//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Hsiao, Cheng"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Korrelation"
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
Volatility
Estimation theory
Korrelation
Schätztheorie
37
Time series analysis
12
Zeitreihenanalyse
12
Regression analysis
10
Regressionsanalyse
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Cointegration
8
Kointegration
8
Panel
8
Panel study
8
Estimation
7
Schätzung
7
Einheitswurzeltest
6
Unit root test
6
Method of moments
5
Momentenmethode
5
Correlation
4
Endogeneity
4
Bias
3
Fixed effects
3
Local to unity
3
Nichtlineare Regression
3
Nonlinear regression
3
Statistical test
3
Statistischer Test
3
Systematischer Fehler
3
Asymptotic bias
2
Bandwidth selection
2
Functional coefficients
2
Induktive Statistik
2
Kernel degeneracy
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Sampling
2
Statistical distribution
2
Statistical inference
2
Statistische Verteilung
2
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
37
Aufsatz im Buch
2
Book section
2
Conference paper
2
Konferenzbeitrag
2
Lehrbuch
1
more ...
less ...
Language
All
English
37
Author
All
Hsiao, Cheng
Phillips, Peter C. B.
Tsionas, Efthymios G.
41
Lee, Lung-fei
27
Gao, Jiti
26
Linton, Oliver
25
Parmeter, Christopher F.
22
Su, Liangjun
22
Zhang, Xinyu
22
Kumbhakar, Subal
19
Cai, Zongwu
17
Tu, Yundong
17
Baltagi, Badi H.
16
Bera, Anil K.
15
Chen, Songnian
15
Li, Degui
15
Peng, Bin
14
Westerlund, Joakim
14
Li, Qi
13
Bai, Jushan
12
Escanciano, Juan Carlos
12
Francq, Christian
12
Jin, Fei
12
Li, Jia
12
Li, Kunpeng
12
Peng, Liang
12
Ullah, Aman
12
Wooldridge, Jeffrey M.
12
Hahn, Jinyong
11
Otsu, Taisuke
11
Robinson, Peter M.
11
Simar, Léopold
11
Sun, Yiguo
11
Xiao, Zhijie
11
Zhou, Qiankun
11
Zhu, Ke
11
Demetrescu, Matei
10
Fan, Yanqin
10
Florens, Jean-Pierre
10
Hu, Yingyao
10
more ...
less ...
Published in...
All
Journal of econometrics
22
Econometric reviews
7
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of economics and statistics
1
International economic review
1
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
2
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
3
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
4
Parametric conditional mean inference with functional data applied to lifetime income curves
Cho, Jin Seo
;
Phillips, Peter C. B.
;
Seo, Juwon
- In:
International economic review
63
(
2022
)
1
,
pp. 391-456
Persistent link: https://www.econbiz.de/10012820808
Saved in:
5
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
6
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
7
Transformed estimation for panel interactive effects models
Hsiao, Cheng
;
Shi, Zhentao
;
Zhou, Qiankun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1831-1848
Persistent link: https://www.econbiz.de/10013540522
Saved in:
8
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
Saved in:
9
Smoothed maximum score estimation with nonparametrically generated covariates
Cao, Xiaoyong
;
Chen, Xirong
;
Gao, Wenzheng
;
Hsiao, Cheng
- In:
Econometric reviews
40
(
2021
)
8
,
pp. 796-813
Persistent link: https://www.econbiz.de/10012624539
Saved in:
10
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->