//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Su, Liangjun"
~subject:"Estimation theory"
~type_genre:"Konferenzbeitrag"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation theory
Schätztheorie
23
Panel
9
Panel study
9
Estimation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Regression analysis
8
Regressionsanalyse
8
Schätzung
8
Statistical test
5
Statistischer Test
5
Panel data
4
Specification test
4
Time series analysis
4
Zeitreihenanalyse
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Dynamic panel
3
Method of moments
3
Momentenmethode
3
Structural change
3
Adaptive Lasso
2
Classifier Lasso
2
Factor analysis
2
Faktorenanalyse
2
Functional coefficient
2
Heterogeneity
2
High dimensionality
2
Interactive fixed effects
2
Latent structure
2
Local smoothing
2
Stochastic process
2
Stochastischer Prozess
2
Asymptotics
1
Average treatment effect
1
Bootstrap
1
CAPM
1
Capital income
1
Change point
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
23
Aufsatz im Buch
1
Book section
1
Language
All
English
23
Author
All
Su, Liangjun
Tsionas, Efthymios G.
41
Lee, Lung-fei
27
Gao, Jiti
26
Phillips, Peter C. B.
26
Linton, Oliver
25
Parmeter, Christopher F.
22
Zhang, Xinyu
22
Kumbhakar, Subal
19
Cai, Zongwu
17
Tu, Yundong
17
Baltagi, Badi H.
16
Bera, Anil K.
15
Chen, Songnian
15
Li, Degui
15
Peng, Bin
14
Westerlund, Joakim
14
Li, Qi
13
Wooldridge, Jeffrey M.
13
Bai, Jushan
12
Escanciano, Juan Carlos
12
Francq, Christian
12
Jin, Fei
12
Li, Jia
12
Li, Kunpeng
12
Peng, Liang
12
Simar, Léopold
12
Ullah, Aman
12
Hahn, Jinyong
11
Hsiao, Cheng
11
Otsu, Taisuke
11
Robinson, Peter M.
11
Sun, Yiguo
11
Xiao, Zhijie
11
Zhou, Qiankun
11
Zhu, Ke
11
Demetrescu, Matei
10
Fan, Yanqin
10
Florens, Jean-Pierre
10
Hu, Yingyao
10
more ...
less ...
Published in...
All
Journal of econometrics
11
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Economics letters
2
Quantitative economics : QE ; journal of the Econometric Society
1
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and inference on time-varying favar models
Fu, Zhonghao
;
Su, Liangjun
;
Wang, Xia
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 533-547
Persistent link: https://www.econbiz.de/10015053425
Saved in:
2
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
3
On factor models with random missing : EM estimation, inference, and cross validation
Jin, Sainan
;
Miao, Ke
;
Su, Liangjun
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 745-777
Persistent link: https://www.econbiz.de/10012619784
Saved in:
4
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
5
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
6
Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
Saved in:
7
Semi-parametric single-index panel data models with interactive fixed effects : theory and practice
Feng, Guohua
;
Peng, Bin
;
Su, Liangjun
;
Yang, Thomas Tao
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 607-622
Persistent link: https://www.econbiz.de/10012304099
Saved in:
8
Non-separable models with high-dimensional data
Su, Liangjun
;
Ura, Takuya
;
Zhang, Yichong
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 646-677
Persistent link: https://www.econbiz.de/10012304129
Saved in:
9
Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun
;
Wang, Xia
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
Saved in:
10
Common threshold in quantile regressions with an application to pricing for reputation
Su, Liangjun
;
Pai Xu
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 417-450
Persistent link: https://www.econbiz.de/10012181309
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->