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subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"CREATES research paper"
~subject:"Panel study"
~subject:"Regressionsanalyse"
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ARCH-Modell
Börsenkurs
Panel study
Regressionsanalyse
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
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Volatilität
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Cointegration
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Kointegration
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ARCH model
12
Statistical test
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Statistischer Test
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Bootstrap-Verfahren
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Induktive Statistik
10
Regression analysis
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Statistical inference
10
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United States
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Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
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VAR model
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VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
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Nichtlineare Regression
6
Nonlinear regression
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Teräsvirta, Timo
7
Silvennoinen, Annastiina
4
Callot, Laurent
2
Gørgens, Tue
2
Medeiros, Marcelo C.
2
Nielsen, Morten Ørregaard
2
Pedersen, Rasmus Søndergaard
2
Rahbek, Anders
2
Ventosa-Santaulària, Daniel
2
Würtz, Allan H.
2
Amado, Cristina
1
Andersen, Torben
1
Bredahl Kock, Anders
1
Caner, Mehmet
1
Catani, Paul
1
Cattaneo, Matias D.
1
Cavaliere, Giuseppe
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hillebrand, Eric
1
Holst Bache, Stefan
1
Jakobsen, Johan Stax
1
Jansson, Michael
1
Johansen, Søren
1
Kang, Jian
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Kock, Anders B.
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Kock, Anders Bredahl
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Kruse-Becher, Robinson
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Lange, Theis
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Newey, Whitney K.
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Nielsen, Bent
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Noël, Antoine L.
1
Osterrieder, Daniela
1
Riquelme, Juan Andres
1
Rodríguez-Caballero, Carlos Vladimir
1
Skeels, Christopher L.
1
Taylor, Robert
1
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CREATES research paper
Journal of econometrics
478
Economics letters
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Econometric theory
145
Econometric reviews
131
CEMMAP working papers / Centre for Microdata Methods and Practice
124
The econometrics journal
95
Journal of the American Statistical Association : JASA
94
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
81
Discussion paper / Tinbergen Institute
71
Discussion paper series / IZA
68
Working paper / Department of Econometrics and Business Statistics, Monash University
54
Cowles Foundation discussion paper
50
NBER Working Paper
48
Economic modelling
47
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
46
Discussion papers of interdisciplinary research project 373
46
Econometrics : open access journal
45
Applied economics letters
44
CESifo working papers
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
NBER working paper series
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Working paper
38
Cambridge working papers in economics
36
IZA Discussion Paper
35
Computational economics
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European journal of operational research : EJOR
34
International journal of forecasting
34
Discussion paper
33
Journal of risk and financial management : JRFM
33
Cowles Foundation Discussion Paper
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Applied economics
31
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion paper / Center for Economic Research, Tilburg University
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of forecasting
30
Journal of applied econometrics
27
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ECONIS (ZBW)
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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
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
6
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
7
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
8
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
9
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
10
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421766
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