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subject:"Zeitreihenanalyse"
~isPartOf:"Cambridge working papers in economics"
~person:"Harvey, Andrew C."
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Semiparametric estimation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Portfolio selection
Semiparametric estimation
Estimation theory
24
Schätztheorie
24
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Estimation
8
Schätzung
8
Time series analysis
8
Börsenkurs
5
Correlation
5
Korrelation
5
Share price
5
Statistical distribution
4
Statistische Verteilung
4
Factor analysis
3
Faktorenanalyse
3
Market microstructure
3
Marktmikrostruktur
3
Regression analysis
3
Regressionsanalyse
3
Sparsity
3
Volatility
3
Volatilität
3
Euler equations
2
Fredholm equations
2
Kronecker product
2
Microstructure noise
2
Panel
2
Panel study
2
Portfolio-Management
2
Robust statistics
2
Robustes Verfahren
2
Statistical test
2
Statistischer Test
2
Uniform consistency
2
Variational method
2
Variationsrechnung
2
asset pricing
2
dynamic conditional score model
2
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11
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11
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Graue Literatur
6
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6
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5
Aufsatz in Zeitschrift
5
Arbeitspapier
2
Working Paper
2
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English
11
Author
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Harvey, Andrew C.
Linton, Oliver
Chen, Jia
3
Li, Degui
3
Kapetanios, George
2
Pesaran, M. Hashem
2
Bailey, Natalia
1
Bu, Ruijun
1
Cheng, Tingting
1
Gao, Jiti
1
Hafnery, Christian
1
Hurn, Stan
1
Laeven, Roger J. A.
1
Li, Yu-Ning
1
Li, Yuning
1
Li, Z. Merrick
1
Luati, Alessandra
1
Onatski, Alexei
1
Palumbo, Dario
1
Sancetta, Alessio
1
Sucarrat, Genaro
1
Tang, Haihan
1
Thiele, Stephen
1
Vellekoop, Michel
1
Wang, Chen
1
Wang, Hanchao
1
Xiao, Zhijie
1
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Cambridge working papers in economics
Journal of econometrics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric theory
3
Econometrics papers
3
Cambridge-INET working papers
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
International journal of forecasting
2
Janeway Institute working paper series
2
Journal of empirical finance
2
Advanced texts in econometrics
1
Advances in econometrics
1
An Elgar reference collection
1
CORE discussion papers : DP
1
Covid economics : vetted and real-time papers
1
Cowles Foundation discussion paper
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Growth and cycle in the Euro-zone
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of the American Statistical Association : JASA
1
LSE handbooks in economics
1
Lehr- und Handbücher der Statistik
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
On modelling the long run in applied economics
1
Research memorandum series / Tinbergen Instituut
1
Research paper series / Swiss Finance Institute
1
SERIEs : Journal of the Spanish Economic Association
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Swiss Finance Institute Research Paper
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The econometrics journal
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ECONIS (ZBW)
11
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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
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
4
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:
5
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
6
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
7
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
8
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
9
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:
10
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
Saved in:
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