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language:"eng"
subject:"Prognoseverfahren"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Markov-Kette"
~subject:"Statistical inference"
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Prognoseverfahren
Markov-Kette
Statistical inference
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
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Regressionsanalyse
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Cointegration
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Kointegration
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Statistical test
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Statistischer Test
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Capital income
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Kapitaleinkommen
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Markov chain
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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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Statistical distribution
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Statistische Verteilung
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Structural break
7
Strukturbruch
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VAR model
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VAR-Modell
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English
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Abbara, Omar
1
Anatolyev, Stanislav
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Byoung Hark Yoo
1
Chen, Haiqiang
1
Cheng, Jie
1
Chevallier, Julien
1
Chong, Terence Tai-Leung
1
De Angelis, Luca
1
Donayre, Luiggi
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Eo, Yunjong
1
Escribano, Álvaro
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Hu, Liang
1
Jensen, Mark J.
1
Kristensen, Johannes Tang
1
Lahiri, Kajal
1
Licht, Adrian
1
Liu, Wei
1
Maynard, Alex S.
1
Morley, James C.
1
Paccagnini, Alessia
1
Psaradakis, Zacharias G.
1
Shang, Han Lin
1
Shang, Yuhuang
1
Shin, Yongcheol
1
Sola, Martin
1
Spagnolo, Fabio
1
Staněk, Filip
1
Viroli, Cinzia
1
Wang, Xia
1
Wong, Tsz-Nga
1
Yan, Isabel K. M.
1
Yang, Liu
1
Zevallos, Mauricio
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
171
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of forecasting
76
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Economics letters
41
Econometric theory
33
Discussion paper / Tinbergen Institute
32
Journal of the American Statistical Association : JASA
32
The econometrics journal
32
Cowles Foundation Discussion Paper
31
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Econometric reviews
28
Cowles Foundation discussion paper
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
CREATES research paper
20
Quantitative economics : QE ; journal of the Econometric Society
19
European journal of operational research : EJOR
18
Insurance / Mathematics & economics
18
NBER working paper series
18
Working paper
18
Journal of empirical finance
16
Computational economics
15
NBER Working Paper
15
CESifo working papers
14
Discussion paper series / IZA
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Econometrics : open access journal
13
Finance research letters
13
Journal of financial econometrics
13
Journal of banking & finance
12
Working papers / Rutgers University, Department of Economics
12
Econometrics papers
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of applied econometrics
11
Quantitative finance
11
Applied economics
10
Applied economics letters
10
Discussion paper
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
Donayre, Luiggi
;
Eo, Yunjong
;
Morley, James C.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011886522
Saved in:
7
Estimation and inference of threshold regression models with measurement errors
Chong, Terence Tai-Leung
;
Chen, Haiqiang
;
Wong, Tsz-Nga
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011897392
Saved in:
8
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:
9
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
10
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
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