//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Francq, Christian"
~person:"Hualde, Javier"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
30
Schätztheorie
30
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Theorie
8
Theory
8
ARCH model
7
ARCH-Modell
7
Time series analysis
7
Zeitreihenanalyse
7
Regression analysis
6
Regressionsanalyse
6
Asymptotic normality
2
Volatility
2
Volatilität
2
consistency
2
deterministic trend
2
fractional process
2
generalized polynomial trend
2
noninvertibility
2
nonstationarity
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Core
1
Correlation
1
Dynamic covariance matrix
1
Estimation
1
IV-Schätzung
1
Induktive Statistik
1
Instrumental variables
1
Korrelation
1
MAMAR
1
Method of moments
1
Momentenmethode
1
Probability theory
1
Robust statistics
1
Robustes Verfahren
1
more ...
less ...
Online availability
All
Undetermined
8
Free
4
Type of publication
All
Article
26
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
Author
All
Francq, Christian
Hualde, Javier
Hyndman, Rob J.
Linton, Oliver
Phillips, Peter C. B.
22
Nielsen, Morten Ørregaard
18
Johansen, Søren
15
Jansson, Michael
12
Kristensen, Dennis
12
Lee, Lung-fei
12
Teräsvirta, Timo
11
Cattaneo, Matias D.
10
Saikkonen, Pentti
10
Abadir, Karim Maher
9
Cavaliere, Giuseppe
9
Li, Qi
9
White, Halbert
9
Andrews, Donald W. K.
8
Bravo, Francesco
8
Chen, Songnian
8
Gao, Jiti
8
Li, Degui
8
Newey, Whitney K.
8
Pötscher, Benedikt M.
8
Taylor, Robert
8
Chan, Ngai Hang
7
Horváth, Lajos
7
Jong, Robert M. de
7
Kanaya, Shin
7
Marsh, Patrick W. N.
7
Otsu, Taisuke
7
Podolskij, Mark
7
Rahbek, Anders
7
Smith, Richard J.
7
Varneskov, Rasmus Tangsgaard
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
7
Chambers, Marcus J.
6
Chen, Jia
6
Christensen, Bent Jesper
6
Hahn, Jinyong
6
Hansen, Bruce E.
6
Knight, John L.
6
more ...
less ...
Published in...
All
CREATES research paper
Discussion papers in economics
Econometric theory
Journal of time series econometrics
Journal of econometrics
34
Working paper / Department of Econometrics and Business Statistics, Monash University
25
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Cambridge working papers in economics
18
Econometrics papers
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Cambridge-INET working papers
7
Econometric reviews
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
International journal of forecasting
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Cowles Foundation discussion paper
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
Janeway Institute working paper series
3
Journal of the American Statistical Association : JASA
3
Working paper series
3
Boston College working papers in economics
2
CORE discussion papers : DP
2
Discussion paper / LSE Financial Markets Group
2
Discussion papers in economics / Nuffield College
2
Handbook of financial time series
2
LSE STICERD Research Paper
2
Queen's Economics Department working paper
2
Working paper / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Quantitative economics : QE ; journal of the Econometric Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
4
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/10011941318
Saved in:
5
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
6
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
7
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
8
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011318412
Saved in:
9
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
10
An almost closed form estimator for the EGARCH model
Hafner, Christian M.
;
Linton, Oliver
- In:
Econometric theory
33
(
2017
)
4
,
pp. 1013-1038
Persistent link: https://www.econbiz.de/10011810237
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->