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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of econometrics"
~person:"Fan, Jianqing"
~person:"Li, Runze"
~subject:"Portfolio selection"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Portfolio selection
Estimation theory
11
Schätztheorie
11
Regressionsanalyse
5
Correlation
4
Factor model
4
Korrelation
4
Time series analysis
3
Zeitreihenanalyse
3
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Matrix completion
2
POET
2
Schätzung
2
Sparsity
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Adjusted profile score function
1
Approximate factor model
1
Asymptotic theory
1
Bandwidth selection
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian sparse regression
1
Börsenkurs
1
Composite quantile regression
1
Correlated Predictors Screening
1
Correlated covariates
1
Covariance matrix estimation
1
Covariance-mean regression
1
Diffusion process
1
Econometrics
1
False discovery rate
1
Financial market
1
Finanzmarkt
1
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English
8
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Fan, Jianqing
Li, Runze
Chen, Songnian
8
Linton, Oliver
8
Lee, Ji Hyung
6
Phillips, Peter C. B.
6
Su, Liangjun
6
Sun, Yiguo
6
Tu, Yundong
6
Cai, Zongwu
5
Li, Degui
5
Li, Qi
5
Robinson, Peter M.
5
Taylor, Robert
5
Breunig, Christoph
4
Demetrescu, Matei
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Hansen, Christian Bailey
4
Mammen, Enno
4
Sasaki, Yuya
4
Simoni, Anna
4
White, Halbert
4
Xu, Ke-Li
4
Yu, Ping
4
Andersen, Torben
3
Bertanha, Marinho
3
Corradi, Valentina
3
Escanciano, Juan Carlos
3
Francq, Christian
3
Galvão Júnior, Antônio Fialho
3
Gao, Jiti
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Kim, Jihyun
3
Lee, Jungyoon
3
Li, Yingying
3
Liu, Ruixuan
3
Malikov, Emir
3
McCracken, Michael W.
3
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Insurance / Mathematics & economics
Journal of econometrics
Journal of the American Statistical Association : JASA
4
Chicago Booth Research Paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
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ECONIS (ZBW)
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1
Inference on covariance-mean regression
Zou, Tao
;
Lan, Wei
;
Li, Runze
;
Tsai, Chih-Ling
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 318-338
Persistent link: https://www.econbiz.de/10013463843
Saved in:
2
Bayesian factor-adjusted sparse regression
Fan, Jianqing
;
Jiang, Bai
;
Sun, Qiang
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013441909
Saved in:
3
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
4
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
5
Generalized high-dimensional trace regression via nuclear norm regularization
Fan, Jianqing
;
Gong, Wenyan
;
Zhu, Ziwei
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 177-202
Persistent link: https://www.econbiz.de/10012303917
Saved in:
6
Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui
;
Li, Runze
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
Saved in:
7
Testing a single regression coefficient in high dimensional linear models
Lan, Wei
;
Zhong, Ping-Shou
;
Li, Runze
;
Wang, Hansheng
; …
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011705246
Saved in:
8
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
Saved in:
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