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Search: subject:"Nonparametric estimator"
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Nichtparametrisches Verfahren
11
Schätztheorie
11
Estimation theory
10
Nonparametric estimator
10
Nonparametric statistics
10
nonparametric estimator
9
Estimation
5
Schätzung
5
Artificial intelligence
3
Künstliche Intelligenz
3
Time series analysis
3
Time-varying beta
3
Zeitreihenanalyse
3
Book-to-market premium
2
CAPM
2
Capital income
2
Conditional alpha
2
Duration
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Semiparametric model
2
Value and momentum
2
conditional variance
2
forecasting
2
kernel-regularized least squares
2
machine learning
2
semiparametric models
2
Asymptotic properties
1
Asymptotic theory
1
Bernstein Polynomial
1
Beta risk
1
Betafaktor
1
Cointegration
1
Concentration measurement
1
Conditional factor model
1
Copula
1
Correlation
1
Course of Dimensionality
1
Covariance
1
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Free
11
Undetermined
9
CC license
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Article
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Book / Working Paper
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Article in journal
9
Aufsatz in Zeitschrift
9
Working Paper
2
Arbeitspapier
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Article
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Graue Literatur
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English
15
Undetermined
7
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Ullah, Aman
5
Chalak, Karim
3
Dang, Justin
3
Schennach, Susanne
3
White, Halbert
3
Ang, Andrew
2
Kristensen, Dennis
2
Long, Xiangdong
2
Wang, Yun
2
Andrews, Donald W.K.
1
Ascorbebeitia, Jone
1
Barbu, Vlad Stefan
1
Camenzind, Nicolas
1
D'Amico, Guglielmo
1
Davydov, Youri
1
De Blasis, Riccardo
1
Demetrescu, Matei
1
Dungey, Mardi
1
Dungey, Mardi H.
1
Eva, María
1
Ferreira, Eva
1
Filipović, Damir
1
Gago, Mónica
1
García, Ferreira
1
Gregorio, Alessandro De
1
Greselin, Francesca
1
Iacus, Stefano
1
Kusin, Vladimir
1
León, Angel
1
Monahan, Christopher J.
1
Nieto Domenech, Belén
1
Orbe Mandaluniz, Susan
1
Orbe-Mandaluniz, Susan
1
Rubio Irigoyen, Gonzalo
1
Sakemoto, Ryuta
1
Salish, Nazarii
1
Sancetta, A.
1
Yu, Qiqing
1
Zárraga Alonso, Ainhoa
1
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Cowles Foundation for Research in Economics, Yale University
1
Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales
1
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
1
Department of Economics, Boston College
1
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
1
Faculty of Economics, University of Cambridge
1
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Annals of finance
1
Annals of the Institute of Statistical Mathematics
1
BILTOKI
1
Boston College Working Papers in Economics
1
Cambridge Working Papers in Economics
1
Cowles Foundation Discussion Papers
1
DFAEII Working Papers
1
Economic modelling
1
Economics Letters
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of Econometrics
1
Journal of Financial Economics
1
Journal of Risk and Financial Management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Research paper series / Swiss Finance Institute
1
The econometrics journal
1
UNIMI - Research Papers in Economics, Business, and Statistics
1
cemmap working paper
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ECONIS (ZBW)
10
RePEc
10
EconStor
2
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subject:"Nonparametric estimation"
(1,325 results)
1
Generalized kernel regularized least squares estimator with parametric error covariance
Dang, Justin
;
Ullah, Aman
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3059-3088
Persistent link: https://www.econbiz.de/10014329024
Saved in:
2
Transfer learning across fixed-income product classes
Camenzind, Nicolas
;
Filipović, Damir
-
2025
Persistent link: https://www.econbiz.de/10015405459
Saved in:
3
Machine-learning-based semiparametric time series conditional variance : estimation and forecasting
Dang, Justin
;
Ullah, Aman
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
1
,
pp. 1-12
parametric estimator and a
nonparametric
estimator
based on machine learning. A popular kernel-based machine learning algorithm …
Persistent link: https://www.econbiz.de/10012814196
Saved in:
4
Machine-learning-based semiparametric time series conditional variance: Estimation and forecasting
Dang, Justin
;
Ullah, Aman
- In:
Journal of Risk and Financial Management
15
(
2022
)
1
,
pp. 1-12
parametric estimator and a
nonparametric
estimator
based on machine learning. A popular kernel-based machine learning algorithm …
Persistent link: https://www.econbiz.de/10013201342
Saved in:
5
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
Saved in:
6
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
7
Currency carry trades and the conditional factor model
Sakemoto, Ryuta
- In:
International review of financial analysis
63
(
2019
),
pp. 198-208
Persistent link: https://www.econbiz.de/10012207443
Saved in:
8
Inferential results for a new measure of inequality
Davydov, Youri
;
Greselin, Francesca
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 153-172
Persistent link: https://www.econbiz.de/10012166709
Saved in:
9
Novel advancements in the Markov chain stock model : analysis and inference
Barbu, Vlad Stefan
;
D'Amico, Guglielmo
;
De Blasis, Riccardo
- In:
Annals of finance
13
(
2017
)
2
,
pp. 125-152
Persistent link: https://www.econbiz.de/10011944970
Saved in:
10
A semiparametric conditional duration model
Dungey, Mardi H.
;
Long, Xiangdong
;
Ullah, Aman
;
Wang, Yun
- In:
Economics letters
124
(
2014
)
3
,
pp. 362-366
Persistent link: https://www.econbiz.de/10010495203
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