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subject:"Zeitreihenanalyse"
~isPartOf:"Janeway Institute working paper series"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"VAR-Modell"
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Zeitreihenanalyse
Kapitaleinkommen
Stochastischer Prozess
VAR-Modell
Estimation theory
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Schätztheorie
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Estimation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätzung
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Time series analysis
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Brownian semi-martingale
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Business network
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CCE estimator
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CLIME
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Kernel smoothing
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Panel study
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Regression analysis
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Regressionsanalyse
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Share price
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Spot volatility matrix
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Li, Degui
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Linton, Oliver
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Bu, Ruijun
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Chen, Jia
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Janeway Institute working paper series
Journal of econometrics
384
Econometric theory
174
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Economics letters
160
Discussion paper / Tinbergen Institute
108
Econometric reviews
105
CREATES research paper
73
International journal of forecasting
70
Working paper / Department of Econometrics and Business Statistics, Monash University
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Journal of forecasting
61
Applied economics letters
56
Econometrics : open access journal
56
Cowles Foundation discussion paper
51
Economic modelling
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NBER Working Paper
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Journal of empirical finance
46
The econometrics journal
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Computational economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
41
Journal of time series econometrics
41
Working paper
40
Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of applied econometrics
38
NBER working paper series
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SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finance research letters
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28
Oxford bulletin of economics and statistics
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26
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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
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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:
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