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Estimation
Nichtparametrisches Verfahren
221
Nonparametric statistics
221
Theorie
202
Theory
202
Estimation theory
188
Schätztheorie
188
Time series analysis
82
Zeitreihenanalyse
82
Schätzung
80
Regression analysis
75
Regressionsanalyse
75
Volatility
44
Volatilität
44
ARCH model
39
ARCH-Modell
39
Stochastic process
39
Stochastischer Prozess
39
Börsenkurs
36
Share price
36
Statistical test
34
Statistischer Test
34
Statistical distribution
33
Statistische Verteilung
33
Panel
32
Panel study
32
Forecasting model
31
Prognoseverfahren
31
Bootstrap approach
30
Bootstrap-Verfahren
30
Capital income
28
Kapitaleinkommen
28
Core
22
Method of moments
22
Momentenmethode
22
Market microstructure
20
Marktmikrostruktur
20
Correlation
19
Korrelation
19
Aktienmarkt
17
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Free
57
Undetermined
11
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Book / Working Paper
65
Article
15
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Graue Literatur
49
Non-commercial literature
49
Arbeitspapier
40
Working Paper
40
Article in journal
19
Aufsatz in Zeitschrift
19
Conference paper
1
Konferenzbeitrag
1
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Language
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English
80
Author
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Linton, Oliver
65
Lewbel, Arthur
12
Linton, Oliver B.
12
Gao, Jiti
11
Boneva, Lena
6
Koo, Bonsoo
6
Vogt, Michael
6
Schneeberger, Stefan
5
Cheng, Tingting
4
Jacho-Chávez, David
4
Ma, Shujie
4
Tang, Haihan
4
Xiao, Zhijie
4
Yi, Yanping
4
Zhang, Zheng
4
Ai, Chunrong
3
Atak, Alev
3
Auld, Tom
3
Chen, Xiaohong
3
Escanciano, Juan Carlos
3
Hafner, Christian M.
3
Hoderlein, Stefan
3
Hodgson, Douglas J.
3
Kalnina, Ilze
3
La Vecchia, Davide
3
Peng, Bin
3
Srisuma, Sorawoot
3
Vorkink, Keith
3
Chen, Jia
2
Elliott, David
2
Ghosh, Anisha
2
Kaminska, Iryna
2
Körber, Lena
2
Li, Shaoran
2
McLaren, Nick
2
Morley, Ben
2
Motegi, Kaiji
2
Whang, Yoon-Jae
2
Ashby, Michael F.
1
Aït-Sahalia, Yacine
1
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Boston College / Department of Economics
2
Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Cambridge working papers in economics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Journal of econometrics
9
Cambridge-INET working papers
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Boston College working papers in economics
5
Janeway Institute working paper series
4
LSE STICERD Research Paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion paper series / LSE Financial Markets Group
2
Econometrics papers
2
Bank of England Working Paper
1
CORE discussion papers : DP
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
Journal of applied econometrics
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
SRC special paper
1
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1
Staff working papers / Bank of England
1
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1
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Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
2
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
-
2015
Persistent link: https://www.econbiz.de/10011419314
Saved in:
3
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
4
Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375855
Saved in:
5
Nonparametric Euler equation identification and estimation
Lewbel, Arthur
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008666379
Saved in:
6
Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David
;
Lewbel, Arthur
;
Linton, Oliver
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 392-407
Persistent link: https://www.econbiz.de/10008648803
Saved in:
7
Semiparametric estimation of locally stationary diffusion models
Koo, Bonsoo
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649301
Saved in:
8
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev
;
Linton, Oliver
;
Xiao, Zhijie
-
2010
Persistent link: https://www.econbiz.de/10008737919
Saved in:
9
Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003387569
Saved in:
10
Nonparametric matching and efficient estimators of homothetically separable functions
Lewbel, Arthur
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003874980
Saved in:
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