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Search: subject:"asymptotic theory"
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Asymptotic theory
83
asymptotic theory
79
Schätztheorie
56
Estimation theory
55
Zeitreihenanalyse
40
Time series analysis
39
Asymptotic Theory
16
Theorie
13
Theory
13
Forecasting model
12
Prognoseverfahren
12
Bootstrap
11
Panel
11
Panel study
11
Regression analysis
11
Regressionsanalyse
11
Stochastic process
11
Stochastischer Prozess
11
Cointegration
10
GARCH
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Statistical test
9
Statistischer Test
9
conditional variance
9
Local asymptotic theory
8
STAR
8
ARCH-Modell
7
Econometrics
7
Maximum likelihood estimation
7
Nichtlineare Regression
7
Statistical theory
7
Statistische Methodenlehre
7
misspecification
7
stationarity conditions
7
time series
7
ARCH model
6
Bootstrap approach
6
Bootstrap-Verfahren
6
Maximum-Likelihood-Schätzung
6
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Online availability
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Free
145
Undetermined
56
Type of publication
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Book / Working Paper
143
Article
72
Other
2
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Working Paper
46
Article in journal
41
Aufsatz in Zeitschrift
41
Graue Literatur
33
Non-commercial literature
33
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32
Article
4
Thesis
2
research-article
1
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English
131
Undetermined
81
French
2
Spanish
2
Hungarian
1
Author
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Gao, Jiti
24
Peng, Bin
16
McAleer, Michael
14
Phillips, Peter C.B.
14
Dong, Chaohua
12
Medeiros, Marcelo C.
12
Rahbek, Anders
12
Blasques, Francisco
7
Caporin, Massimiliano
7
Chan, Felix
7
Koopman, Siem Jan
7
Pedersen, Rasmus Søndergaard
7
Berenguer-Rico, Vanessa
6
Carroll, Raymond J.
6
Andrews, Donald W.K.
5
Liu, Chu-An
5
Phillips, Peter C. B.
5
Dimitriadis, Timo
4
Golden, Richard M.
4
Henley, Steven S.
4
Johansen, Søren
4
Kashner, T. Michael
4
Nielsen, Bent
4
Noriega, Antonio E.
4
Oxley, Les
4
Ruppert, David
4
Ventosa-Santaulària, Daniel
4
White, Halbert
4
Audrino, Francesco
3
Feng, Guohua
3
Freyberger, Joachim
3
Iacone, Fabrizio
3
Liu, Xiaochun
3
Lu, Zudi
3
Lucas, André
3
Schnaitmann, Julie
3
Tjostheim, Dag
3
Ai, Chunrong
2
Anatolyev, Stanislav
2
Beering, Carina
2
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Institution
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Cowles Foundation for Research in Economics, Yale University
19
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Department of Econometrics and Business Statistics, Monash Business School
6
Department of Economics and Finance, College of Business and Economics
4
School of Economics and Management, University of Aarhus
4
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
3
Institute of Economic Research, Kyoto University
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Økonomisk Institut, Københavns Universitet
3
Banco de México
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Department of Economics, University of Victoria
2
Erasmus University Rotterdam, Econometric Institute
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Federal Reserve Board (Board of Governors of the Federal Reserve System)
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
Tinbergen Instituut
2
Berkeley Electronic Press
1
Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
1
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
Centre for Microdata Methods and Practice (CEMMAP)
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Econometric Society
1
Economics Discipline Group, Business School
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Federal Reserve Bank of New York
1
HAL
1
International Institute of Social and Economic Sciences
1
London School of Economics (LSE)
1
School of Economics and Political Science, Universität St. Gallen
1
School of Economics, University of Adelaide
1
School of Economics, University of Edinburgh
1
Society for Computational Economics - SCE
1
Spatial Economics Research Centre, LSE
1
University of Maryland, Department of Economics
1
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Published in...
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Cowles Foundation Discussion Papers
19
MPRA Paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Econometric reviews
8
Journal of econometrics
7
Monash Econometrics and Business Statistics Working Papers
6
Annals of the Institute of Statistical Mathematics
5
Economics letters
5
CREATES Research Papers
4
Econometric Reviews
4
Journal of Econometrics
4
Journal of Multivariate Analysis
4
Working Papers in Economics
4
Discussion Papers / Økonomisk Institut, Københavns Universitet
3
Discussion papers / Department of Economics, University of Copenhagen
3
ECARES working paper
3
Econometrics
3
Econometrics : open access journal
3
KIER Working Papers
3
Mathematics and Computers in Simulation (MATCOM)
3
SFB 373 Discussion Paper
3
SFB 373 Discussion Papers
3
Texto para discussão
3
Textos para discussão
3
CIRANO Working Papers
2
CREATES research paper
2
Cahiers de recherche
2
Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Tinbergen Institute
2
Discussion papers in economics
2
Econometric Institute Report
2
Econometric Institute Research Papers
2
Econometrics Working Papers
2
Finance research letters
2
International Finance Discussion Papers
2
Journal of Time Series Econometrics
2
Journal of financial econometrics
2
Journal of time series econometrics
2
STICERD - Econometrics Paper Series
2
The econometrics journal
2
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Source
All
RePEc
118
ECONIS (ZBW)
74
EconStor
18
BASE
4
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
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1
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
2
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
3
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
4
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
5
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:
6
Asymptotic inference for a sign-double autoregressive (SDAR) model of order one
Iglesias, Emma M.
- In:
Econometric reviews
44
(
2025
)
3
,
pp. 312-334
Persistent link: https://www.econbiz.de/10015196603
Saved in:
7
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
8
Regression-based expected shortfall backtesting
Bayer, Sebastian
;
Dimitriadis, Timo
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 437-471
Persistent link: https://www.econbiz.de/10013349110
Saved in:
9
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
10
Decomposition of bilateral trade flows using a three-dimensional panel data model
Mao, Yufeng
;
Peng, Bin
;
Silvapulle, Mervyn J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614566
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