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subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~subject:"Regressionsanalyse"
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ARCH-Modell
Börsenkurs
Regressionsanalyse
Estimation theory
1,775
Schätztheorie
1,775
Theorie
386
Theory
386
Zeitreihenanalyse
368
Time series analysis
367
Nichtparametrisches Verfahren
332
Nonparametric statistics
332
Regression analysis
278
Estimation
234
Schätzung
230
Statistical test
162
Statistischer Test
162
Panel
160
Panel study
160
Volatility
131
Volatilität
131
Method of moments
103
Momentenmethode
102
Induktive Statistik
92
Statistical inference
92
Maximum likelihood estimation
89
Maximum-Likelihood-Schätzung
89
Autocorrelation
83
Autokorrelation
83
Bootstrap approach
82
Bootstrap-Verfahren
82
Forecasting model
82
Prognoseverfahren
82
Cointegration
77
Kointegration
76
Stochastic process
76
Stochastischer Prozess
76
Instrumental variables
69
Statistical distribution
65
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65
ARCH model
62
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60
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Francq, Christian
10
Chen, Songnian
8
Teräsvirta, Timo
8
Zakoïan, Jean-Michel
7
Lee, Ji Hyung
6
Linton, Oliver
6
Phillips, Peter C. B.
6
Su, Liangjun
6
Sun, Yiguo
6
Taylor, Robert
6
Todorov, Viktor
6
Cai, Zongwu
5
Demetrescu, Matei
5
Li, Jia
5
Li, Qi
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Tu, Yundong
5
Zhu, Ke
5
Breunig, Christoph
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Hansen, Christian Bailey
4
Kim, Donggyu
4
Li, Degui
4
Medeiros, Marcelo C.
4
Pedersen, Rasmus Søndergaard
4
Rahbek, Anders
4
Rodrigues, Paulo M. M.
4
Sasaki, Yuya
4
Silvennoinen, Annastiina
4
Simoni, Anna
4
Xu, Ke-Li
4
Yu, Ping
4
Andersen, Torben
3
Andreou, Elena
3
Bertanha, Marinho
3
Escanciano, Juan Carlos
3
Fan, Jianqing
3
Galvão Júnior, Antônio Fialho
3
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CREATES research paper
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Econometric theory
125
Economics letters
117
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Journal of the American Statistical Association : JASA
91
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
81
Econometric reviews
80
The econometrics journal
68
Discussion paper / Tinbergen Institute
55
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
46
Discussion papers of interdisciplinary research project 373
44
Cowles Foundation discussion paper
43
Discussion paper series / IZA
43
NBER Working Paper
41
Econometrics : open access journal
36
Economic modelling
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
NBER working paper series
33
International journal of forecasting
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
European journal of operational research : EJOR
31
Cowles Foundation Discussion Paper
29
Journal of forecasting
29
Journal of risk and financial management : JRFM
29
Working paper
28
Computational economics
27
SFB 649 discussion paper
27
Applied economics letters
26
Discussion paper / Center for Economic Research, Tilburg University
24
IZA Discussion Paper
24
Journal of empirical finance
24
KBI
24
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
23
Insurance / Mathematics & economics
23
Journal of banking & finance
23
Cambridge working papers in economics
22
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ECONIS (ZBW)
366
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
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
Saved in:
6
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
7
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
8
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
9
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:
10
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
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