//--> //--> //--> //-->
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
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:"High dimensional"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
165
Theory
161
Schätztheorie
134
Estimation theory
132
Time series analysis
103
Zeitreihenanalyse
103
Schätzung
98
Estimation
97
Regression analysis
92
Regressionsanalyse
92
Prognoseverfahren
80
Forecasting model
79
High-dimensional data
73
Factor analysis
56
Faktorenanalyse
56
high-dimensional data
48
Lasso
36
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Induktive Statistik
35
Panel
35
Panel study
35
Statistical inference
35
Correlation
33
Korrelation
33
Statistical test
31
Statistischer Test
31
Volatility
30
Volatilität
30
Capital income
29
Kapitaleinkommen
29
Portfolio selection
28
Portfolio-Management
28
Modellierung
25
High-dimensional time series
24
Scientific modelling
24
sparsity
24
high-dimensional models
22
High dimensional data
21
VAR model
21
more ...
less ...
Online availability
All
Undetermined
323
Free
315
Type of publication
All
Article
370
Book / Working Paper
293
Other
1
Type of publication (narrower categories)
All
Article in journal
258
Aufsatz in Zeitschrift
258
Working Paper
215
Graue Literatur
144
Non-commercial literature
144
Arbeitspapier
140
Article
6
Aufsatz im Buch
5
Book section
5
Thesis
4
research-article
3
Hochschulschrift
2
Case study
1
Conference paper
1
Fallstudie
1
Forschungsbericht
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
520
Undetermined
144
Author
All
Chernozhukov, Victor
22
Belloni, Alexandre
18
Gao, Jiti
18
Portugal, Pedro
18
Pesaran, M. Hashem
17
Hallin, Marc
16
Hansen, Christian Bailey
14
Linton, Oliver
13
Kock, Anders Bredahl
11
Dong, Chaohua
10
Giannone, Domenico
10
Kozbur, Damian
10
Bailey, Natalia
9
Chudik, Alexander
9
Hansen, Christian
9
Raposo, Pedro
9
Lan, Wei
8
Mazur, Stepan
8
Addison, John T.
7
Bai, Jushan
7
Barigozzi, Matteo
7
Bodnar, Taras
7
Guimarães, Paulo
7
Honda, Toshio
7
Liao, Yuan
7
Smith, L. Vanessa
7
Fan, Jianqing
6
Härdle, Wolfgang
6
Javed, Farrukh
6
Medeiros, Marcelo C.
6
Smeekes, Stephan
6
Baltagi, Badi H.
5
Carneiro, Anabela
5
Kao, Chihwa
5
Larch, Mario
5
Newey, Whitney K.
5
Nibbering, Didier
5
Phillips, Peter C. B.
5
Raknerud, Arvid
5
Schienle, Melanie
5
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Institute for the Study of Labor (IZA)
4
C.E.P.R. Discussion Papers
3
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
3
HAL
3
CESifo
2
European Central Bank
2
Tinbergen Instituut
2
Banque de France
1
Berkeley Electronic Press
1
Center for Policy Research, Maxwell School
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre for Microdata Methods and Practice (CEMMAP)
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, European University Institute
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
1
Faculdade de Economia, Universidade do Porto
1
Faculty of Economics, University of Cambridge
1
Federal Reserve Bank of Philadelphia
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
Institutt for samfunnsøkonomi, Norges Handelshøyskole (NHH)
1
Latvijas Banka
1
National Bureau of Economic Research
1
Rimini Centre for Economic Analysis (RCEA)
1
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Statistisk Sentralbyrå, Government of Norway
1
Tilburg University, Center for Economic Research
1
Tinbergen Institute
1
University of Bonn, Germany
1
University of Toronto, Department of Economics
1
Université Paris-Dauphine (Paris IX)
1
more ...
less ...
Published in...
All
Journal of econometrics
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of Multivariate Analysis
28
CEMMAP working papers / Centre for Microdata Methods and Practice
18
cemmap working paper
18
Computational Statistics & Data Analysis
17
IZA Discussion Papers
15
International journal of forecasting
13
Working paper / Department of Econometrics and Business Statistics, Monash University
11
CESifo working papers
10
ECARES working paper
10
Econometric reviews
10
Working Paper
10
CESifo Working Paper
8
Operations research
8
Discussion paper series / IZA
7
The econometrics journal
7
Cambridge working papers in economics
6
Working paper
6
CREATES Research Papers
5
Computational Statistics
5
Discussion paper / Tinbergen Institute
5
Economic modelling
5
MPRA Paper
5
Quantitative finance
5
Statistics & Probability Letters
5
Discussion papers / Graduate School of Economics, Hitotsubashi University
4
European journal of operational research : EJOR
4
Journal of financial econometrics
4
SFB 649 Discussion Paper
4
SFB 649 discussion paper
4
Tinbergen Institute Discussion Paper
4
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Working papers
4
CEPR Discussion Papers
3
CREATES research paper
3
Data science and service research discussion paper
3
Economics letters
3
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
3
IRTG 1792 Discussion Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
416
RePEc
154
EconStor
81
Other ZBW resources
7
BASE
6
Showing
71
-
80
of
664
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Tangency portfolio weights under a skew-normal model in small and large dimensions
Javed, Farrukh
;
Mazur, Stepan
;
Thorsén, Erik
- In:
Journal of the Operational Research Society
75
(
2024
)
7
,
pp. 1395-1406
Persistent link: https://www.econbiz.de/10014555921
Saved in:
72
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Hediger, Simon
;
Näf, Jeffrey
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014578530
Saved in:
73
Two-directional simultaneous inference for
high-dimensional
models
Liu, Wei
;
Lin, Huazhen
;
Liu, Jin
;
Zheng, Shurong
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 298-309
Persistent link: https://www.econbiz.de/10014449931
Saved in:
74
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
75
A
high-dimensional
multinomial logit model
Nibbering, Didier
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 481-497
Persistent link: https://www.econbiz.de/10014517502
Saved in:
76
Sample and computationally efficient stochastic kriging in high dimensions
Ding, Liang
;
Zhang, Xiaowei
- In:
Operations research
72
(
2024
)
2
,
pp. 660-683
Persistent link: https://www.econbiz.de/10014520867
Saved in:
77
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
78
On the efficiency of the newly proposed convex Olanrewaju-Olanrewaju (Lo-oλγ(|θ|)) penalized regression-type estimator via GLMs technique
Olanrewaju, Rasaki Olawale
;
Olanrewaju, Sodiq Adejare
- In:
Estudios de economía aplicada : revista promovida por …
42
(
2024
)
1
,
pp. 112-133
Persistent link: https://www.econbiz.de/10014526510
Saved in:
79
Adaptive testing for alphas in
high-dimensional
factor pricing models
Xia, Qiang
;
Zhang, Xianyang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 640-653
Persistent link: https://www.econbiz.de/10015053435
Saved in:
80
The likelihood ratio test for structural changes in factor models
Bai, Jushan
;
Duan, Jiangtao
;
Han, Xu
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015073952
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->