//--> //--> //--> //-->
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"
~person:"Li, Degui"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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
Nichtparametrisches Verfahren
Panel study
Regressionsanalyse
Volatilität
Estimation theory
21
Schätztheorie
21
Nonparametric statistics
14
Regression analysis
8
Time series analysis
7
Zeitreihenanalyse
7
Correlation
4
Korrelation
4
Panel
4
Semiparametric estimation
4
Estimation
3
Schätzung
3
Sparsity
3
Bandwidth selection
2
Cointegration
2
Discrete regressors
2
Dynamic covariance matrix
2
Kernel degeneracy
2
Kernel estimation
2
Kointegration
2
Local linear estimation
2
Local linear smoothing
2
MAMAR
2
Nichtlineare Regression
2
Nonlinear regression
2
Panel data
2
Quantile regression
2
Super-consistency
2
Uniform consistency
2
ARCH model
1
ARCH-Modell
1
Approximate factor model
1
Asymptotic distribution
1
Asymptotic theory
1
Asymptotically homogeneous functions
1
Bootstrap method
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
17
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
18
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
8
Working Paper
8
Language
All
English
18
Author
All
Li, Degui
Linton, Oliver
44
Baltagi, Badi H.
42
Su, Liangjun
40
Phillips, Peter C. B.
34
Li, Qi
32
Gao, Jiti
29
Chen, Songnian
26
Kumbhakar, Subal
25
Westerlund, Joakim
23
Cai, Zongwu
22
Florens, Jean-Pierre
22
Parmeter, Christopher F.
22
Racine, Jeffrey
19
Tsionas, Efthymios G.
19
Ullah, Aman
19
Chen, Xiaohong
17
Hsiao, Cheng
17
Kumar, Dilip
17
Simar, Léopold
17
Sun, Yiguo
17
Lee, Lung-fei
16
Newey, Whitney K.
16
Ai, Chunrong
15
Bai, Jushan
15
Escanciano, Juan Carlos
15
Jochmans, Koen
15
Fan, Jianqing
14
Hahn, Jinyong
14
Kapetanios, George
14
Maheswaran, S.
14
Tu, Yundong
14
White, Halbert
14
Hansen, Christian Bailey
13
Henderson, Daniel J.
13
Horowitz, Joel
13
Lewbel, Arthur
13
Li, Jia
13
Robinson, Peter M.
13
Wooldridge, Jeffrey M.
13
more ...
less ...
Published in...
All
Journal of econometrics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
2
Econometric theory
2
Cambridge working papers in economics
1
Cambridge-INET working papers
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional-coefficient quantile regression for panel data with latent group structure
Yang, Xiaorong
;
Chen, Jia
;
Li, Degui
;
Li, Runze
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1026-1040
Persistent link: https://www.econbiz.de/10015053530
Saved in:
2
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
3
Nonparametric quantile regression estimation with mixed discrete and continuous data
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 741-756
Persistent link: https://www.econbiz.de/10012587976
Saved in:
4
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
5
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
6
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
7
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
8
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
9
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
10
Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->