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subject:"Zeitreihenanalyse"
~person:"Li, Degui"
~person:"Linton, Oliver"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Stochastic process
Estimation theory
184
Schätztheorie
184
Nichtparametrisches Verfahren
108
Nonparametric statistics
108
Time series analysis
51
Regression analysis
47
Regressionsanalyse
47
Estimation
37
Schätzung
37
Correlation
21
Korrelation
21
Theorie
18
Theory
18
Panel
13
Panel study
13
ARCH model
12
ARCH-Modell
12
Capital income
12
Kapitaleinkommen
12
Volatility
11
Volatilität
11
Börsenkurs
10
Cointegration
10
Kointegration
10
Share price
10
Sparsity
8
Statistical distribution
8
Statistische Verteilung
8
Factor analysis
7
Faktorenanalyse
7
Induktive Statistik
7
Market microstructure
7
Marktmikrostruktur
7
Semiparametric estimation
7
Statistical inference
7
Forecasting model
6
Nichtlineare Regression
6
Nonlinear regression
6
Prognoseverfahren
6
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Free
29
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12
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Book / Working Paper
30
Article
21
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Article in journal
22
Aufsatz in Zeitschrift
22
Graue Literatur
20
Non-commercial literature
20
Arbeitspapier
17
Working Paper
17
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1
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English
51
Author
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Li, Degui
Linton, Oliver
Phillips, Peter C. B.
107
Gao, Jiti
73
Koopman, Siem Jan
56
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
39
Teräsvirta, Timo
39
Kapetanios, George
32
Koop, Gary
31
Swanson, Norman R.
31
Engle, Robert F.
30
Harvey, Andrew C.
29
Pesaran, M. Hashem
28
Sibbertsen, Philipp
27
Lucas, André
26
Nelson, Daniel B.
26
McAleer, Michael
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Maravall Herrero, Agustín
24
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Gouriéroux, Christian
22
Haldrup, Niels
22
Hassler, Uwe
22
Leybourne, Stephen James
22
Peng, Bin
22
Brännäs, Kurt
21
Cavaliere, Giuseppe
21
Dong, Chaohua
21
Giraitis, Liudas
21
Hendry, David F.
20
Sentana, Enrique
20
Bauwens, Luc
19
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Journal of econometrics
10
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Cambridge working papers in economics
5
Econometric theory
3
Cowles Foundation discussion paper
2
Discussion papers in economics
2
Janeway Institute working paper series
2
The econometrics journal
2
CREATES research paper
1
Cambridge-INET working papers
1
Cowles Foundation Discussion Paper
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics letters
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
51
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
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:
3
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:
4
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:
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
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:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
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