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subject:"Zeitreihenanalyse"
~person:"Leybourne, Stephen James"
~person:"Linton, Oliver"
~person:"Watson, Mark W."
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Kointegration
Estimation theory
101
Schätztheorie
101
Time series analysis
42
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Theorie
26
Theory
26
Regression analysis
17
Regressionsanalyse
17
Estimation
11
Schätzung
11
Statistical test
9
Statistischer Test
9
Structural break
9
Strukturbruch
9
Einheitswurzeltest
8
Unit root test
8
ARCH model
6
ARCH-Modell
6
Correlation
5
Induktive Statistik
5
Korrelation
5
Statistical distribution
5
Statistical inference
5
Statistische Verteilung
5
Cointegration
4
Forecasting model
4
Prognoseverfahren
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Semiparametric estimation
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Statistical theory
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Statistische Methodenlehre
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USA
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United States
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English
44
Author
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Leybourne, Stephen James
Linton, Oliver
Watson, Mark W.
Phillips, Peter C. B.
38
Taylor, Robert
20
Johansen, Søren
19
Teräsvirta, Timo
18
Harvey, Andrew C.
17
Lütkepohl, Helmut
17
Chambers, Marcus J.
16
Gao, Jiti
16
Perron, Pierre
15
Hassler, Uwe
13
Kumar, Dilip
13
Robinson, Peter M.
13
Maheswaran, S.
12
Baillie, Richard
11
Granger, C. W. J.
11
Hendry, David F.
11
Kapetanios, George
11
Koop, Gary
11
Mills, Terence C.
11
Tauchen, George Eugene
11
Xiao, Zhijie
11
Chan, Ngai Hang
10
Engle, Robert F.
10
Li, Qi
10
Nielsen, Morten Ørregaard
10
Pesaran, M. Hashem
10
Sun, Yixiao
10
Westerlund, Joakim
10
Zhu, Ke
10
Bauwens, Luc
9
Cavaliere, Giuseppe
9
Chen, Xiaohong
9
Demetrescu, Matei
9
Franses, Philip Hans
9
Ghysels, Eric
9
Harvey, David I.
9
Koopman, Siem Jan
9
Li, Degui
9
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Journal of econometrics
17
Econometric theory
6
Economics letters
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Advances in economics and econometrics ; Volume 2
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
Handbook of financial time series
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
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ECONIS (ZBW)
44
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44
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1
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
2
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:
3
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:
4
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
5
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
6
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
7
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
8
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
Saved in:
9
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Saved in:
10
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
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