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Estimation theory
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Journal of econometrics
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
14
European journal of operational research : EJOR
12
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
9
Journal of economic dynamics & control
8
Research in international business and finance
8
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7
International journal of production economics
6
International journal of production research
6
Journal of Global Optimization
6
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6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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Finance research letters
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Journal of multinational financial management
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Journal of the Royal Statistical Society Series B
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Econometric theory
4
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
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Journal of electronic commerce in organizations : the international journal of electronic commerce in modern organizations ; an official publication of the Information Resources Management Association
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Journal of the American Statistical Association
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Pacific-Basin finance journal
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Applied economics letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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3
International journal of hospitality management
3
International review of financial analysis
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ECONIS (ZBW)
10
OLC EcoSci
3
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1
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10008143194
Saved in:
2
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-198
Persistent link: https://www.econbiz.de/10008898195
Saved in:
3
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
Saved in:
4
Testing and detecting jumps based on a discretely observed process
Fan, Yingying
;
Fan, Jianqing
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10009301902
Saved in:
5
Data science in economics and finance : introduction
Cattaneo, Matias D.
;
Fan, Yingying
;
Li, Runze
;
Song, Rui
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10015073972
Saved in:
6
Testing and detecting jumps based on a discretely observed process
Fan, Yingying
;
Fan, Jianqing
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009291422
Saved in:
7
Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
Li, Dong
;
Li, Qi
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 179-190
Persistent link: https://www.econbiz.de/10008661718
Saved in:
8
On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 240-253
Persistent link: https://www.econbiz.de/10009551421
Saved in:
9
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
10
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
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