//--> //--> //-->
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
subject:"Deutschland"
subject:"Forecasting model"
~person:"Li, Guodong"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzschrift"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
ARCH-Modell
Estimation
Estimation theory
9
Schätztheorie
9
ARCH model
5
Time series analysis
4
Zeitreihenanalyse
4
Regression analysis
3
Regressionsanalyse
3
Autocorrelation
2
Autokorrelation
2
Panel
2
Panel study
2
Schätzung
2
Statistical distribution
2
Statistical test
2
Statistische Verteilung
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
ARCH(∞)
1
Asymmetric power GARCH
1
Asymmetry testing
1
Communication efficiency
1
Conditional quantile estimation
1
Distributed system
1
Efficiency
1
Effizienz
1
Einheitswurzeltest
1
Estimation of moment
1
Goodness-of-fit test
1
Hausman-type test
1
Heavy tail
1
Hyperbolic GARCH
1
Individual effect
1
Long-range dependence
1
Method of moments
1
Moment estimation
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Forschungsbericht
Konferenzschrift
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Li, Guodong
Francq, Christian
18
Linton, Oliver
16
Kumbhakar, Subal
15
Zakoïan, Jean-Michel
14
Baltagi, Badi H.
13
Cai, Zongwu
13
Gao, Jiti
13
Kumar, Dilip
13
Lütkepohl, Helmut
13
Su, Liangjun
13
Tauchen, George Eugene
13
Teräsvirta, Timo
13
Phillips, Peter C. B.
12
Kapetanios, George
11
Tsionas, Efthymios G.
11
Koop, Gary
10
Todorov, Viktor
10
Baillie, Richard
9
Lesage, James P.
9
Li, Jia
9
Rahbek, Anders
9
Bauwens, Luc
8
Bollerslev, Tim
8
Demetrescu, Matei
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Lee, Lung-fei
8
Li, Qi
8
Maheswaran, S.
8
Pesaran, M. Hashem
8
Ramírez, Miguel D.
8
Tsay, Ruey S.
8
Wang, Shouyang
8
Westerlund, Joakim
8
Hafner, Christian M.
7
Jochmans, Koen
7
Kim, Donggyu
7
Ling, Shiqing
7
McAleer, Michael
7
more ...
less ...
Published in...
All
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric theory
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
2
A note on distributed quantile regression by pilot sampling and one-step updating
Pan, Rui
;
Ren, Tunan
;
Guo, Baishan
;
Li, Feng
;
Li, Guodong
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1691-1700
Persistent link: https://www.econbiz.de/10013540454
Saved in:
3
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
4
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
Saved in:
5
Moment-based tests for individual and time effects in panel data models
Wu, Jianhong
;
Li, Guodong
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 569-581
Persistent link: https://www.econbiz.de/10010256863
Saved in:
6
Score tests for hyperbolic GARCH models
Li, Muyi
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 579-586
Persistent link: https://www.econbiz.de/10009355588
Saved in:
7
Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong
;
Li, Wai Keung
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->