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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~subject:"Panel"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Panel
Volatility
Estimation theory
1,638
Schätztheorie
1,638
Theorie
368
Theory
368
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Time series analysis
308
Regression analysis
268
Regressionsanalyse
268
Estimation
216
Schätzung
212
Panel study
156
Statistical test
150
Statistischer Test
150
Volatilität
116
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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504
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500
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8
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English
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Phillips, Peter C. B.
14
Su, Liangjun
10
Todorov, Viktor
10
Linton, Oliver
9
Taylor, Robert
9
Baltagi, Badi H.
8
Gao, Jiti
8
Robinson, Peter M.
8
Andersen, Torben
7
Leybourne, Stephen James
7
Li, Jia
7
Tauchen, George Eugene
7
Bai, Jushan
6
Francq, Christian
6
Hsiao, Cheng
6
Li, Kunpeng
6
Peng, Bin
6
Pesaran, M. Hashem
6
Sun, Yixiao
6
Zhu, Ke
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Lee, Lung-fei
5
Li, Qi
5
Li, Yingying
5
Mykland, Per A.
5
Ng, Serena
5
Schmidt, Peter
5
Xiao, Zhijie
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Cai, Zongwu
4
Chambers, Marcus J.
4
Dong, Chaohua
4
Harvey, David I.
4
Li, Dong
4
Li, Guodong
4
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Journal of econometrics
Economics letters
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
197
Econometric theory
188
Econometric reviews
149
Discussion paper / Tinbergen Institute
123
Working paper / Department of Econometrics and Business Statistics, Monash University
82
The econometrics journal
81
Applied economics letters
70
International journal of forecasting
70
CREATES research paper
68
Journal of forecasting
62
Econometrics : open access journal
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
NBER Working Paper
57
Economic modelling
55
CEMMAP working papers / Centre for Microdata Methods and Practice
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Cowles Foundation discussion paper
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Applied economics
47
Computational economics
42
CESifo working papers
41
Journal of applied econometrics
41
Journal of time series econometrics
41
NBER working paper series
41
Journal of the American Statistical Association : JASA
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of empirical finance
38
Oxford bulletin of economics and statistics
36
Discussion paper series / IZA
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
EUI working paper / ECO
33
Working paper
32
Working paper series
32
Cambridge working papers in economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
SFB 649 discussion paper
31
Working paper / National Bureau of Economic Research, Inc.
30
Discussion paper
29
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ECONIS (ZBW)
505
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
4
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
5
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
6
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
7
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
8
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
9
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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