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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bootstrap-Verfahren"
~subject:"Börsenkurs"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Bootstrap-Verfahren
Börsenkurs
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
37
Schätzung
37
Panel
24
Panel study
24
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
21
Bayesian inference
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20
Prognoseverfahren
20
Theorie
16
Theory
16
Cointegration
11
Kointegration
11
Statistical test
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Statistischer Test
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VAR model
9
VAR-Modell
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Monte Carlo simulation
8
Monte-Carlo-Simulation
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Statistical theory
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Statistische Methodenlehre
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Bootstrap approach
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Factor analysis
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Method of moments
7
Momentenmethode
7
Australia
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Australien
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Causality analysis
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Faktorenanalyse
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IV-Schätzung
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Gao, Jiti
4
Martin, Gael M.
3
Cheng, Tingting
2
Grose, Simone D.
2
Linton, Oliver
2
Litvinova, Svetlana
2
Poskitt, Donald Stephen
2
Silvapulle, Mervyn J.
2
Bailey, Natalia
1
Cai, Biqing
1
Feng, Guohua
1
Forbes, Catherine Scipione
1
Hillebrand, Eric
1
Hyndman, Rob J.
1
Kapetanios, George
1
Kim, Jae H.
1
Liu, Fei
1
Lukas, Manuel
1
Maneesoonthorn, Worapree
1
Naik, Narayan Y.
1
Peng, Bin
1
Pesaran, M. Hashem
1
Silvapulle, Paramsothy
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Smith, Michael S.
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
32
Discussion paper / Tinbergen Institute
17
CREATES research paper
15
Cowles Foundation discussion paper
14
Queen's Economics Department working paper
13
Working paper series
11
Discussion papers of interdisciplinary research project 373
10
SFB 649 discussion paper
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
CESifo working papers
8
Working paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion paper series / IZA
6
Discussion papers / Department of Economics, University of Copenhagen
6
KBI
6
Working paper series / University of Zurich, Department of Economics
6
Working papers / Rutgers University, Department of Economics
6
CORE discussion paper : DP
5
Discussion paper / Centre for Economic Policy Research
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Working paper / National Bureau of Economic Research, Inc.
5
Cambridge working papers in economics
4
Discussion paper
4
Economics working paper
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Birkbeck working papers in economics and finance : BWPEF
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper in financial economics : FE
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Research paper series / Swiss Finance Institute
3
Staff reports / Federal Reserve Bank of New York
3
Working paper series / Department of Economics, School of Economics and Management, University of Lund
3
Working paper series / Department of Economics, University of Missouri-Columbia
3
Working papers / Federal Reserve Bank of Chicago
3
Australian School of Business working paper : Australian School of Business research paper
2
Bank of Finland research discussion papers
2
Beiträge zur angewandten Wirtschaftsforschung
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ECONIS (ZBW)
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1
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
3
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
Saved in:
4
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
-
2020
Persistent link: https://www.econbiz.de/10012607673
Saved in:
5
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
6
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2018
Persistent link: https://www.econbiz.de/10012583470
Saved in:
7
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
8
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
9
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
10
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
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