//--> //--> //-->
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:"Tu, Yundong"
~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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Correlation
Forecasting model
Zeitreihenanalyse
Estimation theory
16
Schätztheorie
16
Time series analysis
8
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Regression analysis
4
Regressionsanalyse
4
Cointegration
3
Estimation
3
Kointegration
3
Schätzung
3
VAR model
3
VAR-Modell
3
ECM algorithm
2
Interactive effect
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate Time Series
2
Nonparametric Kernel Estimation
2
Panel
2
Panel study
2
ReLU
2
Regime switching
2
Robust statistics
2
Robustes Verfahren
2
Statistical test
2
Statistischer Test
2
Additive index model
1
Additive single index models
1
Asymptotic Theory
1
Autocorrelation
1
Autokorrelation
1
Balanced regression
1
Conditional homoscedasticity
1
Deep Neural Network
1
Einheitswurzeltest
1
Estimation Theory
1
Expectile regression
1
Extremum estimation
1
more ...
less ...
Online availability
All
Free
7
Undetermined
1
Type of publication
All
Book / Working Paper
7
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
8
Author
All
Tu, Yundong
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
Linton, Oliver
5
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
Abeysinghe, Tilak
2
Audrino, Francesco
2
Baltagi, Badi H.
2
Bergmeir, Christoph
2
Chen, Yi-ting
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
4
Econometric reviews
1
Essays in honor of Joon Y. Park : econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
2
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:
3
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:
4
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
5
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
6
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:
7
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:
8
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->