//--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Sun, Yixiao"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical test"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Nichtparametrisches Verfahren
Statistical test
Estimation theory
11
Schätztheorie
11
Heteroscedasticity
6
Heteroskedastizität
6
Statistischer Test
6
Autocorrelation
5
Autokorrelation
5
Robust statistics
5
Robustes Verfahren
5
Fixed-smoothing asymptotics
4
Time series analysis
4
Zeitreihenanalyse
4
Panel
2
Panel study
2
Adaptiveness
1
Asymptotic expansion
1
Asymptotic mixed normality
1
Basis functions
1
Calibration
1
Continuous time model
1
Core
1
Correlation
1
Difference-in-differences
1
F distribution
1
F-approximation
1
F-distribution
1
FF distribution
1
Fixed effects 2SLS
1
Fixed smoothing asymptotics
1
Fixed-bandwidth asymptotics
1
Heteroscedasticity and autocorrelation
1
Heteroskedasticity and autocorrelation
1
Heteroskedasticity and autocorrelation robust
1
Heteroskedasticity and autocorrelation robust test
1
Heteroskedasticity and autocorrelation robust variance
1
High-frequency regression
1
Increasing-smoothing asymptotics
1
Irregular functional
1
Kernel density estimator
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Sun, Yixiao
Linton, Oliver
16
Cai, Zongwu
10
Chen, Xiaohong
10
Robinson, Peter M.
10
Todorov, Viktor
10
Florens, Jean-Pierre
9
Li, Qi
9
Su, Liangjun
9
Chen, Songnian
8
Phillips, Peter C. B.
8
Gao, Jiti
7
Park, Joon Y.
7
Simar, Léopold
7
Tauchen, George Eugene
7
White, Halbert
7
Andersen, Torben
6
Fan, Yanqin
6
Francq, Christian
6
Hsiao, Cheng
6
Lewbel, Arthur
6
Li, Degui
6
Li, Jia
6
Sun, Yiguo
6
Zakoïan, Jean-Michel
6
Zhu, Ke
6
Andrews, Donald W. K.
5
Aït-Sahalia, Yacine
5
Breunig, Christoph
5
Horowitz, Joel
5
Kim, Donggyu
5
Kristensen, Dennis
5
Lavergne, Pascal
5
Li, Yingying
5
Sasaki, Yuya
5
Varneskov, Rasmus Tangsgaard
5
Xu, Ke-Li
5
Das, Mitali
4
Dong, Chaohua
4
Escanciano, Juan Carlos
4
more ...
less ...
Published in...
All
Journal of econometrics
Recent work / Department of Economics, UC San Diego
3
Recent work / Department of Economics, UCSD
2
The econometrics journal
2
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
3
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
Saved in:
4
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
Saved in:
5
Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
Saved in:
6
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong
;
Sun, Yixiao
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->