//--> //--> //--> //-->
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
language:"nor"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~language:"bos"
~language:"eng"
~language:"hun"
~language:"rus"
~language:"zho"
~person:"Barigozzi, Matteo"
~person:"Li, Kunpeng"
~person:"Xiu, Dacheng"
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"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Estimation
11
Schätzung
11
Estimation theory
6
Schätztheorie
6
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Capital income
4
Factor analysis
4
Faktorenanalyse
4
Kapitaleinkommen
4
Panel
4
Panel study
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Theorie
3
Theory
3
Börsenkurs
2
Factor model
2
Forecasting model
2
Method of moments
2
Momentenmethode
2
Panel data models
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Quasi maximum likelihood estimation
2
Regression analysis
2
Regressionsanalyse
2
Share price
2
ARCH model
1
ARCH-Modell
1
Anleihe
1
Asynchronous data
1
Auslandsinvestition
1
Beta risk
1
Betafaktor
1
Betriebliche Standortwahl
1
Big data
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
Norwegian
Bosnian
English
Hungarian
Russian
Chinese
Author
All
Barigozzi, Matteo
Li, Kunpeng
Xiu, Dacheng
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Brooks, Robert
5
Faff, Robert W.
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Madura, Jeff
5
McAleer, Michael
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Becchetti, Leonardo
4
Callaway, Brantly
4
Francq, Christian
4
Gouriéroux, Christian
4
Hamori, Shigeyuki
4
Heckman, James J.
4
Hsiao, Cheng
4
Masih, Rumi
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Wang, Wendun
4
Akhigbe, Aigbe O.
3
Barkoulas, John T.
3
Barnett, William A.
3
Botosaru, Irene
3
more ...
less ...
Published in...
All
Applied financial economics
Journal of econometrics
Chicago Booth Research Paper
4
ECARES working paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics letters
1
CEA_372Cass working paper series
1
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics working paper series
1
FEDS Working Paper
1
Finance and economics discussion series
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of political economy
1
LEM working paper series
1
NBER Working Paper
1
NBER working paper series
1
Papers on economics and evolution
1
Structural change and economic dynamics : SC+ED
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
3
Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei
;
Li, Kunpeng
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
Saved in:
4
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
5
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
6
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
7
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
8
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
9
Fixed-effects dynamic spatial panel data models and impulse response analysis
Li, Kunpeng
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 102-121
Persistent link: https://www.econbiz.de/10011818371
Saved in:
10
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->