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subject:"Zeitreihenanalyse"
~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
36
Schätztheorie
36
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Time series analysis
17
Regression analysis
10
Regressionsanalyse
10
Correlation
8
Korrelation
8
Estimation
5
Schätzung
5
Semiparametric estimation
5
Sparsity
5
Cointegration
4
Kointegration
4
Uniform consistency
4
ARCH model
3
ARCH-Modell
3
Dynamic covariance matrix
3
MAMAR
3
Panel
3
Panel study
3
Sampling
3
Stochastic process
3
Stochastischer Prozess
3
Volatilität
3
ARMA model
2
ARMA-Modell
2
Bandwidth selection
2
Business network
2
Discrete regressors
2
Factor analysis
2
Faktorenanalyse
2
Kernel degeneracy
2
Kernel estimation
2
Kernel smoothing
2
Local linear smoothing
2
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Free
12
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8
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Book / Working Paper
12
Article
9
Type of publication (narrower categories)
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Article in journal
Non-commercial literature
Graue Literatur
12
Arbeitspapier
10
Working Paper
10
Aufsatz in Zeitschrift
9
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English
21
Author
All
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
Ghysels, Eric
21
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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Journal of econometrics
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
Discussion papers in economics
2
Econometric theory
2
Janeway Institute working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
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ECONIS (ZBW)
21
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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
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:
7
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:
8
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:
9
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
10
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
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