//--> //--> //--> //-->
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:"Economic modelling"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Time series analysis"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Time series analysis
Estimation theory
809
Schätztheorie
809
Theorie
301
Theory
301
Zeitreihenanalyse
148
Nichtparametrisches Verfahren
116
Nonparametric statistics
116
Estimation
115
Schätzung
114
Regression analysis
96
Regressionsanalyse
96
Statistical test
75
Statistischer Test
75
Panel
71
Panel study
71
Volatilität
44
Cointegration
39
Method of moments
39
Momentenmethode
39
Kointegration
38
Autocorrelation
37
Autokorrelation
37
Monte Carlo simulation
37
Monte-Carlo-Simulation
37
Statistical theory
37
Statistische Methodenlehre
37
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
36
Simulation
35
Statistical distribution
34
Statistische Verteilung
34
Stochastic process
34
Stochastischer Prozess
34
Bootstrap approach
33
Bootstrap-Verfahren
33
ARCH model
32
ARCH-Modell
32
Modellierung
29
more ...
less ...
Online availability
All
Undetermined
79
Free
5
Type of publication
All
Article
138
Book / Working Paper
34
Type of publication (narrower categories)
All
Article in journal
140
Aufsatz in Zeitschrift
140
Arbeitspapier
31
Working Paper
31
Graue Literatur
26
Non-commercial literature
26
Amtsdruckschrift
21
Government document
21
Collection of articles of several authors
2
Sammelwerk
2
Rezension
1
more ...
less ...
Language
All
English
172
Author
All
Gouriéroux, Christian
8
Jasiak, Joann
5
Teräsvirta, Timo
5
Guégan, Dominique
4
Kumar, Dilip
4
Maasoumi, Esfandiar
4
Baltagi, Badi H.
3
Broze, Laurence
3
Comte, Fabienne
3
Hendry, David F.
3
Maheswaran, S.
3
Zakoïan, Jean-Michel
3
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Cubadda, Gianluca
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
2
Fermanian, Jean-David
2
Francq, Christian
2
Gao, Jiti
2
Ghysels, Eric
2
Guerre, Emmanuel
2
Hardouin, C.
2
Hsiao, Cheng
2
Kapetanios, George
2
Kilian, Lutz
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Lucas, André
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Monfort, Alain
2
Raïssi, Hamdi
2
Scaillet, Olivier
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Spanos, Aris
2
Triacca, Umberto
2
Xu, Weijun
2
more ...
less ...
Published in...
All
Economic modelling
Econometric reviews
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
368
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
153
Discussion paper / Tinbergen Institute
106
International journal of forecasting
69
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
53
Econometrics : open access journal
51
NBER Working Paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
The econometrics journal
43
Cowles Foundation discussion paper
42
Journal of time series econometrics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Journal of empirical finance
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
35
Journal of applied econometrics
33
EUI working paper / ECO
32
SFB 649 discussion paper
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
NBER working paper series
30
Working paper / National Bureau of Economic Research, Inc.
25
Working paper series
25
Oxford bulletin of economics and statistics
24
Technical working paper / National Bureau of Economic Research
24
Discussion paper / Center for Economic Research, Tilburg University
23
LSE STICERD Research Paper
23
NBER technical working paper series
23
Umeå economic studies
23
Discussion paper / Centre for Economic Forecasting
22
more ...
less ...
Source
All
ECONIS (ZBW)
172
Showing
1
-
10
of
172
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
4
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
7
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
8
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
9
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
10
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->