//--> //--> //--> //-->
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:"Prognoseverfahren"
subject:"USA"
~language:"eng"
~person:"Andersen, Torben"
~person:"Xu, Ke-Li"
~subject:"Regressionsanalyse"
~type:"article"
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
Prognoseverfahren
USA
Regressionsanalyse
Estimation theory
17
Schätztheorie
17
Regression analysis
8
Volatility
8
Volatilität
8
Capital income
5
Forecasting model
5
Kapitaleinkommen
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Statistical test
5
Statistischer Test
5
Time series analysis
5
Zeitreihenanalyse
5
Induktive Statistik
4
Statistical inference
4
Estimation
3
Schätzung
3
Causality analysis
2
Empirical likelihood
2
Fractional integration
2
Frequency domain inference
2
Kausalanalyse
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Regression discontinuity
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Structural break
2
Structural change
2
Strukturbruch
2
Theorie
2
Theory
2
Volatility forecasting
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
Author
All
Andersen, Torben
Xu, Ke-Li
Phillips, Peter C. B.
21
Su, Liangjun
19
Linton, Oliver
16
Li, Qi
15
Ullah, Aman
15
Baltagi, Badi H.
14
Cai, Zongwu
14
Chen, Songnian
14
Kapetanios, George
13
Tu, Yundong
13
Sun, Yiguo
12
Swanson, Norman R.
12
Hansen, Bruce E.
11
Tsionas, Efthymios G.
11
Westerlund, Joakim
11
Florens, Jean-Pierre
10
Hansen, Christian Bailey
10
Kumar, Dilip
10
Otsu, Taisuke
10
Racine, Jeffrey
10
White, Halbert
10
Zhang, Xinyu
10
Chernozhukov, Victor
9
Galvão Júnior, Antônio Fialho
9
Henderson, Daniel J.
9
Koop, Gary
9
Lesage, James P.
9
Lewbel, Arthur
9
Newey, Whitney K.
9
Parmeter, Christopher F.
9
Shang, Han Lin
9
Wang, Qiying
9
Yu, Ping
9
Bera, Anil K.
8
Fan, Jianqing
8
Kumbhakar, Subal
8
Lee, Tae-hwy
8
Li, Degui
8
Mammen, Enno
8
Pesaran, M. Hashem
8
more ...
less ...
Published in...
All
Journal of econometrics
8
Econometric theory
1
Economics letters
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
5
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
6
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
7
Inference of local regression in the presence of nuisance parameters
Xu, Ke-Li
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 532-560
Persistent link: https://www.econbiz.de/10012483170
Saved in:
8
A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
Xu, Ke-Li
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 258-278
Persistent link: https://www.econbiz.de/10012110379
Saved in:
9
Regression discontinuity with categorical outcomes
Xu, Ke-Li
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011917411
Saved in:
10
Empirical likelihood for regression discontinuity design
Otsu, Taisuke
;
Xu, Ke-Li
;
Matsushita, Yukitoshi
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011349543
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->