//--> //--> //--> //-->
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
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~person:"Park, Joon Y."
~person:"Su, Liangjun"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
22
Schätzung
22
Estimation theory
16
Schätztheorie
16
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Panel
7
Panel study
7
Time series analysis
7
Zeitreihenanalyse
7
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Regression analysis
5
Regressionsanalyse
5
Capital income
4
Kapitaleinkommen
4
Börsenkurs
3
Dynamic panel
3
Forecasting model
3
Heterogeneity
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Risikomaß
3
Risk measure
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
CAPM
2
Classification
2
Dynamic portfolio
2
Endogeneity
2
Factor analysis
2
Faktorenanalyse
2
Filtered historical simulation
2
Information criterion
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Francq, Christian
Park, Joon Y.
Su, Liangjun
Todorov, Viktor
16
Tauchen, George Eugene
12
Bollerslev, Tim
10
Gao, Jiti
9
Phillips, Peter C. B.
9
Koop, Gary
8
Linton, Oliver
8
Pesaran, M. Hashem
8
Li, Jia
7
Andersen, Torben
6
Ghysels, Eric
6
Hsu, Yu-Chin
6
Kim, Donggyu
6
Li, Kunpeng
6
Aït-Sahalia, Yacine
5
Baltagi, Badi H.
5
Gouriéroux, Christian
5
Li, Qi
5
Lu, Xun
5
Ravazzolo, Francesco
5
Steel, Mark F. J.
5
Zakoïan, Jean-Michel
5
Berg, Gerard J. van den
4
Callaway, Brantly
4
Diebold, Francis X.
4
Fan, Jianqing
4
Gospodinov, Nikolaj
4
Han, Xu
4
Harvey, Andrew C.
4
Heckman, James J.
4
Hong, Yongmiao
4
Hsiao, Cheng
4
Koopman, Siem Jan
4
Liesenfeld, Roman
4
Marcellino, Massimiliano
4
Patton, Andrew J.
4
Pendakur, Krishna
4
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Econometric theory
4
Quantitative economics : QE ; journal of the Econometric Society
4
Working paper series / Department of Economics, University of Missouri-Columbia
4
Econometric reviews
3
Energy economics
3
CAEPR working papers
2
CAMA working paper series
2
Cowles Foundation Discussion Paper
2
Annals of economics and statistics
1
Boston College working papers in economics
1
Cowles Foundation discussion paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of empirical economics and finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER working paper series
1
Working paper series
1
Working papers / Rice Economics
1
Working papers / TSE : WP
1
Working papers series in theoretical and applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
4
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
5
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
6
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
7
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:
8
Panel threshold regressions with latent group structures
Miao, Ke
;
Su, Liangjun
;
Wang, Wendun
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 451-481
Persistent link: https://www.econbiz.de/10012439052
Saved in:
9
Determining individual or time effects in panel data models
Lu, Xun
;
Su, Liangjun
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 60-83
Persistent link: https://www.econbiz.de/10012439155
Saved in:
10
Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun
;
Wang, Xia
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->