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subject:"Zeitreihenanalyse"
~person:"Koopman, Siem Jan"
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Estimation theory
80
Schätztheorie
80
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Time series analysis
26
Regression analysis
17
Regressionsanalyse
17
Theorie
14
Theory
14
Estimation
13
Schätzung
13
Volatility
9
Volatilität
9
ARCH model
6
ARCH-Modell
6
Correlation
6
Forecasting model
6
Korrelation
6
Prognoseverfahren
6
Statistical distribution
6
Statistische Verteilung
6
Semiparametric estimation
5
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
Capital income
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Bayes-Statistik
3
Bayesian inference
3
Consistency
3
Factor analysis
3
Faktorenanalyse
3
Induktive Statistik
3
Kalman filter
3
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16
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2
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Article
26
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Aufsatz im Buch
Aufsatz in Zeitschrift
Graue Literatur
47
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47
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44
Working Paper
44
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English
28
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Koopman, Siem Jan
Linton, Oliver
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Taylor, Robert
18
Harvey, Andrew C.
17
Teräsvirta, Timo
17
Gao, Jiti
16
Johansen, Søren
16
Lütkepohl, Helmut
16
Chambers, Marcus J.
13
Hassler, Uwe
13
Kumar, Dilip
13
Perron, Pierre
13
Maheswaran, S.
12
Xiao, Zhijie
12
Baillie, Richard
11
Granger, C. W. J.
11
Kapetanios, George
11
Robinson, Peter M.
11
Tauchen, George Eugene
11
Hendry, David F.
10
Koop, Gary
10
Zhu, Ke
10
Bauwens, Luc
9
Chan, Ngai Hang
9
Demetrescu, Matei
9
Engle, Robert F.
9
Franses, Philip Hans
9
Ghysels, Eric
9
Harvey, David I.
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McAleer, Michael
9
McElroy, Tucker
9
Pesaran, M. Hashem
9
Sun, Yixiao
9
Westerlund, Joakim
9
Zakoïan, Jean-Michel
9
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Journal of econometrics
13
Cambridge working papers in economics
2
Econometric reviews
2
Econometric theory
2
A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
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ECONIS (ZBW)
28
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1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
2
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:
3
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:
4
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
5
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:
6
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:
7
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
9
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
10
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
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