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subject:"Nonparametric statistics"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Econometric theory"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Share price
Estimation theory
1,014
Schätztheorie
1,014
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301
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301
Time series analysis
245
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245
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6
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6
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5
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5
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5
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4
Frazier, David T.
4
Hoderlein, Stefan
4
Kanaya, Shin
4
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4
Pouzo, Demian
4
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4
Yan, Yayi
4
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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Cowles Foundation Discussion Paper
Econometric theory
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
351
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
CEMMAP working papers / Centre for Microdata Methods and Practice
125
Economics letters
90
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76
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61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
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44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
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28
European journal of operational research : EJOR
26
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Journal of risk and financial management : JRFM
18
Discussion paper / Center for Economic Research, Tilburg University
17
Working papers series in theoretical and applied economics
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IZA Discussion Paper
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ECONIS (ZBW)
178
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1
Recursive differencing for estimating semiparametric models
Shen, Chan
;
Klein, Roger W.
- In:
Econometric theory
40
(
2024
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10014484598
Saved in:
2
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
3
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:
4
A simple nonparametric approach for estimation and inference of conditional quantile functions
Fang, Zheng
;
Li, Qi
;
Yan, Karen Xueqing
- In:
Econometric theory
39
(
2023
)
2
,
pp. 290-320
Persistent link: https://www.econbiz.de/10014306312
Saved in:
5
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:
6
Semiparametric single-index estimation for average treatment effects
Huang, Difang
;
Gao, Jiti
;
Oka, Tatsushi
-
2022
Persistent link: https://www.econbiz.de/10013494395
Saved in:
7
Simple semiparametric estimation of ordered response models
Liu, Ruixuan
;
Yu, Zhengfei
- In:
Econometric theory
40
(
2024
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014484597
Saved in:
8
Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.
;
Wu, Bei
- In:
Econometric theory
40
(
2024
)
3
,
pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
Saved in:
9
An averaging estimator for two-step m-estimation in semiparametric models
Shi, Ruoyao
- In:
Econometric theory
40
(
2024
)
3
,
pp. 652-687
Persistent link: https://www.econbiz.de/10015055110
Saved in:
10
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
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