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subject:"Estimation"
~person:"Härdle, Wolfgang"
~subject:"Germany"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
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Nichtparametrisches Verfahren
Theorie
47
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47
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12
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11
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11
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9
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Härdle, Wolfgang
Gil-Alaña, Luis A.
35
Caporale, Guglielmo Maria
32
Linton, Oliver
28
Serletis, Apostolos
28
Kumbhakar, Subal
27
Gupta, Rangan
25
Phillips, Peter C. B.
23
MacDonald, Ronald
19
Simar, Léopold
19
Tsionas, Efthymios G.
19
Bahmani-Oskooee, Mohsen
18
Li, Qi
17
Wohar, Mark E.
17
Moosa, Imad A.
16
Chang, Tsangyao
15
Fabozzi, Frank J.
14
Lewbel, Arthur
14
Peel, David
14
Taylor, Mark P.
14
Blundell, Richard W.
13
Chavas, Jean-Paul
13
Chen, Xiaohong
13
Engsted, Tom
13
Franses, Philip Hans
13
Koop, Gary
13
Koopman, Siem Jan
13
Racine, Jeffrey
13
Ullah, Aman
13
Apergēs, Nikolaos
12
Bollerslev, Tim
12
Creedy, John
12
Funke, Michael
12
Ghysels, Eric
12
McAleer, Michael
12
Pesaran, M. Hashem
12
Pierdzioch, Christian
12
Tzavalis, Elias
12
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11
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Journal of the American Statistical Association : JASA
3
Econometric theory
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Journal of applied econometrics
1
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1
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ECONIS (ZBW)
16
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1
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10
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16
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date (oldest first)
1
Adaptive weights clustering of research papers
Adamyan, Larisa
;
Efimov, Kirill
;
Chen, Yi-Hsuan
; …
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
3/4
,
pp. 169-187
Persistent link: https://www.econbiz.de/10012416297
Saved in:
2
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
3
Copula-based factor model for credit risk analysis
Lu, Meng-Jou
;
Chen, Cathy Yi-Hsuan
;
Härdle, Wolfgang
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 949-971
Persistent link: https://www.econbiz.de/10011797579
Saved in:
4
Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
Saved in:
5
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
6
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
7
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
8
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
9
Dynamic semiparametric factor models in risk neutral density estimation
Giacomini, Enzo
;
Härdle, Wolfgang
;
Krätschmer, Volker
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
4
,
pp. 387-402
Persistent link: https://www.econbiz.de/10003910560
Saved in:
10
Time series modelling with semiparametric factor dynamics
Park, Byeong U.
;
Mammen, Enno
;
Härdle, Wolfgang
; …
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 284-298
Persistent link: https://www.econbiz.de/10003878192
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