//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Chen, Yi-ting"
~person:"Linton, Oliver"
~person:"Yan, Yayi"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Correlation
Forecasting model
Zeitreihenanalyse
Estimation theory
20
Schätztheorie
20
Time series analysis
11
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Estimation
7
Schätzung
7
Nonparametric Kernel Estimation
3
Panel
3
Panel study
3
Statistical test
3
Statistischer Test
3
VAR model
3
VAR-Modell
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Börsenkurs
2
Capital income
2
ECM algorithm
2
Interactive effect
2
Kapitaleinkommen
2
Kernel estimator
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate Time Series
2
Prognoseverfahren
2
ReLU
2
Regime switching
2
Regression analysis
2
Regressionsanalyse
2
Share price
2
Stock market
2
Yield curve
2
Zinsstruktur
2
locally stationary process
2
series estimator
2
ARMA model
1
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Book / Working Paper
9
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
12
Author
All
Chen, Yi-ting
Linton, Oliver
Yan, Yayi
Gao, Jiti
31
Hyndman, Rob J.
15
Peng, Bin
14
Martin, Gael M.
10
Dong, Chaohua
8
Poskitt, Donald Stephen
7
Hassler, Uwe
6
Shin, Dong-wan
5
Vahid, Farshid
5
Athanasopoulos, George
4
Gonzalo, Jesús
4
Koo, Bonsoo
4
Li, Degui
4
Wooldridge, Jeffrey M.
4
Yang, Yanrong
4
Cai, Biqing
3
Forbes, Catherine Scipione
3
Frazier, David T.
3
Grose, Simone D.
3
Hwang, Eunju
3
Jiang, Bin
3
Leybourne, Stephen James
3
McCabe, Brendan Peter Martin
3
Moura, Guilherme Valle
3
Nadarajah, K.
3
Pan, Guangming
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Tjostheim, Dag
3
Tu, Yundong
3
Abeysinghe, Tilak
2
Audrino, Francesco
2
Baltagi, Badi H.
2
Bergmeir, Christoph
2
Cheng, Tingting
2
Corsi, Fulvio
2
Dokumentov, Alexander
2
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
11
Cambridge working papers in economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Cambridge-INET working papers
4
Econometric theory
3
Econometrics papers
3
Janeway Institute working paper series
2
The econometrics journal
2
CORE discussion papers : DP
1
Cowles Foundation discussion paper
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
2
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
3
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
4
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
6
A class of time-varying vector moving average (∞) models
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610863
Saved in:
7
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
8
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
9
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
10
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->