//--> //--> //--> //-->
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:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~person:"Su, Liangjun"
~person:"Zakoïan, Jean-Michel"
~subject:"Germany"
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"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Zeitreihenanalyse
Germany
Schätzung
13
Estimation theory
8
Schätztheorie
8
Panel
6
Panel study
6
ARCH model
5
ARCH-Modell
5
Regression analysis
4
Regressionsanalyse
4
Dynamic panel
3
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
Time series analysis
3
Volatility
3
Volatilität
3
Classification
2
Dynamic portfolio
2
Filtered historical simulation
2
Forecasting model
2
Information criterion
2
Multivariate Analyse
2
Multivariate analysis
2
Panel structure model
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Quantile regression
2
Simulation
2
VAR model
2
VAR-Modell
2
Accuracy of VaR estimation
1
Aktienindex
1
Analysis of variance
1
Börsenkurs
1
Capital income
1
Classifier Lasso
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Su, Liangjun
Zakoïan, Jean-Michel
Todorov, Viktor
15
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Koop, Gary
11
Bollerslev, Tim
9
Linton, Oliver
9
Marcellino, Massimiliano
9
Tauchen, George Eugene
9
Baltagi, Badi H.
7
Andersen, Torben
6
Ghysels, Eric
6
Lee, Lung-fei
6
Shin, Yongcheol
6
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Pendakur, Krishna
5
Barigozzi, Matteo
4
Callaway, Brantly
4
Clark, Todd E.
4
Francq, Christian
4
Frühwirth-Schnatter, Sylvia
4
Gouriéroux, Christian
4
Harding, Matthew C.
4
Heckman, James J.
4
Kapetanios, George
4
Kilian, Lutz
4
Koopman, Siem Jan
4
Kumbhakar, Subal
4
Lamarche, Carlos
4
Li, Kunpeng
4
Park, Joon Y.
4
Sasaki, Yuya
4
Sickles, Robin C.
4
Steel, Mark F. J.
4
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Cowles Foundation Discussion Paper
2
Econometric reviews
2
Econometric theory
2
Quantitative economics : QE ; journal of the Econometric Society
2
Annals of economics and statistics
1
Boston College working papers in economics
1
CORE discussion paper : DP
1
Cowles Foundation discussion paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of empirical economics and finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Série des documents de travail
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Working paper series
1
Working papers series in theoretical and applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
2
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
3
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
4
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
5
Panel threshold regressions with latent group structures
Miao, Ke
;
Su, Liangjun
;
Wang, Wendun
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 451-481
Persistent link: https://www.econbiz.de/10012439052
Saved in:
6
Determining individual or time effects in panel data models
Lu, Xun
;
Su, Liangjun
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 60-83
Persistent link: https://www.econbiz.de/10012439155
Saved in:
7
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
8
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
9
On time-varying factor models : estimation and testing
Su, Liangjun
;
Wang, Xia
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 84-101
Persistent link: https://www.econbiz.de/10011818370
Saved in:
10
Jackknife model averaging for quantile regressions
Lu, Xun
;
Su, Liangjun
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->