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subject:"Börsenkurs"
subject:"Derivat"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Derivat
Cointegration
Estimation theory
1,653
Schätztheorie
1,653
Theorie
369
Theory
369
Zeitreihenanalyse
314
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Time series analysis
313
Regression analysis
269
Regressionsanalyse
269
Estimation
222
Schätzung
218
Panel
158
Panel study
158
Statistical test
150
Statistischer Test
150
Volatility
119
Volatilität
119
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
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82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
77
Prognoseverfahren
77
Bootstrap approach
72
Bootstrap-Verfahren
72
Instrumental variables
69
Kointegration
65
Statistical distribution
61
Statistische Verteilung
61
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
60
Kausalanalyse
60
IV-Schätzung
58
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121
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Phillips, Peter C. B.
6
Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Gao, Jiti
3
Hualde, Javier
3
Tu, Yundong
3
Wang, Qiying
3
Wang, Yazhen
3
Andersen, Torben
2
Chambers, Marcus J.
2
Clinet, Simon
2
Georgiev, Iliyan
2
Hualde, J.
2
Johansen, Søren
2
Khalaf, Lynda
2
Lee, Ji Hyung
2
Li, Degui
2
Li, Yingying
2
Liu, Ruipeng
2
Mykland, Per A.
2
Narayan, Paresh Kumar
2
Paruolo, Paolo
2
Potiron, Yoann
2
Robinson, Peter M.
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Taylor, Robert
2
Urga, Giovanni
2
Varneskov, Rasmus Tangsgaard
2
Wagner, Martin
2
Xiao, Zhijie
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Akker, Ramon van den
1
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Journal of econometrics
Journal of international financial markets, institutions & money
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
29
Econometric theory
28
Econometric reviews
27
Economic modelling
24
Econometrics : open access journal
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Discussion paper / Tinbergen Institute
19
CREATES research paper
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Applied economics letters
17
International journal of economics and financial issues : IJEFI
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Cowles Foundation discussion paper
16
Applied economics
15
Journal of banking & finance
14
The econometrics journal
14
Journal of empirical finance
12
Quantitative finance
12
CESifo working papers
11
Cambridge working papers in economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Working paper
11
Cowles Foundation Discussion Paper
10
Journal of forecasting
10
NBER Working Paper
10
NBER working paper series
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International journal of economics and finance
9
International journal of forecasting
9
Journal of applied econometrics
9
EUI working paper / ECO
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of risk and financial management : JRFM
8
Oxford bulletin of economics and statistics
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Working paper series
8
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ECONIS (ZBW)
121
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
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:
3
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
Saved in:
4
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
5
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
6
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
7
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
8
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
9
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
10
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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