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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~person:"Schmidt, Peter"
~subject:"Kapitaleinkommen"
~subject:"Sparsity"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Sparsity
Theorie
Estimation theory
90
Schätztheorie
90
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Theory
27
Time series analysis
20
Regression analysis
17
Regressionsanalyse
17
Estimation
13
Schätzung
13
Technical efficiency
8
Technische Effizienz
8
Panel
6
Panel study
6
Statistical distribution
6
Statistische Verteilung
6
ARCH model
5
ARCH-Modell
5
Correlation
5
Korrelation
5
Production function
5
Produktionsfunktion
5
Semiparametric estimation
5
Statistical test
4
Statistischer Test
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Capital income
3
Induktive Statistik
3
Panel data
3
Statistical error
3
Statistical inference
3
Statistischer Fehler
3
Stochastic process
3
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3
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3
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4
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Article
44
Book / Working Paper
4
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
48
Graue Literatur
27
Non-commercial literature
27
Arbeitspapier
23
Working Paper
23
Aufsatz im Buch
1
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1
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English
48
Author
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Linton, Oliver
Schmidt, Peter
Phillips, Peter C. B.
49
Andrews, Donald W. K.
30
Baltagi, Badi H.
30
Li, Qi
30
Newey, Whitney K.
27
McAleer, Michael
26
Pesaran, M. Hashem
25
Lütkepohl, Helmut
23
Gouriéroux, Christian
22
Leybourne, Stephen James
22
Ohtani, Kazuhiro
22
Perron, Pierre
22
Robinson, Peter M.
22
Ullah, Aman
22
Giles, David E. A.
20
Krämer, Walter
20
Teräsvirta, Timo
19
Granger, C. W. J.
18
Horowitz, Joel
18
Johansen, Søren
18
King, Maxwell L.
18
Taylor, Robert
18
Baillie, Richard
17
Hassler, Uwe
17
Lee, Lung-fei
17
Bera, Anil K.
16
Chambers, Marcus J.
16
Hahn, Jinyong
16
Harvey, Andrew C.
16
Hendry, David F.
16
Srivastava, Virendra K.
16
Tauchen, George Eugene
16
Wooldridge, Jeffrey M.
16
Ghysels, Eric
15
Hsiao, Cheng
15
Bai, Jushan
14
Kelejian, Harry H.
14
Koop, Gary
14
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Journal of econometrics
17
Econometric theory
8
Cambridge working papers in economics
4
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
Journal of productivity analysis
3
Cambridge-INET working papers
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Oxford bulletin of economics and statistics
1
Special issue on panel data analysis
1
Testing integration and cointegration
1
The econometrics journal
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ECONIS (ZBW)
48
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48
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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
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:
5
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
6
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
7
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
8
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:
9
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:
10
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
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