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subject:"Zeitreihenanalyse"
~person:"Haldrup, Niels"
~person:"Li, Degui"
~person:"Linton, Oliver"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Subject
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Zeitreihenanalyse
Stochastic process
Estimation theory
226
Schätztheorie
226
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
Time series analysis
74
Regression analysis
47
Regressionsanalyse
47
Estimation
41
Schätzung
41
Theorie
37
Theory
37
Correlation
21
Korrelation
21
Cointegration
16
Kointegration
15
Panel
13
Panel study
13
ARCH model
12
ARCH-Modell
12
Capital income
12
Kapitaleinkommen
12
Volatility
11
Volatilität
11
Börsenkurs
10
Share price
10
Sparsity
8
Statistical distribution
8
Statistische Verteilung
8
Factor analysis
7
Faktorenanalyse
7
Induktive Statistik
7
Market microstructure
7
Marktmikrostruktur
7
Semiparametric estimation
7
Statistical inference
7
Stochastischer Prozess
7
Forecasting model
6
Nichtlineare Regression
6
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Free
31
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12
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Book / Working Paper
48
Article
26
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Article in journal
27
Aufsatz in Zeitschrift
27
Graue Literatur
27
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24
Working Paper
24
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English
74
Author
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Haldrup, Niels
Li, Degui
Linton, Oliver
Phillips, Peter C. B.
107
Gao, Jiti
74
Koopman, Siem Jan
56
Johansen, Søren
43
Lütkepohl, Helmut
42
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
39
Teräsvirta, Timo
39
Kapetanios, George
33
Koop, Gary
31
Swanson, Norman R.
31
Engle, Robert F.
30
Harvey, Andrew C.
29
Pesaran, M. Hashem
28
Sibbertsen, Philipp
27
Lucas, André
26
Nelson, Daniel B.
26
Maravall Herrero, Agustín
25
McAleer, Michael
25
Peng, Bin
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Giraitis, Liudas
22
Gouriéroux, Christian
22
Hassler, Uwe
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Cavaliere, Giuseppe
21
Dong, Chaohua
21
Ghysels, Eric
20
Hendry, David F.
20
Sentana, Enrique
20
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European University Institute / Department of Economics
1
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Journal of econometrics
11
Working paper / Department of Econometrics and Business Statistics, Monash University
8
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Cambridge working papers in economics
5
Memo / Økonomisk Institut, Aarhus Universitet
4
EUI working paper / ECO
3
Econometric theory
3
Economics letters
3
CREATES research paper
2
Cowles Foundation discussion paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Tinbergen Institute
2
Discussion papers in economics
2
Janeway Institute working paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The econometrics journal
2
Cambridge-INET working papers
1
Cowles Foundation Discussion Paper
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Economics working paper
1
Handbook of financial time series
1
Journal of the American Statistical Association : JASA
1
PhD thesis / Department of Economics, University of Aarhus
1
Statistical papers
1
Working paper / Department of Economics, University of Aarhus
1
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
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ECONIS (ZBW)
74
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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
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
7
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
8
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
9
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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