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subject:"Probability theory"
subject:"Time series analysis"
~language:"eng"
~language:"ita"
~person:"Koop, Gary"
~person:"Li, Jia"
~subject:"Bruttoinlandsprodukt"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Bruttoinlandsprodukt
Estimation theory
34
Schätztheorie
34
Zeitreihenanalyse
19
Estimation
15
Schätzung
15
Volatility
14
Volatilität
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9
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Theorie
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Theory
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Bayes-Statistik
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Statistical inference
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1988
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Koop, Gary
Li, Jia
Phillips, Peter C. B.
28
Leybourne, Stephen James
18
Linton, Oliver
18
Lütkepohl, Helmut
16
Taylor, Robert
16
Teräsvirta, Timo
16
Harvey, Andrew C.
14
Johansen, Søren
14
Perron, Pierre
14
Xiao, Zhijie
14
Chambers, Marcus J.
13
Gao, Jiti
13
Hassler, Uwe
13
Tauchen, George Eugene
11
Baillie, Richard
10
Robinson, Peter M.
10
Zhu, Ke
10
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Lucas, André
9
McAleer, Michael
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Chen, Xiaohong
8
Franses, Philip Hans
8
Ghysels, Eric
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Li, Qi
8
McElroy, Tucker
8
Nielsen, Morten Ørregaard
8
Politis, Dimitris N.
8
Ramírez, Miguel D.
8
Sun, Yixiao
8
Boswijk, Herman Peter
7
Chan, Ngai Hang
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Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
International journal of forecasting
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National Institute economic review : journal of the National Institute of Economic and Social Research
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ECONIS (ZBW)
20
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1
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
4
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
5
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
6
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
7
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
Saved in:
8
Reconciled estimates and nowcasts of regional output in the UK
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
National Institute economic review : journal of the …
253
(
2020
)
1
,
pp. R44-R59
Persistent link: https://www.econbiz.de/10012258699
Saved in:
9
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
10
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
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