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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~subject:"Time series analysis"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Schätzung
Time series analysis
Volatilität
Estimation theory
739
Schätztheorie
739
Theorie
216
Theory
216
Zeitreihenanalyse
199
Estimation
147
Nichtparametrisches Verfahren
130
Nonparametric statistics
130
USA
105
United States
104
Regression analysis
100
Regressionsanalyse
100
Volatility
57
Statistical test
55
Statistischer Test
55
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Induktive Statistik
52
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52
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45
Panel study
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Correlation
39
Korrelation
39
ARCH model
37
ARCH-Modell
37
Bootstrap approach
37
Bootstrap-Verfahren
37
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
36
Stochastic process
33
Stochastischer Prozess
33
Capital income
32
Kapitaleinkommen
32
Method of moments
29
Momentenmethode
29
Statistical theory
29
Statistische Methodenlehre
29
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Aufsatz in Zeitschrift
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Graue Literatur
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Non-commercial literature
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English
313
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Nielsen, Morten Ørregaard
13
Teräsvirta, Timo
9
Johansen, Søren
8
Kristensen, Dennis
6
Su, Liangjun
6
Taylor, Robert
6
Gao, Jiti
5
Cavaliere, Giuseppe
4
Ghysels, Eric
4
Podolskij, Mark
4
Andersen, Torben
3
Bauwens, Luc
3
Christensen, Kim
3
Ergemen, Yunus Emre
3
Franses, Philip Hans
3
Hsu, Yu-Chin
3
Kruse, Robinson
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Nielsen, Bent
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Tjostheim, Dag
3
Tsay, Ruey S.
3
Ullah, Aman
3
Amado, Cristina
2
Bera, Anil K.
2
Bollerslev, Tim
2
Caner, Mehmet
2
Casas, Isabel
2
Christensen, Bent Jesper
2
Demetrescu, Matei
2
Einmahl, John H. J.
2
Engle, Robert F.
2
Escanciano, Juan Carlos
2
Ferreira, Eva
2
Fiebig, Denzil G.
2
González-Rivera, Gloria
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CREATES research paper
Journal of econometrics
510
Economics letters
237
Econometric theory
183
Econometric reviews
131
Discussion paper / Tinbergen Institute
124
Applied economics letters
97
NBER Working Paper
88
Working paper / Department of Econometrics and Business Statistics, Monash University
81
International journal of forecasting
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Economic modelling
73
NBER working paper series
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
Applied economics
69
Journal of forecasting
69
Journal of applied econometrics
67
Econometrics : open access journal
66
The econometrics journal
65
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Discussion paper series / IZA
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Journal of the American Statistical Association : JASA
56
Working paper / National Bureau of Economic Research, Inc.
55
Working paper
50
Cowles Foundation discussion paper
49
Journal of empirical finance
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Discussion paper
46
Computational economics
45
Journal of banking & finance
42
CESifo working papers
41
Journal of time series econometrics
41
SFB 649 discussion paper
39
Quantitative economics : QE ; journal of the Econometric Society
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Working paper series
35
EUI working paper / ECO
34
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ECONIS (ZBW)
313
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1
No-crossing single-index quantile regression curve estimation
Jiang, Rong
;
Yu, Keming
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 309-320
Persistent link: https://www.econbiz.de/10014448153
Saved in:
2
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
4
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
5
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
6
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
7
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
8
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
9
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
10
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
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