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type_genre:"Sammelwerk"
~person:"Breunig, Christoph"
~person:"Phillips, Peter C. B."
~person:"White, Halbert"
~person:"Zhang, Xinyu"
~subject:"Börsenkurs"
~subject:"Nichtparametrisches Verfahren"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Nichtparametrisches Verfahren
Schätztheorie
Estimation theory
163
Theorie
43
Theory
43
Time series analysis
37
Zeitreihenanalyse
37
Regression analysis
35
Regressionsanalyse
35
Nonparametric statistics
34
Modellierung
20
Scientific modelling
20
Estimation
19
Schätzung
19
Statistical test
18
Statistischer Test
18
Cointegration
14
Kointegration
14
Model averaging
11
Asymptotic optimality
10
Bayes-Statistik
10
Bayesian inference
10
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10
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10
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Panel study
10
Prognoseverfahren
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Statistical theory
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Autocorrelation
7
Autokorrelation
7
Bias
7
IV-Schätzung
7
Instrumental variables
7
Systematischer Fehler
7
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6
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6
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Breunig, Christoph
Phillips, Peter C. B.
White, Halbert
Zhang, Xinyu
Baltagi, Badi H.
65
Lee, Lung-fei
65
Linton, Oliver
64
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
49
Ullah, Aman
49
Tsionas, Efthymios G.
48
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Pesaran, M. Hashem
38
Wooldridge, Jeffrey M.
38
McAleer, Michael
36
Chen, Songnian
35
Simar, Léopold
35
Bera, Anil K.
33
Hahn, Jinyong
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Gouriéroux, Christian
32
Krämer, Walter
32
Lütkepohl, Helmut
32
Perron, Pierre
32
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Giles, David E. A.
29
Chen, Xiaohong
28
Westerlund, Joakim
28
Hendry, David F.
27
Schmidt, Peter
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
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Journal of econometrics
54
Econometric theory
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Economics letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Econometric reviews
6
The econometrics journal
6
Econometrics : open access journal
4
Oxford bulletin of economics and statistics
3
Quantitative economics : QE ; journal of the Econometric Society
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Advances in econometrics
1
Annals of economics and statistics
1
Economic modelling
1
Econométrie non linéaire asymptotique
1
European journal of operational research : EJOR
1
Finance research letters
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Operations research
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Testing integration and cointegration
1
The review of financial studies
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ECONIS (ZBW)
163
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Optimal model averaging for divergent-dimensional Poisson regressions
Zou, Jiahui
;
Wang, Wendun
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 775-805
Persistent link: https://www.econbiz.de/10013364906
Saved in:
4
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
5
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
Saved in:
6
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
7
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
8
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
9
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
10
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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