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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Maravall Herrero, Agustín"
~person:"Teräsvirta, Timo"
~person:"Xiao, Zhijie"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Forecasting model
Statistische Verteilung
Estimation theory
106
Schätztheorie
106
Time series analysis
70
Zeitreihenanalyse
70
Theorie
45
Theory
45
ARCH model
20
ARCH-Modell
20
Volatility
16
Volatilität
16
Regression analysis
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Nichtlineare Regression
12
Nonlinear regression
12
Saisonale Schwankungen
9
Seasonal variations
9
Multivariate Analyse
8
Multivariate analysis
8
Statistical test
8
Statistischer Test
8
Autocorrelation
7
Autokorrelation
7
Börsenkurs
7
Estimation
7
Schätzung
7
Share price
7
Capital income
6
Cointegration
6
Correlation
6
Kapitaleinkommen
6
Kointegration
6
Korrelation
6
Prognoseverfahren
6
VAR model
6
VAR-Modell
6
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5
Scientific modelling
5
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7
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5
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Article
15
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7
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Article in journal
Aufsatz im Buch
Aufsatzsammlung
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Non-commercial literature
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16
Arbeitspapier
6
Graue Literatur
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English
22
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Maravall Herrero, Agustín
Teräsvirta, Timo
Xiao, Zhijie
Phillips, Peter C. B.
67
Härdle, Wolfgang
44
Dette, Holger
39
Linton, Oliver
39
Gao, Jiti
34
Chernozhukov, Victor
33
Cai, Zongwu
31
Swanson, Norman R.
27
Otsu, Taisuke
24
Croux, Christophe
21
Kapetanios, George
21
Su, Liangjun
21
Ullah, Aman
21
Florens, Jean-Pierre
20
Li, Qi
20
Weidner, Martin
20
Koop, Gary
19
Arai, Yoichi
18
Marcellino, Massimiliano
18
Racine, Jeffrey
18
Baltagi, Badi H.
17
Corradi, Valentina
17
Hansen, Christian Bailey
17
White, Halbert
17
Yang, Lijian
17
Horowitz, Joel
16
Chen, Songnian
15
Einmahl, John H. J.
15
Mammen, Enno
15
Newey, Whitney K.
15
Parmeter, Christopher F.
15
Pesaran, M. Hashem
15
Belloni, Alexandre
14
Henderson, Daniel J.
14
Huber, Florian
14
Jochmans, Koen
14
Tu, Yundong
14
Wang, Qiying
14
Cattaneo, Matias D.
13
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Econometric theory
4
International journal of forecasting
3
Journal of econometrics
3
Boston College working papers in economics
2
CREATES research paper
1
Cambridge working papers in economics
1
Cowles Foundation discussion paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Frontiers of economics in China : selected publications from Chinese universities
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
22
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1
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
-
2020
-
This version: March 2020
Persistent link: https://www.econbiz.de/10012231154
Saved in:
2
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
3
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
4
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
Saved in:
5
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
6
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
7
Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Güler, Kemal
;
Ng, Pin T.
;
Xiao, Zhijie
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 651-679
Persistent link: https://www.econbiz.de/10011861402
Saved in:
8
A new characterization of the normal distribution and test for normality
Bera, Anil K.
;
Galvão Júnior, Antônio Fialho
;
Wang, Liang
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1216-1252
Persistent link: https://www.econbiz.de/10011661739
Saved in:
9
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
Saved in:
10
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan
;
Su, Liangjun
;
Xiao, Zhijie
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
Saved in:
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