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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~isPartOf:"Cambridge working papers in economics"
~subject:"Maximum likelihood estimation"
~type_genre:"Bibliografie enthalten"
~type_genre:"Collection of articles written by one author"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Maximum likelihood estimation
Estimation theory
36
Schätztheorie
36
Estimation
10
Panel
10
Panel study
10
Schätzung
10
Börsenkurs
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Share price
8
Time series analysis
8
Theorie
7
Theory
7
Correlation
6
Korrelation
6
Method of moments
4
Momentenmethode
4
Regression analysis
4
Regressionsanalyse
4
Robust statistics
4
Robustes Verfahren
4
Statistical distribution
4
Statistische Verteilung
4
Volatility
4
Volatilität
4
Bayes-Statistik
3
Bayesian inference
3
Factor analysis
3
Faktorenanalyse
3
Financial market
3
Finanzmarkt
3
Market microstructure
3
Marktmikrostruktur
3
Maximum-Likelihood-Schätzung
3
Statistical test
3
Statistischer Test
3
ARCH model
2
ARCH-Modell
2
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11
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Book / Working Paper
11
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Aufsatz im Buch
Bibliografie enthalten
Collection of articles written by one author
Non-commercial literature
Graue Literatur
11
Arbeitspapier
5
Article in journal
5
Aufsatz in Zeitschrift
5
Working Paper
5
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English
11
Author
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Linton, Oliver
3
Chen, Jia
2
Harvey, Andrew C.
2
Hayakawa, Kazuhiko
2
Li, Degui
2
Pesaran, M. Hashem
2
Bailey, Natalia
1
Bu, Ruijun
1
Kapetanios, George
1
Li, Yu-Ning
1
Li, Yuning
1
Luati, Alessandra
1
Palumbo, Dario
1
Peseran, Hashem
1
Rabovic, Renata
1
Sancetta, Alessio
1
Smith, L. Vanessa
1
Wang, Hanchao
1
Čížek, Pavel
1
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Cambridge working papers in economics
Discussion paper / Tinbergen Institute
101
Working paper / Department of Econometrics and Business Statistics, Monash University
69
CREATES research paper
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Cowles Foundation discussion paper
28
Working paper series
26
Working paper
25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
SFB 649 discussion paper
24
Discussion paper / Center for Economic Research, Tilburg University
23
CESifo working papers
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Discussion paper
18
Discussion papers of interdisciplinary research project 373
18
Série des documents de travail
18
Umeå economic studies
18
Discussion papers / Department of Economics, University of Copenhagen
17
Working paper / National Bureau of Economic Research, Inc.
17
Economics discussion papers
14
Queen's Economics Department working paper
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
EUI working paper / ECO
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
KBI
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Working papers / Rutgers University, Department of Economics
11
Discussion papers in economics
10
Technical working paper / National Bureau of Economic Research
10
Working papers series in theoretical and applied economics
10
CORE discussion paper : DP
9
CORE discussion papers : DP
9
Discussion paper series / IZA
9
Essays in honor of Joon Y. Park : econometric theory
9
Handbook of financial time series
9
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ECONIS (ZBW)
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
4
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovic, Renata
;
Čížek, Pavel
-
2020
Persistent link: https://www.econbiz.de/10013183729
Saved in:
7
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
Saved in:
8
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
9
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009580056
Saved in:
10
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
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