//--> //--> //--> //-->
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
~subject:"Estimation theory"
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:"Long run variance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Schätztheorie
31
Time series analysis
23
Zeitreihenanalyse
23
Statistical test
15
Statistischer Test
15
Long-run variance
14
long-run variance
12
Asymptotic expansion
9
HAC estimator
9
Long run variance estimator
9
Market frictions
8
Quadratic variation
8
Realised variance
8
Long run variance
7
Volatility
7
Volatilität
7
long run variance
7
Autocorrelation
6
Autokorrelation
6
Bias
5
F distribution
5
F-distribution
5
Forecasting model
5
Prognoseverfahren
5
long run variance estimation
5
Cointegration
4
Long-run variance estimation
4
Misspecification
4
Regression analysis
4
Regressionsanalyse
4
Robust standard error
4
Structural break
4
Strukturbruch
4
Einheitswurzeltest
3
Estimation
3
HAC estimation
3
Heteroscedasticity
3
Heteroskedastizität
3
Irregular functional
3
more ...
less ...
Online availability
All
Free
13
Undetermined
13
Type of publication
All
Article
19
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Graue Literatur
12
Non-commercial literature
12
Arbeitspapier
11
Working Paper
11
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
31
Author
All
Sun, Yixiao
6
Iacone, Fabrizio
4
Phillips, Peter C. B.
4
Casini, Alessandro
2
Chen, Xiaohong
2
Coroneo, Laura
2
Hualde, Javier
2
Kara, Alper
2
Kheifets, Igor L.
2
Liao, Zhipeng
2
Tunç, Gül Ipek
2
Belotti, Federico
1
Carrion i Silvestre, Josep Lluís
1
Catania, Leopoldo
1
Fu, Zhonghao
1
Gadea, María Dolores
1
Grassi, Stefano
1
Gupta, Abhimanyu
1
Harvey, David I.
1
Hong, Yongmiao
1
Ikeda, Shin S.
1
Kheifets, Igor
1
Kojevnikov, Denis
1
Kruse, Robinson
1
Lazarus, Eben
1
Leschinski, Christian
1
Lewis, Daniel J.
1
Leybourne, Stephen James
1
Linton, Oliver
1
Moon, Hyungsik Roger
1
Okui, Ryo
1
Park, Sujin
1
Pellatt, Daniel
1
Pellatt, Daniel F.
1
Perron, Benoit
1
Perron, Pierre
1
Seo, Myung Hwan
1
Shao, Xiaofeng
1
Song, Kyungchul
1
Stock, James H.
1
more ...
less ...
Institution
All
University of California, San Diego / Department of Economics
1
Published in...
All
Journal of econometrics
6
Discussion papers in economics
3
Economics letters
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cowles Foundation discussion paper
2
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
Discussion paper / LSE Financial Markets Group
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
ERC working papers in economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of Joon Y. Park : econometric theory
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Mineral economics : raw materials report
1
Recent work / Department of Economics, UC San Diego
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust inference on infinite and growing dimensional time-series regression
Gupta, Abhimanyu
;
Seo, Myung Hwan
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
4
,
pp. 1333-1361
Persistent link: https://www.econbiz.de/10014365440
Saved in:
2
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
Casini, Alessandro
-
2022
Persistent link: https://www.econbiz.de/10013255861
Saved in:
3
Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
-
2021
Persistent link: https://www.econbiz.de/10012817692
Saved in:
4
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
5
Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes
Kara, Alper
;
Yıldırım, Dilem
;
Tunç, Gül Ipek
-
2021
Persistent link: https://www.econbiz.de/10013550334
Saved in:
6
Market efficiency in non-renewable resource markets : evidence from stationarity tests with structural changes
Kara, Alper
;
Yildirim, Dilem
;
Tunç, Gül Ipek
- In:
Mineral economics : raw materials report
36
(
2023
)
2
,
pp. 279-290
Persistent link: https://www.econbiz.de/10014251404
Saved in:
7
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
8
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
Saved in:
9
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
10
Some impossibility results for inference with cluster dependence with large clusters
Kojevnikov, Denis
;
Song, Kyungchul
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471511
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->