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subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~person:"Li, Degui"
~person:"Linton, Oliver"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Stochastic process
Estimation theory
224
Schätztheorie
224
Nichtparametrisches Verfahren
109
Nonparametric statistics
109
Time series analysis
81
Regression analysis
49
Regressionsanalyse
49
Estimation
39
Schätzung
39
Theorie
32
Theory
32
Correlation
22
Korrelation
22
ARCH model
14
ARCH-Modell
14
Statistical distribution
14
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14
Capital income
13
Kapitaleinkommen
13
Panel
13
Panel study
13
Volatility
13
Volatilität
13
Börsenkurs
11
Share price
11
Cointegration
10
Kointegration
10
Statistical test
9
Statistischer Test
9
Sparsity
8
Core
7
Factor analysis
7
Faktorenanalyse
7
Forecasting model
7
Induktive Statistik
7
Market microstructure
7
Marktmikrostruktur
7
Prognoseverfahren
7
Semiparametric estimation
7
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Free
35
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14
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44
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37
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36
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80
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Harvey, Andrew C.
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
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
Haldrup, Niels
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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Journal of econometrics
12
Cambridge working papers in economics
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Econometric theory
4
Cowles Foundation discussion paper
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
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2
International journal of forecasting
2
Janeway Institute working paper series
2
The econometrics journal
2
Advanced texts in econometrics
1
Advances in econometrics
1
An Elgar reference collection
1
CREATES research paper
1
Cambridge-INET working papers
1
Covid economics : vetted and real-time papers
1
Cowles Foundation Discussion Paper
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
Econometrics papers
1
Economics letters
1
Growth and cycle in the Euro-zone
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
LSE handbooks in economics
1
Lehr- und Handbücher der Statistik
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
On modelling the long run in applied economics
1
Research memorandum series / Tinbergen Instituut
1
SERIEs : Journal of the Spanish Economic Association
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
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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
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
6
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:
7
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:
8
A farewell to R : time series models for tracking and forecasting epidemics
Harvey, Andrew C.
;
Kattuman, Paul A.
- In:
Covid economics : vetted and real-time papers
(
2020
)
51
,
pp. 36-73
Persistent link: https://www.econbiz.de/10012311883
Saved in:
9
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:
10
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
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