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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Audrino, Francesco"
~person:"Linton, Oliver"
~subject:"Correlation"
~subject:"MCMC estimation"
~subject:"Marktmikrostruktur"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Correlation
MCMC estimation
Marktmikrostruktur
Estimation theory
192
Schätztheorie
192
Nichtparametrisches Verfahren
85
Nonparametric statistics
85
Estimation
48
Schätzung
48
Time series analysis
45
Zeitreihenanalyse
45
Regression analysis
37
Regressionsanalyse
37
Theorie
27
Theory
27
ARCH model
23
ARCH-Modell
23
Korrelation
19
Forecasting model
18
Panel
16
Panel study
16
USA
13
United States
13
Capital income
11
Kapitaleinkommen
11
Market microstructure
11
Börsenkurs
10
Share price
10
Volatility
10
Volatilität
10
Räumliche Interaktion
9
Spatial interaction
9
Regional economics
8
Regionalökonomik
8
Statistical distribution
8
Statistische Verteilung
8
Aktienmarkt
7
Bayes-Statistik
7
Bayesian inference
7
Monte Carlo simulation
7
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Free
32
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7
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33
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13
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Graue Literatur
27
Non-commercial literature
27
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22
Working Paper
22
Article in journal
16
Aufsatz in Zeitschrift
16
Language
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English
46
Author
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Lesage, James P.
Audrino, Francesco
Linton, Oliver
Pesaran, M. Hashem
31
Swanson, Norman R.
31
Phillips, Peter C. B.
25
Kapetanios, George
23
Corradi, Valentina
18
Diebold, Francis X.
18
Koop, Gary
18
Marcellino, Massimiliano
18
Croux, Christophe
17
Cai, Zongwu
16
Fan, Jianqing
16
Gao, Jiti
16
McCracken, Michael W.
16
Bauwens, Luc
15
Ledoit, Olivier
15
Wolf, Michael
15
Clark, Todd E.
14
Huber, Florian
14
Koopman, Siem Jan
14
West, Kenneth D.
14
Hyndman, Rob J.
13
Li, Degui
13
Li, Yingying
13
Rossi, Barbara
13
Teräsvirta, Timo
12
Baltagi, Badi H.
11
Bibinger, Markus
11
Chevillon, Guillaume
11
Corsi, Fulvio
11
Hautsch, Nikolaus
11
Hendry, David F.
11
Mykland, Per A.
11
Nolte, Ingmar
11
Shephard, Neil G.
11
Xu, Ke-Li
11
Athanasopoulos, George
10
Jordà, Òscar
10
Knüppel, Malte
10
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Cambridge working papers in economics
9
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Cambridge-INET working papers
4
Journal of econometrics
4
Working papers on finance
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Working papers in regional science
3
Econometrics papers
2
Janeway Institute working paper series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
CORE discussion papers : DP
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
International journal of forecasting
1
International regional science review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of geographical systems : geographical information, analysis, theory, and decision
1
Regional science & urban economics
1
University of St. Gallen Department of Economics Discussion Paper
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ECONIS (ZBW)
46
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
4
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
5
Network dependence in multi-indexed data on international trade flows
Lesage, James P.
;
Fischer, Manfred M.
-
2020
Persistent link: https://www.econbiz.de/10012253309
Saved in:
6
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
7
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
8
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
-
2019
Persistent link: https://www.econbiz.de/10011988322
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
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