//--> //--> //--> //-->
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:"Journal of econometrics"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~person:"Pesaran, M. Hashem"
~person:"Zakoïan, Jean-Michel"
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
Schätztheorie
Estimation theory
18
ARCH model
7
ARCH-Modell
7
Time series analysis
6
Zeitreihenanalyse
6
Estimation
5
Schätzung
5
Panel
4
Panel study
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Risikomaß
3
Risk measure
3
Simulation
3
VAR model
3
VAR-Modell
3
Börsenkurs
2
Dynamic portfolio
2
Filtered historical simulation
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Input-Output-Analyse
2
Input-output analysis
2
Method of moments
2
Momentenmethode
2
Multivariate Analyse
2
Multivariate analysis
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Quasi-maximum likelihood
2
Share price
2
Strict stationarity
2
Theorie
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
17
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Conference paper
1
Konferenzbeitrag
1
Language
All
English
18
Author
All
Pesaran, M. Hashem
Zakoïan, Jean-Michel
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Urga, Giovanni
16
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Pittis, Nikitas
13
Caporale, Guglielmo Maria
12
Fan, Yanqin
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Banerjee, Anindya
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Magnus, Jan R.
8
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Centre for Economic Forecasting
CESifo working papers
29
DAE working paper
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
CESifo Working Paper Series
13
Cambridge working papers in economics
13
USC-INET Research Paper
10
CESifo Working Paper
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Econometric theory
6
Economics letters
6
Globalization and Monetary Policy Institute Working Paper
5
Journal of applied econometrics
5
Discussion paper series / IZA
4
IZA Discussion Paper
4
Journal of the American Statistical Association : JASA
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
CORE discussion paper : DP
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics reprint / University of Cambridge, Department of Applied Economics
3
Oxford bulletin of economics and statistics
3
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Econometric reviews
2
Globalization Institute Working Paper
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The economic journal : the journal of the Royal Economic Society
2
Working paper
2
Working paper series
2
Working papers in economics and econometrics
2
A World Bank study
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
CAFE Research Paper
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Department of Economics working paper series
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / School of Economics, The University of New South Wales
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
2
Estimation and inference in spatial models with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012619251
Saved in:
3
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
4
Econometric analysis of production networks with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 507-541
Persistent link: https://www.econbiz.de/10012483410
Saved in:
5
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
6
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
7
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Saved in:
8
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
Saved in:
9
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
10
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->