//--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bauwens, Luc"
~person:"Tsai, Chih-Ling"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
7
Schätztheorie
7
Correlation
4
Korrelation
4
Estimation
3
High-dimensional data
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
Regressionsanalyse
2
Statistical test
2
Statistischer Test
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Adjacency matrix
1
Aktienmarkt
1
Australia
1
Australien
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian information criterion
1
Bias-corrected test
1
Börsenkurs
1
CAPM
1
Conditional alpha test
1
Consumption theory
1
Covariance estimation
1
Covariance models with general linear structure
1
Covariance regression network model
1
Diagonality test
1
Diverging parameters
1
Dynamic conditional correlations
1
Extended Bayesian information criteria
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Non-commercial literature
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Bauwens, Luc
Tsai, Chih-Ling
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
5
Ahn, Hyungtaik
4
Caner, Mehmet
4
Ghysels, Eric
4
Gospodinov, Nikolaj
4
Härdle, Wolfgang
4
Ichimura, Hidehiko
4
Li, Dong
4
Liesenfeld, Roman
4
Ling, Shiqing
4
Powell, James
4
Ruud, Paul Arthur
4
Zhang, Xinyu
4
Bollerslev, Tim
3
Cai, Zongwu
3
Cheung, Yin-Wong
3
Fan, Jianqing
3
Franses, Philip Hans
3
González-Rivera, Gloria
3
Hall, Alastair R.
3
Han, Xu
3
Hansen, Bruce E.
3
Hsu, Yu-Chin
3
Huber, Martin
3
Kong, Xinbing
3
Koop, Gary
3
Li, Degui
3
Li, Deyuan
3
Lieli, Robert P.
3
Lucas, André
3
Lütkepohl, Helmut
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CORE discussion paper : DP
8
CORE discussion papers : DP
6
Journal of econometrics
5
Annales d'économie et de statistique
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
Discussion papers / UCL, Département des Sciences Economiques
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of financial econometrics
1
L'hétérogénéité en économétrie : numéro spécial
1
LIDAM discussion paper CORE
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
2
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
3
Covariance matrix estimation via network structure
Lan, Wei
;
Fang, Zheng
;
Wang, Hansheng
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
Saved in:
4
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
5
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
Saved in:
6
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
7
Estimating end-use demand : a Bayesian approach
Bauwens, Luc
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001167109
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->