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subject:"Volatility"
type_genre:"Article in journal"
~person:"Fan, Jianqing"
~person:"Su, Liangjun"
~subject:"Regression analysis"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Regression analysis
Estimation theory
69
Schätztheorie
69
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Regressionsanalyse
21
Panel
19
Panel study
19
Estimation
16
Schätzung
16
Time series analysis
13
Zeitreihenanalyse
13
Correlation
11
Korrelation
11
Statistical test
11
Statistischer Test
11
Specification test
8
Factor analysis
7
Faktorenanalyse
7
Factor model
5
Method of moments
5
Momentenmethode
5
Structural change
5
Volatilität
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Dynamic panel
4
Forecasting model
4
Interactive fixed effects
4
Modellierung
4
Panel data
4
Prognoseverfahren
4
Scientific modelling
4
Statistical distribution
4
Statistische Verteilung
4
ARCH model
3
ARCH-Modell
3
CAPM
3
Classifier Lasso
3
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12
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Article
26
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Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
26
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
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Aufsatz im Buch
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1
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English
26
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Fan, Jianqing
Su, Liangjun
Phillips, Peter C. B.
21
Linton, Oliver
20
Kumar, Dilip
16
Cai, Zongwu
14
Chen, Songnian
14
Maheswaran, S.
14
Li, Jia
12
Todorov, Viktor
12
Li, Qi
11
Sun, Yiguo
11
Tu, Yundong
11
Westerlund, Joakim
11
Tauchen, George Eugene
10
Xiao, Zhijie
10
Florens, Jean-Pierre
9
Galvão Júnior, Antônio Fialho
9
Hansen, Bruce E.
9
Li, Degui
9
Otsu, Taisuke
9
Park, Joon Y.
9
Parmeter, Christopher F.
9
Tsionas, Efthymios G.
9
Yu, Ping
9
Andersen, Torben
8
Baltagi, Badi H.
8
Chernozhukov, Victor
8
Escanciano, Juan Carlos
8
Gao, Jiti
8
Hansen, Christian Bailey
8
Henderson, Daniel J.
8
Härdle, Wolfgang
8
Kapetanios, George
8
Liu, Zhi
8
Racine, Jeffrey
8
Taylor, Robert
8
Teräsvirta, Timo
8
Ullah, Aman
8
Wang, Hansheng
8
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Journal of econometrics
10
Econometric theory
5
Journal of the American Statistical Association : JASA
5
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The econometrics journal
1
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ECONIS (ZBW)
26
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1
Bayesian factor-adjusted sparse regression
Fan, Jianqing
;
Jiang, Bai
;
Sun, Qiang
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013441909
Saved in:
2
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:
3
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:
4
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
5
Generalized high-dimensional trace regression via nuclear norm regularization
Fan, Jianqing
;
Gong, Wenyan
;
Zhu, Ziwei
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 177-202
Persistent link: https://www.econbiz.de/10012303917
Saved in:
6
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:
7
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:
8
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
9
Shrinkage estimation of regression models with multiple structural changes
Qian, Junhui
;
Su, Liangjun
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1376-1433
Persistent link: https://www.econbiz.de/10011661980
Saved in:
10
Sieve instrumental variable quantile regression estimation of functional coefficient models
Su, Liangjun
;
Hoshino, Tadao
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10011598110
Saved in:
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