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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~person:"Lucas, André"
~subject:"Factor analysis"
~subject:"Faktorenanalyse"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Factor analysis
Faktorenanalyse
Kapitaleinkommen
Time series analysis
Estimation theory
187
Schätztheorie
187
Nichtparametrisches Verfahren
86
Nonparametric statistics
86
Estimation
38
Schätzung
38
Theorie
36
Theory
36
Regression analysis
32
Regressionsanalyse
32
Volatility
17
Volatilität
17
ARCH model
16
ARCH-Modell
16
Correlation
16
Korrelation
16
Statistical distribution
14
Statistische Verteilung
14
Capital income
13
Börsenkurs
12
Share price
12
Forecasting model
11
Prognoseverfahren
11
Stochastic process
10
Stochastischer Prozess
10
Panel
8
Panel study
8
Market microstructure
7
Marktmikrostruktur
7
Portfolio selection
7
Portfolio-Management
7
Sparsity
7
Autocorrelation
6
Autokorrelation
6
Core
6
Einheitswurzeltest
6
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Online availability
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Free
34
Undetermined
16
Type of publication
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Book / Working Paper
39
Article
27
Type of publication (narrower categories)
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Graue Literatur
33
Non-commercial literature
33
Arbeitspapier
31
Working Paper
31
Article in journal
29
Aufsatz in Zeitschrift
29
Aufsatz im Buch
1
Book section
1
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Language
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English
66
Author
All
Linton, Oliver
Lucas, André
Phillips, Peter C. B.
96
Gao, Jiti
80
Koopman, Siem Jan
57
Kapetanios, George
44
Johansen, Søren
43
Lütkepohl, Helmut
42
Franses, Philip Hans
40
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
33
Koop, Gary
31
Swanson, Norman R.
31
Diebold, Francis X.
30
Harvey, Andrew C.
30
Sibbertsen, Philipp
30
Engle, Robert F.
27
Taylor, Robert
27
Watson, Mark W.
27
Li, Degui
26
Nelson, Daniel B.
26
Peng, Bin
26
Stock, James H.
26
Maravall Herrero, Agustín
25
Perron, Pierre
24
Härdle, Wolfgang
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Gouriéroux, Christian
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Granger, C. W. J.
21
Hassler, Uwe
21
Xiao, Zhijie
21
Cavaliere, Giuseppe
20
Ghysels, Eric
20
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Discussion paper / Tinbergen Institute
12
Journal of econometrics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cambridge working papers in economics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric theory
3
Econometrics papers
3
Econometric reviews
2
International journal of forecasting
2
Janeway Institute working paper series
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Cambridge-INET working papers
1
Cowles Foundation discussion paper
1
Discussion paper / LSE Financial Markets Group
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 empirical finance
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
NBP working paper
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Research paper series / Swiss Finance Institute
1
Sveriges Riksbank working paper series
1
Swiss Finance Institute Research Paper
1
The econometrics journal
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ECONIS (ZBW)
66
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
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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