//--> //--> //--> //-->
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:"Zeitreihenanalyse"
~person:"Brännäs, Kurt"
~person:"Leybourne, Stephen James"
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~subject:"Statistical error"
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
Zeitreihenanalyse
Kapitaleinkommen
Statistical error
Estimation theory
215
Schätztheorie
215
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Time series analysis
74
Theorie
52
Theory
52
Estimation
42
Schätzung
42
Regression analysis
32
Regressionsanalyse
32
Forecasting model
17
Prognoseverfahren
17
Correlation
14
Korrelation
14
ARCH model
13
ARCH-Modell
13
Capital income
12
Börsenkurs
11
Schweden
11
Share price
11
Statistical test
11
Statistischer Test
11
Sweden
11
Volatility
10
Volatilität
10
Einheitswurzeltest
9
Panel
9
Panel study
9
Statistical distribution
9
Statistische Verteilung
9
Structural break
9
Strukturbruch
9
Unit root test
9
Market microstructure
7
Marktmikrostruktur
7
Sparsity
7
Core
6
more ...
less ...
Online availability
All
Free
26
Undetermined
14
Type of publication
All
Book / Working Paper
43
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Graue Literatur
30
Non-commercial literature
30
Arbeitspapier
25
Working Paper
25
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
85
Author
All
Brännäs, Kurt
Leybourne, Stephen James
Linton, Oliver
Phillips, Peter C. B.
96
Gao, Jiti
75
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
42
Franses, Philip Hans
40
Kapetanios, George
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
33
Harvey, Andrew C.
31
Diebold, Francis X.
30
Sibbertsen, Philipp
30
Koop, Gary
29
Swanson, Norman R.
29
Engle, Robert F.
27
Taylor, Robert
27
Li, Degui
26
Nelson, Daniel B.
26
Peng, Bin
26
Hu, Yingyao
25
Lucas, André
25
Maravall Herrero, Agustín
25
Stock, James H.
25
Watson, Mark W.
25
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Härdle, Wolfgang
22
Dong, Chaohua
21
Granger, C. W. J.
21
Hassler, Uwe
21
Xiao, Zhijie
21
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
more ...
less ...
Institution
All
Umeå universitet
7
Umeå Universitet / Institutionen för Nationalekonomi
3
Published in...
All
Journal of econometrics
16
Umeå economic studies
13
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cambridge working papers in economics
6
Econometric theory
6
Econometrics papers
4
Economics letters
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
An Elgar reference collection
2
Count data autoregression modelling
2
Discussion paper / Tinbergen Institute
2
Econometric reviews
2
Janeway Institute working paper series
2
Journal of empirical finance
2
Journal of forecasting
2
The international library of critical writings in econometrics
2
CREDIT research paper
1
Cambridge-INET working papers
1
Cowles Foundation discussion paper
1
Discussion paper / LSE Financial Markets Group
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Research paper series / Swiss Finance Institute
1
Statistical papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
85
Showing
1
-
10
of
85
Sort
relevance
articles prioritized
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
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:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
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:
6
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
7
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->