//--> //--> //-->
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
person:"Giles, David E. A."
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Bera, Anil K."
~person:"Ghysels, Eric"
~person:"Tsai, Chih-Ling"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
10
Schätztheorie
10
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Schätzung
4
USA
4
United States
4
Correlation
3
High-dimensional data
3
Korrelation
3
CAPM
2
Capital income
2
Kapitaleinkommen
2
Regression analysis
2
Regressionsanalyse
2
Saisonale Schwankungen
2
Seasonal variations
2
Statistical test
2
Statistischer Test
2
Volatility
2
Volatilität
2
1952-1985
1
1988-1993
1
1989-1991
1
1992-1993
1
Adjacency matrix
1
Affine jump-diffusion model
1
Aktienindex
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian information criterion
1
Bias-corrected test
1
Conditional alpha test
1
Covariance estimation
1
Covariance models with general linear structure
1
Covariance regression network model
1
Deutsche Mark
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
Author
All
Giles, David E. A.
Bera, Anil K.
Ghysels, Eric
Tsai, Chih-Ling
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
5
Ahn, Hyungtaik
4
Caner, Mehmet
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
Zhang, Xinyu
4
Bauwens, Luc
3
Bollerslev, Tim
3
Cai, Zongwu
3
Cheung, Yin-Wong
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
Lucas, André
3
Lütkepohl, Helmut
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Department of Economics, University of Canterbury
18
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
12
Journal of econometrics
10
Economics letters
9
Journal of quantitative economics : official journal of the Indian Econometric Society
9
Discussion paper
8
Econometric theory
6
Discussion paper / Center for Economic Research, Tilburg University
4
Econometric reviews
4
Faculty working paper / Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois
4
Journal of econometric methods
4
Journal of quantitative economics
4
Oxford bulletin of economics and statistics
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working papers in economics and econometrics
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Discussion paper / Centre for Economic Policy Research
2
International economic review
2
Regional science & urban economics
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
Advances in futures and options research : a research annual
1
Annales d'économie et de statistique
1
Applied financial economics
1
CORE discussion paper : DP
1
Computer-aided econometrics
1
DAE working paper
1
Discussion papers / Institute of Social and Economic Research
1
Documentos de trabajo / Centro de Estudios Distributivos, Laborales y Sociales
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics working paper : EWP
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Jerry Hausman
1
Essays in honor of Peter C. B. Phillips
1
Handbook of applied econometrics and statistical inference
1
International library of economics
1
International regional science review : IRSR ; an international forum for economists, geographers, planners and other social scientists
1
Journal of applied econometrics
1
Journal of economic inequality
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
2
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:
3
Covariance matrix estimation via network structure
Lan, Wei
;
Fang, Zheng
;
Wang, Hansheng
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
Saved in:
4
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
Saved in:
5
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
6
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
7
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Saved in:
8
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 133-142
Persistent link: https://www.econbiz.de/10001124475
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->