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subject:"Zeitreihenanalyse"
~person:"Bauwens, Luc"
~person:"Li, Degui"
~subject:"ARMA model"
~subject:"Discrete regressors"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARMA model
Discrete regressors
Kapitaleinkommen
Volatility
Estimation theory
94
Schätztheorie
94
Time series analysis
41
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Correlation
21
Korrelation
21
Regression analysis
19
Regressionsanalyse
19
Theorie
15
Theory
15
ARCH model
14
ARCH-Modell
14
Estimation
11
Schätzung
11
Bayes-Statistik
9
Bayesian inference
9
Cointegration
9
Kointegration
9
Volatilität
9
Börsenkurs
7
Share price
7
Analysis of variance
6
Forecasting
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Forecasting model
6
Prognoseverfahren
6
Statistical theory
6
Statistische Methodenlehre
6
Stochastic process
6
Stochastischer Prozess
6
Varianzanalyse
6
Hadamard exponential matrix
5
Linear algebra
5
Lineare Algebra
5
Nichtlineare Regression
5
Nonlinear regression
5
Panel
5
Panel study
5
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Free
28
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Book / Working Paper
30
Article
20
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Graue Literatur
21
Non-commercial literature
21
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20
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20
Working Paper
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English
50
Author
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Bauwens, Luc
Li, Degui
Phillips, Peter C. B.
100
Gao, Jiti
73
Koopman, Siem Jan
59
Johansen, Søren
43
Linton, Oliver
43
Teräsvirta, Timo
43
Franses, Philip Hans
42
Lütkepohl, Helmut
41
Kapetanios, George
40
Nielsen, Morten Ørregaard
39
Diebold, Francis X.
37
Swanson, Norman R.
35
Pesaran, M. Hashem
33
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Sibbertsen, Philipp
30
Engle, Robert F.
29
Koop, Gary
29
Lucas, André
27
Stock, James H.
27
Taylor, Robert
27
Gouriéroux, Christian
25
Härdle, Wolfgang
25
Watson, Mark W.
25
Ghysels, Eric
24
Maravall Herrero, Agustín
24
Perron, Pierre
24
Cavaliere, Giuseppe
23
Nielsen, Bent
23
Peng, Bin
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
McAleer, Michael
22
Sentana, Enrique
22
Xiao, Zhijie
22
Brännäs, Kurt
21
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Journal of econometrics
7
CORE discussion paper : DP
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
CORE discussion papers : DP
3
Cambridge working papers in economics
2
Discussion papers in economics
2
Janeway Institute working paper series
2
Advances in econometrics
1
Annales d'économie et de statistique
1
Bayesian methods applied to time series data
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Econometric reviews
1
Econometric theory
1
Econometrics : open access journal
1
Econometrics papers
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of financial econometrics
1
LIDAM discussion paper CORE
1
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The econometrics journal
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ECONIS (ZBW)
50
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
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:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
4
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:
5
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
6
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
7
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
8
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
9
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
10
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
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