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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Cambridge working papers in economics"
~subject:"Statistical distribution"
~subject:"Time series analysis"
~type_genre:"Aufsatz im Buch"
~type_genre:"Forschungsbericht"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Statistical distribution
Time series analysis
Estimation theory
60
Schätztheorie
60
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Panel
16
Panel study
16
Estimation
15
Schätzung
15
Correlation
14
Korrelation
14
Zeitreihenanalyse
13
Regression analysis
11
Regressionsanalyse
11
Börsenkurs
9
Share price
9
Statistical test
9
Statistischer Test
9
Theorie
7
Theory
7
Statistische Verteilung
5
Volatility
5
Volatilität
5
panel data
5
Bayes-Statistik
4
Bayesian inference
4
Factor analysis
4
Faktorenanalyse
4
Market microstructure
4
Marktmikrostruktur
4
Method of moments
4
Momentenmethode
4
Robust statistics
4
Robustes Verfahren
4
fixed effects
4
heteroskedasticity
4
Autocorrelation
3
Autokorrelation
3
Capital income
3
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Book / Working Paper
16
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Article in journal
Aufsatz im Buch
Forschungsbericht
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Graue Literatur
10
Aufsatz in Zeitschrift
6
Arbeitspapier
5
Working Paper
5
Language
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English
16
Author
All
Harvey, Andrew C.
6
Linton, Oliver
5
Chen, Jia
2
Li, Degui
2
Bailey, Natalia
1
Bu, Ruijun
1
Caivano, Michele
1
Cheng, Tingting
1
Gao, Jiti
1
Hurn, Stan
1
Kapetanios, George
1
Laeven, Roger J. A.
1
Li, Yu-Ning
1
Li, Yuning
1
Li, Z. Merrick
1
Liao, Yin
1
Luati, Alessandra
1
Onatski, Alexei
1
Palumbo, Dario
1
Pesaran, M. Hashem
1
Sancetta, Alessio
1
Sucarrat, Genaro
1
Thiele, Stephen
1
Vellekoop, Michel
1
Wang, Chen
1
Wang, Hanchao
1
Xiao, Zhijie
1
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Cambridge working papers in economics
Discussion paper / Tinbergen Institute
79
CREATES research paper
64
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Econometrics : open access journal
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
CEMMAP working papers / Centre for Microdata Methods and Practice
34
Cowles Foundation discussion paper
29
SFB 649 discussion paper
29
Discussion papers of interdisciplinary research project 373
26
Statistics in transition : an international journal of the Polish Statistical Association
26
Journal of risk and financial management : JRFM
22
Discussion paper / Center for Economic Research, Tilburg University
19
KBI
15
Discussion papers / Department of Economics, University of Copenhagen
14
Working paper series
14
CESifo working papers
13
Série des documents de travail
13
Working papers
13
CAMA working paper series
12
Discussion paper series / IZA
12
Economics discussion papers
12
Queen's Economics Department working paper
12
Risks : open access journal
12
ECARES working paper
11
Quantitative economics : QE ; journal of the Econometric Society
11
Working paper
11
Working papers series in theoretical and applied economics
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
International journal of economics and financial issues : IJEFI
10
Working papers / TSE : WP
10
Discussion paper
9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
8
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
8
Working papers / Rutgers University, Department of Economics
8
CBN journal of applied statistics
7
CEMFI working paper
7
Discussion paper / Statistics Netherlands
7
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
7
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
6
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ECONIS (ZBW)
16
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
4
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
7
Dynamic Tobit models
Harvey, Andrew C.
;
Liao, Yin
-
2019
Persistent link: https://www.econbiz.de/10012692647
Saved in:
8
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
10
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
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