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subject:"Zeitreihenanalyse"
~person:"Li, Degui"
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Stochastic process
Estimation theory
265
Schätztheorie
265
Nichtparametrisches Verfahren
128
Nonparametric statistics
128
Time series analysis
75
Regression analysis
57
Regressionsanalyse
57
Theorie
48
Theory
48
Estimation
44
Schätzung
43
Correlation
24
Korrelation
24
Panel
20
Panel study
20
ARCH model
15
ARCH-Modell
15
Cointegration
14
Kointegration
14
Volatility
13
Volatilität
13
Capital income
12
Kapitaleinkommen
12
Börsenkurs
10
Share price
10
Induktive Statistik
9
Statistical distribution
9
Statistical inference
9
Statistical test
9
Statistische Verteilung
9
Statistischer Test
9
Sparsity
8
Autocorrelation
7
Autokorrelation
7
Factor analysis
7
Faktorenanalyse
7
Market microstructure
7
Marktmikrostruktur
7
Semiparametric estimation
7
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Free
35
Undetermined
14
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Book / Working Paper
43
Article
32
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32
Aufsatz in Zeitschrift
32
Graue Literatur
26
Non-commercial literature
26
Arbeitspapier
23
Working Paper
23
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2
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2
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English
75
Author
All
Li, Degui
Linton, Oliver
Robinson, Peter M.
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
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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Suntory and Toyota International Centres for Economics and Related Disciplines
1
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Journal of econometrics
15
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Cambridge working papers in economics
5
Econometric theory
5
Econometrics papers
5
Cowles Foundation discussion paper
2
Discussion papers in economics
2
Janeway Institute working paper series
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
The econometrics journal
2
The review of economic studies
2
CREATES research paper
1
Cambridge-INET working papers
1
Cowles Foundation Discussion Paper
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
LSE STICERD Research Paper
1
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ECONIS (ZBW)
75
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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
Saved in:
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