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subject:"Zeitreihenanalyse"
~person:"Ghysels, Eric"
~person:"Li, Degui"
~person:"Mykland, Per A."
~subject:"Kapitaleinkommen"
~subject:"Stichprobenerhebung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Stichprobenerhebung
Volatility
Estimation theory
86
Schätztheorie
86
Time series analysis
33
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Theorie
24
Theory
24
Volatilität
17
Regression analysis
13
Regressionsanalyse
13
Estimation
12
Sampling
12
Schätzung
12
Correlation
9
Korrelation
9
Market microstructure
9
Marktmikrostruktur
9
Capital income
8
Cointegration
6
Kointegration
6
Statistical theory
6
Statistische Methodenlehre
6
Stochastic process
6
Stochastischer Prozess
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
CAPM
5
Saisonale Schwankungen
5
Seasonal variations
5
Semiparametric estimation
5
Share price
5
Sparsity
5
Asynchronous times
4
Financial market
4
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4
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Article
34
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25
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Article in journal
Non-commercial literature
Aufsatz in Zeitschrift
34
Graue Literatur
25
Arbeitspapier
23
Working Paper
23
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2
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English
58
French
1
Author
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Ghysels, Eric
Li, Degui
Mykland, Per A.
Phillips, Peter C. B.
59
Gao, Jiti
53
Koopman, Siem Jan
42
Linton, Oliver
37
Teräsvirta, Timo
37
Johansen, Søren
36
Lütkepohl, Helmut
35
Nielsen, Morten Ørregaard
34
Kapetanios, George
29
Franses, Philip Hans
27
Taylor, Robert
27
Lucas, André
26
Sibbertsen, Philipp
24
Pesaran, M. Hashem
23
Swanson, Norman R.
23
Härdle, Wolfgang
22
Koop, Gary
22
Maravall Herrero, Agustín
22
Gouriéroux, Christian
21
Peng, Bin
21
Chambers, Marcus J.
20
Diebold, Francis X.
20
Harvey, Andrew C.
20
Bauwens, Luc
19
Leybourne, Stephen James
18
Kumar, Dilip
17
McAleer, Michael
17
Nielsen, Bent
17
Sentana, Enrique
17
Tauchen, George Eugene
17
Andersen, Torben
16
Brännäs, Kurt
16
Cavaliere, Giuseppe
16
Maheswaran, S.
16
Perron, Pierre
16
Todorov, Viktor
16
Baillie, Richard
15
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Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Econometric theory
4
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers in economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Janeway Institute working paper series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Technical working paper / National Bureau of Economic Research
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
Journal of the American Statistical Association : JASA
1
L' Actualité économique : revue trimest.
1
SFB 649 discussion paper
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Staff working paper / Bank of Canada
1
The econometrics journal
1
The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
59
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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
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:
4
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
5
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
6
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
7
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
8
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
9
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
10
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
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