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subject:"Zeitreihenanalyse"
~person:"Ghysels, Eric"
~person:"Li, Degui"
~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
68
Schätztheorie
68
Time series analysis
28
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Theorie
19
Theory
19
Regression analysis
12
Regressionsanalyse
12
Estimation
10
Schätzung
10
Volatilität
10
Correlation
8
Korrelation
8
Cointegration
6
Kointegration
6
Sampling
6
Statistical theory
6
Statistische Methodenlehre
6
Stochastic process
6
Stochastischer Prozess
6
Saisonale Schwankungen
5
Seasonal variations
5
Semiparametric estimation
5
Sparsity
5
ARCH model
4
ARCH-Modell
4
CAPM
4
Capital income
4
Financial market
4
Finanzmarkt
4
Panel
4
Panel study
4
USA
4
Uniform consistency
4
United States
4
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Free
15
Undetermined
13
Type of publication
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Article
22
Book / Working Paper
20
Type of publication (narrower categories)
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Article in journal
Non-commercial literature
Aufsatz in Zeitschrift
22
Graue Literatur
20
Arbeitspapier
18
Working Paper
18
Amtsdruckschrift
2
Aufsatz im Buch
2
Book section
2
Government document
2
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Language
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English
41
French
1
Author
All
Ghysels, Eric
Li, Degui
Phillips, Peter C. B.
59
Gao, Jiti
52
Koopman, Siem Jan
42
Linton, Oliver
37
Teräsvirta, Timo
37
Johansen, Søren
36
Lütkepohl, Helmut
35
Nielsen, Morten Ørregaard
34
Kapetanios, George
28
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
Chambers, Marcus J.
20
Harvey, Andrew C.
20
Bauwens, Luc
19
Diebold, Francis X.
19
Leybourne, Stephen James
18
Peng, Bin
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
Mykland, Per A.
16
Perron, Pierre
16
Todorov, Viktor
16
Blasques, Francisco
15
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Published in...
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Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric theory
4
Working paper / Department of Econometrics and Business Statistics, Monash University
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
Janeway Institute working paper series
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
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 financial econometrics : official journal of the Society for Financial Econometrics
1
L' Actualité économique : revue trimest.
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
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ECONIS (ZBW)
42
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42
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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
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:
5
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:
6
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:
7
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:
8
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
-
2014
-
Rev .
Persistent link: https://www.econbiz.de/10010231623
Saved in:
9
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
2014
Persistent link: https://www.econbiz.de/10010411292
Saved in:
10
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
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