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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"CAPM"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
CAPM
Stochastic process
Estimation theory
90
Schätztheorie
90
Theorie
53
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53
Time series analysis
22
USA
11
United States
11
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10
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Stock, James H.
5
Nelson, Daniel B.
3
Watson, Mark W.
3
Diebold, Francis X.
2
Elliott, Graham
2
Singleton, Kenneth J.
2
West, Kenneth D.
2
Altonji, Joseph G.
1
Aït-Sahalia, Yacine
1
Beaulieu, J. Joseph
1
Brandt, Michael W.
1
Campbell, John Y.
1
Canjels, Eugene
1
Christoffersen, Peter F.
1
Duffie, Darrell
1
Engle, Robert F.
1
Foster, Dean P.
1
Friedman, Milton
1
García López, José A.
1
Hansen, Lars Peter
1
Kim, Chang-jin
1
Leamer, Edward E.
1
Miron, Jeffrey A.
1
Mykland, Per A.
1
Nelson, Charles R.
1
Newey, Whitney K.
1
Ng, Victor K.
1
Quah, Danny
1
Rothenberg, Thomas J.
1
Rothschild, Michael
1
Santa-Clara, Pedro
1
Segal, Lewis M.
1
Stambaugh, Robert F.
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Wilcox, David W.
1
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Technical working paper / National Bureau of Economic Research
Journal of econometrics
359
Econometric theory
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
Economics letters
147
Discussion paper / Tinbergen Institute
104
Econometric reviews
96
CREATES research paper
69
International journal of forecasting
64
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Journal of forecasting
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
50
NBER Working Paper
50
Econometrics : open access journal
49
Cowles Foundation discussion paper
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Economic modelling
43
The econometrics journal
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
40
Journal of the American Statistical Association : JASA
39
Applied economics
38
Computational economics
37
Journal of empirical finance
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Journal of applied econometrics
35
NBER working paper series
35
SFB 649 discussion paper
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
EUI working paper / ECO
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
LSE STICERD Research Paper
25
NBER technical working paper series
25
Oxford bulletin of economics and statistics
25
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ECONIS (ZBW)
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1
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
3
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
4
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
;
Wilcox, David W.
-
1995
Persistent link: https://www.econbiz.de/10000934955
Saved in:
5
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
6
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920888
Saved in:
7
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
-
1994
Persistent link: https://www.econbiz.de/10000920895
Saved in:
8
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
-
1994
Persistent link: https://www.econbiz.de/10000920915
Saved in:
9
Asymptotically optimal smoothing with arch models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920975
Saved in:
10
Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G.
-
1994
Persistent link: https://www.econbiz.de/10000889238
Saved in:
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