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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Research in human capital and development : RHCD ; a research annual"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~isPartOf:"Working paper"
~person:"An, Mark Yuying"
~person:"Athey, Susan"
~person:"Giraitis, Liudas"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Yu, Jun"
~subject:"DSGE model"
~subject:"Disjoint confidence sets"
~subject:"Estimation theory"
~subject:"Maximum likelihood estimation"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
DSGE model
Disjoint confidence sets
Estimation theory
Maximum likelihood estimation
Schätztheorie
Regression analysis
31
Regressionsanalyse
31
Time series analysis
26
Zeitreihenanalyse
26
Theorie
24
Theory
24
Statistical test
19
Statistischer Test
19
Heteroscedasticity
12
Heteroskedastizität
12
Cointegration
11
Kointegration
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Panel
11
Panel study
11
Autocorrelation
10
Autokorrelation
10
Estimation
10
Schätzung
10
Correlation
8
Korrelation
8
Induktive Statistik
7
Statistical distribution
7
Statistical inference
7
Statistische Verteilung
7
Stochastic process
7
Maximum-Likelihood-Schätzung
6
Nichtlineare Regression
6
Nonlinear regression
6
Bias
5
Einheitswurzeltest
5
Forecasting model
5
Prognoseverfahren
5
Systematischer Fehler
5
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5
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8
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Aufsatz in Zeitschrift
Graue Literatur
Non-commercial literature
Working Paper
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99
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107
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An, Mark Yuying
Athey, Susan
Giraitis, Liudas
Pesaran, M. Hashem
Phillips, Peter C. B.
Yu, Jun
Andrews, Donald W. K.
27
Chen, Xiaohong
18
Kapetanios, George
16
Guggenberger, Patrik
10
Armstrong, Timothy B.
8
Baltagi, Badi H.
7
Otsu, Taisuke
7
Sun, Yixiao
7
Johansen, Søren
6
Nielsen, Jens Perch
6
Cheng, Xu
5
Jin, Sainan
5
Krämer, Walter
5
Marcellino, Massimiliano
5
Nielsen, Bent
5
Su, Liangjun
5
Chao, John C.
4
Cho, Jin Seo
4
Dalla, Violetta
4
Gao, Jiti
4
Honoré, Peter
4
Imbens, Guido
4
Lieberman, Offer
4
Parmeter, Christopher F.
4
Pouzo, Demian
4
Reed, W. Robert
4
Shi, Shuping
4
Shimotsu, Katsumi
4
Sul, Donggyu
4
Wang, Qiying
4
Wang, Ying
4
Zhang, Yonghui
4
Agiakloglou, Christos N.
3
Baillie, Richard
3
Chang, I-Lok
3
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Published in...
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Cowles Foundation discussion paper
Econometrics : open access journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Research in human capital and development : RHCD ; a research annual
The economic journal : the journal of the Royal Economic Society
Working paper
Journal of econometrics
52
CESifo working papers
29
Econometric theory
25
DAE working paper
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Cambridge working papers in economics
12
Economics letters
10
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Oxford bulletin of economics and statistics
6
The econometrics journal
6
Discussion paper series / IZA
5
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working paper / National Bureau of Economic Research, Inc.
5
Journal of applied econometrics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
The review of economic studies
3
International economic review
2
Journal of the American Statistical Association : JASA
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
Working papers in economics and econometrics
2
Annals of economics and statistics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Department of Economics working paper series
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / School of Economics, The University of New South Wales
1
Discussion papers / CEPR
1
Discussion papers of interdisciplinary research project 373
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER working paper series
1
On modelling the long run in applied economics
1
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ECONIS (ZBW)
107
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Hypothesis testing via posterior-test-based Bayes factors
Li, Yong
;
Wang, Nianling
;
Yu, Jun
;
Zhang, Yonghui
-
2023
Persistent link: https://www.econbiz.de/10014320454
Saved in:
4
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
5
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
7
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
8
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
9
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
10
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
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