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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Time-series methods and applications"
~person:"Li, Qi"
~person:"Swanson, Norman R."
~subject:"Downside risk"
~subject:"Volatilität"
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Schätztheorie
Downside risk
Volatilität
Theorie
26
Theory
26
Estimation theory
10
Time series analysis
9
Zeitreihenanalyse
9
Forecasting model
7
Prognoseverfahren
7
Bootstrap approach
4
Bootstrap-Verfahren
4
Cointegration
3
Econometrics
3
Kointegration
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
Nonparametric statistics
3
Ökonometrie
3
Diffusion index
2
Microeconometrics
2
Mikroökonometrie
2
Regression analysis
2
Regressionsanalyse
2
Statistical distribution
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Statistical test
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Statistische Verteilung
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Statistischer Test
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Volatility
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ARCH model
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ARCH-Modell
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Aktienmarkt
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Bagging
1
Bayes-Statistik
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Bayesian inference
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Bayesian model averaging
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11
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Li, Qi
Swanson, Norman R.
Chib, Siddhartha
7
Aït-Sahalia, Yacine
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
Kohn, Robert
5
Andersen, Torben
4
Baltagi, Badi H.
4
Chen, Songnian
4
Hallin, Marc
4
King, Maxwell L.
4
McAleer, Michael
4
Renault, Eric
4
Schmidt, Peter
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Christensen, Bent Jesper
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Harvey, Andrew C.
3
Horowitz, Joel
3
Hsiao, Cheng
3
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Journal of econometrics
Time-series methods and applications
Working papers / Rutgers University, Department of Economics
21
Economics letters
6
Econometric reviews
3
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Cowles Foundation discussion paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
Annales d'économie et de statistique
1
Applied financial economics
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / University of Guelph, Department of Economics
1
Handbook of economic forecasting ; Vol. 1
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Statistical papers
1
The econometrics journal
1
Working papers / Department of Economics, The Johns Hopkins University
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ECONIS (ZBW)
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1
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
2
Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps
Duong, Diep
;
Swanson, Norman R.
-
2011
Persistent link: https://www.econbiz.de/10009698154
Saved in:
3
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
4
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
5
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
6
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
7
Consistent model specification tests for time series econometric models
Li, Qi
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
Saved in:
8
Testing serial correlation in semiparametric panel data models
Li, Qi
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 207-237
Persistent link: https://www.econbiz.de/10001246647
Saved in:
9
A simple consistent bootstrap test for a parametric regression function
Li, Qi
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 145-165
Persistent link: https://www.econbiz.de/10001248303
Saved in:
10
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Saved in:
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