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  • Search: subject:"Linear estimator"
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Year of publication
Subject
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Local linear estimator 17 local linear estimator 13 Schätztheorie 9 Estimation theory 8 Estimation 6 Schätzung 6 Nichtparametrisches Verfahren 5 Nonparametric statistics 5 DCC 4 linear estimator 4 random design 4 Autoregressive conditional duration 3 Time series analysis 3 Zeitreihenanalyse 3 admissibility 3 diurnal duration patterns 3 fixed-width confidence interval 3 iterative plug-in 3 nonparametric regression 3 purely sequential procedure 3 two-stage sequential procedure 3 Asymptotic normality 2 Business network 2 Carry trade 2 Causality analysis 2 Cluster analysis 2 Clusteranalyse 2 Conditional quantiles 2 Correlation model 2 Economic growth 2 Expanding Knowledge in the Information and Computing Sciences 2 Kausalanalyse 2 Local Linear Estimator 2 Nadaraya-Watson estimator 2 Nonparametric Correlations 2 Nonparametric analysis 2 Nonparametric correlations 2 Nonparametric regression 2 Portfolio Evaluation 2 Portfolio evaluation 2
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Online availability
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Undetermined 22 Free 18
Type of publication
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Article 28 Book / Working Paper 15
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Congress Report 2
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Language
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Undetermined 26 English 17
Author
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Aslanidis, Nektarios 4 Casas, Isabel 4 Feng, Yuanhua 3 Yang, Lijian 3 Dharmasena, S 2 Forstinger, Sarah 2 Honda, Toshio 2 Härdle, Wolfgang Karl 2 Li, Degui 2 Peitz, Christian 2 Peng, Bin 2 Tang, Songqiao 2 Wu, Weibiao 2 Zeephongsekul, P 2 Zeephongsekul, P. 2 Zhang, Xibin 2 Zheng, Shuzhuan 2 Abdali, Abdel 1 Alcalá, J. 1 Ao, S. I. 1 Ayinde, Kayode 1 Ayinde, Opeyemi Eyitayo 1 Beisiegel, M. 1 Bello, Aliyu A. 1 Brunone, Bruno 1 Castillo, Oscar 1 Chaudhuri, A. 1 Cheng, Tingting 1 Craig Douglas, Ping-Kong Alexander Wai 1 Cristóbal, J. 1 Dagenais, E. 1 De Silva, B 1 Demongeot, Jacques 1 Dharmasena, L. S. 1 Dharmasena, L. Sandamali 1 Douglas, Craig 1 Fenech, Jean-Pierre 1 Feng, David Dagan 1 Ferguson, Thomas 1 Ferrante, Marco 1
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Institution
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Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften 2 African Association of Agricultural Economists - AAAE 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Econometrics and Business Statistics, Monash Business School 1 Graduate School of Economics, Hitotsubashi University 1 School of Economics and Management, University of Aarhus 1 School of Economics, Faculty of Arts and Social Sciences 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Annals of the Institute of Statistical Mathematics 5 Metrika 2 Statistical Papers / Springer 2 Working Papers CIE 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 2013 AAAE Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia 1 Annals of Economics and Finance 1 CIE working paper series 1 CREATES Research Papers 1 Computational Statistics & Data Analysis 1 Cowles Foundation Discussion Papers 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Econometric reviews 1 Economics letters 1 Energy economics 1 Journal of Banking & Finance 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Journal of banking & finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 MPRA Paper 1 Monash Econometrics and Business Statistics Working Papers 1 Renewable and Sustainable Energy Reviews 1 SERC discussion paper 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Statistical Inference for Stochastic Processes 1 Statistics & Probability Letters 1 Statistics & Risk Modeling 1 Water Resources Management 1 Working Papers / School of Economics, Faculty of Arts and Social Sciences 1
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Source
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RePEc 28 ECONIS (ZBW) 9 BASE 4 EconStor 1 Other ZBW resources 1
Showing 1 - 10 of 43
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Estimation of grouped time-varying network vector autoregression models
Li, Degui; Peng, Bin; Tang, Songqiao; Wu, Weibiao - 2024
Persistent link: https://www.econbiz.de/10014534134
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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
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Measuring granger causality in quantiles
Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
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The geography of city liveliness and land use configurations : evidence from location-based big data in Beijing
Wu, Wenjie; Wang, Jianghao; Li, Chengyu; Wang, Mark - 2016
Persistent link: https://www.econbiz.de/10011537787
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The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies
Halkos, George; Tzeremes, Nickolaos - Volkswirtschaftliche Fakultät, … - 2013
This paper uses a sample of 36 countries for the time period 1990-2011 in order to examine the relationship between countries’ electricity consumption from renewable sources and Gross Domestic Product (GDP) levels. Several nonparametric techniques are applied to investigate the effect of...
Persistent link: https://www.econbiz.de/10011259859
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Modeling Nigerian Government Revenues and Total Expenditure: An Error Correction Model Approach
Ayinde, Kayode; Bello, Aliyu A.; Ayinde, Opeyemi Eyitayo - African Association of Agricultural Economists - AAAE - 2013
The national total expenditure of a country is precipitated on several factors of which revenue generated could be one and very significant. This paper therefore examines the contribution of some selected sources of Nigerian government revenue to total national expenditure. Secondary data...
Persistent link: https://www.econbiz.de/10011207619
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On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua; Forstinger, Sarah; Peitz, Christian - Department Volkswirtschaftslehre, Fachbereich für … - 2013
This paper discusses the detailed performance of an iterative plug-in (IPI) bandwidth selector for estimating the diurnal duration pattern in a recently proposed semiparametric autoregressive conditional duration (SemiACD) model. For this purpose an alternative formula of the asymptotically...
Persistent link: https://www.econbiz.de/10010826834
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Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2013
Bandwidth plays an important role in determining the performance of local linear estimators. In this paper, we propose a Bayesian approach to bandwidth selection for local linear estimation of time–varying coefficient time series models, where the errors are assumed to follow the Gaussian...
Persistent link: https://www.econbiz.de/10011141013
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On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua; Forstinger, Sarah; Peitz, Christian - 2013
Persistent link: https://www.econbiz.de/10010194478
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Averaging estimators for kernel regressions
Liu, Chu-An - In: Economics letters 171 (2018), pp. 102-105
Persistent link: https://www.econbiz.de/10012021800
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