//--> //--> //-->
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:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Chen, Xiaohong"
~person:"Johansen, Søren"
~subject:"Autokorrelation"
~subject:"Bid–ask spread"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Autokorrelation
Bid–ask spread
Estimation theory
17
Schätztheorie
17
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Zeitreihenanalyse
8
Cointegration
3
Kointegration
3
Semiparametric efficiency
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Irregular functional
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Method of moments
2
Momentenmethode
2
Multivariate Verteilung
2
Multivariate distribution
2
Regression analysis
2
Regressionsanalyse
2
Weak dependence
2
Weighted average derivatives
2
(Nonlinear) Irregular functionals
1
ARCH model
1
ARCH-Modell
1
Artificial Neural Networks
1
Autocorrelation
1
Bubble models
1
Bubbles
1
Chi-square inference
1
Cointegration vectors
1
Common trends
1
Efficient influence
1
Einheitswurzeltest
1
Empirical characteristic function
1
Endogenous demand
1
Estimation
1
Explosive processes
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Conference paper
1
Konferenzbeitrag
1
Language
All
English
9
Author
All
Chen, Xiaohong
Johansen, Søren
Phillips, Peter C. B.
12
Lee, Lung-fei
9
Linton, Oliver
9
Sun, Yixiao
9
Taylor, Robert
9
Robinson, Peter M.
8
Leybourne, Stephen James
7
Davis, Richard A.
6
Li, Dong
6
Li, Jia
6
Todorov, Viktor
6
Xiao, Zhijie
6
Zhu, Ke
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Yingying
5
Müller, Ulrich K.
5
Sun, Yiguo
5
Tauchen, George Eugene
5
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
4
Li, Qi
4
Ng, Serena
4
Saikkonen, Pentti
4
Wang, Hansheng
4
Yao, Qiwei
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
Giraitis, Liudas
3
more ...
less ...
Published in...
All
Journal of econometrics
CREATES research paper
7
Discussion papers / Department of Economics, University of Copenhagen
7
Econometric theory
6
Cowles Foundation discussion paper
4
EUI working paper / ECO
3
Econometrics : open access journal
3
Queen's Economics Department working paper
3
Advanced texts in econometrics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics discussion papers
2
Contemporary economics
1
Cowles Foundation Discussion Paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Econometric reviews
1
Handbook of econometrics : volume 6B
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
New directions in macromodelling
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
Working paper
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
2
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
3
Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
Saved in:
4
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong
;
Christensen, Timothy M.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 447-465
Persistent link: https://www.econbiz.de/10011503628
Saved in:
5
An asymptotic invariance property of the common trends under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 310-315
Persistent link: https://www.econbiz.de/10010256144
Saved in:
6
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
Saved in:
7
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren
;
Lange, Theis
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 285-288
Persistent link: https://www.econbiz.de/10010255147
Saved in:
8
Estimation of copula-based semiparametric time series models
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
Saved in:
9
Likelihood analysis of seasonal cointegration
Johansen, Søren
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 301-339
Persistent link: https://www.econbiz.de/10001252782
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->