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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Gao, Jiti"
~person:"Li, Jia"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Stochastic process
Estimation theory
20
Schätztheorie
20
Estimation
10
Schätzung
10
Time series analysis
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Volatility
6
Volatilität
6
Börsenkurs
5
Panel
5
Panel study
5
Share price
5
High-frequency data
4
Regression analysis
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Regressionsanalyse
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Cointegration
3
Kointegration
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Specification test
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Statistical test
3
Statistischer Test
3
Stochastic volatility
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Stochastischer Prozess
3
Adaptive estimation
2
Beta
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Beta risk
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Betafaktor
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Capital income
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Cross-sectional dependence
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Endogeneity
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Factor analysis
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Faktorenanalyse
2
Hypothesis testing
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Induktive Statistik
2
Kapitaleinkommen
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Kernel degeneracy
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Gao, Jiti
Li, Jia
Phillips, Peter C. B.
12
Taylor, Robert
9
Todorov, Viktor
9
Linton, Oliver
8
Leybourne, Stephen James
7
Andersen, Torben
6
Tauchen, George Eugene
6
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Dong
5
Li, Yingying
5
Park, Joon Y.
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Zhu, Ke
5
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
4
Li, Qi
4
Ng, Serena
4
Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Ghysels, Eric
3
Johansen, Søren
3
Kim, Dukpa
3
Koop, Gary
3
Laurent, Sébastien
3
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Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Cowles Foundation discussion paper
3
Cowles Foundation Discussion Paper
2
Econometric reviews
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Cambridge working papers in economics
1
Contributions to statistics
1
Discussion papers in economics
1
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
University of Adelaide School of Economics Working Paper
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ECONIS (ZBW)
9
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
3
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
Saved in:
4
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
5
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
6
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
7
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
8
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
9
A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti
;
Kim, Nam Hyun
;
Saart, Patrick W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
Saved in:
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