//--> //--> //--> //-->
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:"Nonparametric statistics"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"ARCH model"
~subject:"Share price"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
ARCH model
Share price
Estimation theory
423
Schätztheorie
423
Time series analysis
144
Zeitreihenanalyse
144
Nichtparametrisches Verfahren
87
Regression analysis
59
Regressionsanalyse
59
Estimation
58
Schätzung
58
Statistical test
48
Statistischer Test
48
Induktive Statistik
42
Statistical inference
42
Method of moments
37
Momentenmethode
37
Cointegration
34
Kointegration
34
Panel
34
Panel study
34
Theorie
34
Theory
34
Forecasting model
32
Prognoseverfahren
32
Bootstrap approach
25
Bootstrap-Verfahren
25
Bayes-Statistik
23
Bayesian inference
23
Volatility
21
Volatilität
21
Stochastic process
20
Stochastischer Prozess
20
ARCH-Modell
18
VAR model
18
VAR-Modell
18
Autocorrelation
17
Autokorrelation
17
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
more ...
less ...
Online availability
All
Free
108
Type of publication
All
Book / Working Paper
109
Type of publication (narrower categories)
All
Arbeitspapier
79
Graue Literatur
79
Non-commercial literature
79
Working Paper
79
Language
All
English
109
Author
All
Gao, Jiti
32
Chen, Xiaohong
13
Phillips, Peter C. B.
8
Zhang, Xibin
7
Cheng, Tingting
6
Linton, Oliver
6
Teräsvirta, Timo
6
Andrews, Donald W. K.
5
Gong, Xiaodong
5
Kristensen, Dennis
5
Li, Degui
5
Peng, Bin
5
Cattaneo, Matias D.
4
Jansson, Michael
4
Pouzo, Demian
4
Silvennoinen, Annastiina
4
Yan, Yayi
4
Crump, Richard K.
3
Frazier, David T.
3
Kanaya, Shin
3
Nielsen, Morten Ørregaard
3
Otsu, Taisuke
3
Poskitt, Donald Stephen
3
Shi, Xiaoxia
3
Silvapulle, Mervyn J.
3
Yi, Yanping
3
Zhang, Lina
3
Zhao, Xueyan
3
Altonji, Joseph G.
2
Barndorff-Nielsen, Ole E.
2
Chernozhukov, Victor
2
Christensen, Timothy
2
Guggenberger, Patrik
2
Hong, Han
2
Ichimura, Hidehiko
2
King, Maxwell L.
2
Koo, Bonsoo
2
Lee, Sokbae
2
Liang, Xuan
2
Liu, Fei
2
more ...
less ...
Published in...
All
CREATES research paper
Cowles Foundation Discussion Paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
381
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Econometric theory
137
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Economics letters
105
Econometric reviews
101
Journal of the American Statistical Association : JASA
78
The econometrics journal
70
Discussion paper / Tinbergen Institute
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Discussion papers of interdisciplinary research project 373
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
SFB 649 discussion paper
39
Discussion paper series / IZA
38
Cowles Foundation discussion paper
35
Quantitative economics : QE ; journal of the Econometric Society
35
Econometrics papers
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
28
Econometrics : open access journal
28
European journal of operational research : EJOR
28
Journal of empirical finance
28
Economic modelling
27
International journal of forecasting
25
Boston College working papers in economics
24
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
NBER Working Paper
24
NBER working paper series
24
Working paper
23
Journal of applied econometrics
22
Journal of risk and financial management : JRFM
22
Applied economics
21
Applied economics letters
21
Cambridge working papers in economics
21
more ...
less ...
Source
All
ECONIS (ZBW)
109
Showing
1
-
10
of
109
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
4
Semiparametric single-index estimation for average treatment effects
Huang, Difang
;
Gao, Jiti
;
Oka, Tatsushi
-
2022
Persistent link: https://www.econbiz.de/10013494395
Saved in:
5
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2021
-
(updated version of working paper no. 34/20)
Persistent link: https://www.econbiz.de/10012697939
Saved in:
6
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
8
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
9
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
10
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->