalyse
5
Deutschland
4
Volatility
3
Volatilität
3
ARCH model
2
Estimation
2
Großbritannien
2
Saisonkomponente
2
Schätzung
2
Seasonal component
2
Theorie
2
Theory
2
USA
2
United Kingdom
2
United States
2
semiparametric estimation
2
1960-1990
1
1980-1992
1
Aggregation
1
Agrarproduktion
1
Agricultural production
1
B-spline
1
Börsenkurs
1
Capital income
1
Cointegration
1
Exchange rate
1
Fractional cointegration
1
Kapitaleinkommen
1
Kointegration
1
Long memory
1
Monte Carlo simulation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Sibbertsen, Philipp
Yang, Lijian
Francq, Christian
19
Zakoïan, Jean-Michel
15
Kumar, Dilip
12
Lütkepohl, Helmut
10
Teräsvirta, Timo
10
Rahbek, Anders
8
Wolters, Jürgen
7
Ardia, David
6
Feng, Yuanhua
6
Hafner, Christian M.
6
Krämer, Walter
6
Ling, Shiqing
6
Maheswaran, S.
6
Bauwens, Luc
5
Horváth, Lajos
5
Lechner, Michael
5
Li, Guodong
5
Linton, Oliver
5
McAleer, Michael
5
Paolella, Marc S.
5
Silvennoinen, Annastiina
5
Sucarrat, Genaro
5
Winkelmann, Rainer
5
Zhu, Ke
5
Arvanitis, Stelios
4
Asai, Manabu
4
Carnero, M. Angeles
4
Kim, Jong-Min
4
Li, Dong
4
Li, Wai Keung
4
Pedersen, Rasmus Søndergaard
4
Runde, Ralf
4
Tsay, Ruey S.
4
Zhang, Rongmao
4
Amado, Cristina
3
Blazsek, Szabolcs
3
Chan, Ngai Hang
3
Dufour, Jean-Marie
3
Elliott, Robert J.
3
more ...
less ...
Published in...
All
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of econometrics
1
Journal of the American Statistical Association : JASA
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spline estimation of a semiparametric GARCH model
Liu, Rong
;
Yang, Lijian
- In:
Econometric theory
32
(
2016
)
4
,
pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Saved in:
2
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
3
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Park, Byeong U.
;
Xue, Lan
;
Härdle, Wolfgang
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1212-1227
Persistent link: https://www.econbiz.de/10003375980
Saved in:
4
Long memory in volatilities of German stock returns
Sibbertsen, Philipp
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 477-488
Persistent link: https://www.econbiz.de/10002222104
Saved in:
5
Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->