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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Autocorrelation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Autocorrelation
Statistical distribution
Estimation theory
101
Schätztheorie
101
Time series analysis
49
Zeitreihenanalyse
49
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
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Statistical test
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Statistischer Test
11
Nichtparametrisches Verfahren
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Nonparametric statistics
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Capital income
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Kapitaleinkommen
9
Markov chain
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Markov-Kette
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Stochastic process
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Stochastischer Prozess
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Forecasting model
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Monte Carlo simulation
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Monte-Carlo-Simulation
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cointegration
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Nichtlineare Regression
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Nonlinear regression
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Statistische Verteilung
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Structural break
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Strukturbruch
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Bekiros, Stelios
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
Enders, Walter
1
Falk, Barry
1
Hafner, Christian M.
1
Huang, Xiao
1
Kok Haur Ng
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Lee, Kyungsub
1
Li, Jing
1
Lu, Renjie
1
Maringer, Dietmar G.
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Meyer, Mark
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Paccagnini, Alessia
1
Peiris, Shelton
1
Pérez, Ana
1
Schweikert, Karsten
1
Siklos, Pierre L.
1
Thanakorn Nitithumbundit
1
Viroli, Cinzia
1
Wang, Cindy Shin-Huei
1
Yu, Philip L. H.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
133
Econometric reviews
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Economics letters
40
Insurance / Mathematics & economics
29
The econometrics journal
20
Econometric theory
18
European journal of operational research : EJOR
14
International journal of forecasting
14
Computational economics
11
Journal of financial econometrics
11
Finance research letters
10
Applied economics
9
Economic modelling
8
Regional science & urban economics
8
Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of mathematical finance
7
Journal of risk
7
Journal of time series econometrics
7
Journal of empirical finance
6
Journal of forecasting
6
Operations research
6
Quantitative finance
6
Scandinavian actuarial journal
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Journal of quantitative economics
5
The journal of operational risk
5
Astin bulletin : the journal of the International Actuarial Association
4
Computational Management Science : CMS
4
Essays in honor of Joon Y. Park : econometric theory
4
Journal of banking & finance
4
Operations research letters
4
Robustness in econometrics
4
Spatial economic analysis : the journal of the Regional Studies Association
4
The European journal of finance
4
Discussion paper / Centre for Economic Policy Research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometrics : open access journal
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1
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
2
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
3
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
4
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
5
A simple solution of the spurious regression problem
Wang, Cindy Shin-Huei
;
Hafner, Christian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011897483
Saved in:
6
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca
;
Viroli, Cinzia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Saved in:
7
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
8
Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
Saved in:
9
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios
;
Paccagnini, Alessia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
Saved in:
10
Quasi-maximum likelihood estimation of multivariate diffusions
Huang, Xiao
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10009739597
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