//--> //--> //--> //-->
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
language:"eng"
subject:"Prognoseverfahren"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Maximum likelihood estimation"
~subject:"Statistical inference"
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
Prognoseverfahren
Maximum likelihood estimation
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
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
more ...
less ...
Online availability
All
Undetermined
15
Free
1
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
Author
All
Abbara, Omar
1
Anatolyev, Stanislav
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Chen, Haiqiang
1
Cheng, Jie
1
Chong, Terence Tai-Leung
1
Daníelsson, Jón
1
Donayre, Luiggi
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Eo, Yunjong
1
Escribano, Álvaro
1
Fergusson, Kevin
1
Hadri, Kaddour
1
Huang, Xiao
1
Kristensen, Johannes Tang
1
Lahiri, Kajal
1
Licht, Adrian
1
Liu, Wei
1
Maynard, Alex S.
1
Morley, James C.
1
Niu, Wei-fang
1
Paccagnini, Alessia
1
Psaradakis, Zacharias G.
1
Sola, Martin
1
Spagnolo, Fabio
1
Staněk, Filip
1
Wong, Tsz-Nga
1
Yan, Isabel K. M.
1
Yang, Liu
1
Zevallos, Mauricio
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
226
International journal of forecasting
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Journal of forecasting
75
CEMMAP working papers / Centre for Microdata Methods and Practice
64
Economics letters
59
Discussion paper / Tinbergen Institute
49
Journal of the American Statistical Association : JASA
41
Econometric reviews
40
Econometric theory
40
The econometrics journal
38
Cowles Foundation Discussion Paper
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
CREATES research paper
26
Cowles Foundation discussion paper
26
Insurance / Mathematics & economics
25
Quantitative economics : QE ; journal of the Econometric Society
22
European journal of operational research : EJOR
21
Working paper
21
CESifo working papers
20
NBER Working Paper
20
Computational economics
19
Discussion paper series / IZA
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Econometrics : open access journal
18
NBER working paper series
18
Journal of empirical finance
16
Applied economics
15
Economic modelling
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Discussion paper
14
Journal of financial econometrics
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Applied economics letters
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Finance research letters
13
Journal of applied econometrics
13
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion papers / CEPR
12
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
3
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:
4
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:
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
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
Saved in:
9
A non-linear forecast combination procedure for binary outcomes
Lahiri, Kajal
;
Yang, Liu
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 421-440
Persistent link: https://www.econbiz.de/10011649134
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->