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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international money and finance"
~person:"Su, Liangjun"
~person:"Zhang, Xinyu"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Volatility
Forecasting model
Schätztheorie
Estimation theory
15
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Estimation
6
Schätzung
6
Time series analysis
6
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3
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Bollerslev, Tim
Su, Liangjun
Zhang, Xinyu
Li, Qi
9
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Ghysels, Eric
5
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
5
Ahn, Hyungtaik
4
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4
Cheung, Yin-Wong
4
Gospodinov, Nikolaj
4
Hansen, Bruce E.
4
Härdle, Wolfgang
4
Ichimura, Hidehiko
4
Li, Dong
4
Liesenfeld, Roman
4
Ling, Shiqing
4
Powell, James
4
Ruud, Paul Arthur
4
Tsai, Chih-Ling
4
Baillie, Richard
3
Bauwens, Luc
3
Cai, Zongwu
3
Fan, Jianqing
3
Franses, Philip Hans
3
González-Rivera, Gloria
3
Hall, Alastair R.
3
Han, Xu
3
Hsu, Yu-Chin
3
Huber, Martin
3
Kong, Xinbing
3
Koop, Gary
3
Li, Degui
3
Li, Deyuan
3
Lieli, Robert P.
3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
Journal of econometrics
29
Economics letters
11
Econometric reviews
9
Econometric theory
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Quantitative economics : QE ; journal of the Econometric Society
2
The econometrics journal
2
Annales d'économie et de statistique
1
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Essays in honor of Jerry Hausman
1
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1
European journal of operational research : EJOR
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Handbook of empirical economics and finance
1
International journal of forecasting
1
Journal of political economy
1
Journal of productivity analysis
1
Memo / Økonomisk Institut, Aarhus Universitet
1
Nonparametric econometric methods
1
Operations research
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
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The review of economics and statistics
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ECONIS (ZBW)
15
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1
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
2
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
Saved in:
3
Kernel averaging estimators
Zhu, Rong
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zou, Guohua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 157-169
Persistent link: https://www.econbiz.de/10013540662
Saved in:
4
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
5
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
6
Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun
;
Wang, Xia
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
Saved in:
7
A combined approach to the inference of conditional factor models
Li, Yan
;
Su, Liangjun
;
Xu, Yuewu
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10011390015
Saved in:
8
Additive nonparametric regression in the presence of endogenous regressors
Ozabaci, Deniz
;
Henderson, Daniel J.
;
Su, Liangjun
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 555-575
Persistent link: https://www.econbiz.de/10010488431
Saved in:
9
Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun
;
Murtazashvili, Irina
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
Saved in:
10
Focused information criteria, model selection, and model averaging in a tobit model with a nonzero threshold
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zhou, Sherry Z.
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 132-142
Persistent link: https://www.econbiz.de/10009558945
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