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subject:"Deutschland"
subject:"Schätzung"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Schätzung
ARCH model
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
216
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatility
116
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
Statistical distribution
59
Statistische Verteilung
59
IV-Schätzung
57
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Online availability
All
Undetermined
171
Type of publication
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Article
250
Book / Working Paper
1
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
251
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
251
Author
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Francq, Christian
10
Todorov, Viktor
8
Tauchen, George Eugene
7
Zakoïan, Jean-Michel
7
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Linton, Oliver
5
Phillips, Peter C. B.
5
Li, Guodong
4
Lu, Xun
4
Su, Liangjun
4
White, Halbert
4
Zhu, Ke
4
Baltagi, Badi H.
3
Cai, Zongwu
3
Callaway, Brantly
3
Hsiao, Cheng
3
Li, Dong
3
Li, Yingying
3
Park, Joon Y.
3
Shephard, Neil G.
3
Sun, Yiguo
3
Wang, Fa
3
Wang, Yazhen
3
Ai, Chunrong
2
Andersen, Torben
2
Barigozzi, Matteo
2
Bertanha, Marinho
2
Bollerslev, Tim
2
Chen, Heng
2
Chen, Xiaohong
2
Chiang, Harold D.
2
Choi, Yongok
2
Christensen, Bent Jesper
2
Davis, Richard A.
2
Fan, Jianqing
2
Fan, Yanqin
2
Fang, Ying
2
Fernández-Val, Iván
2
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
123
Econometric reviews
65
Econometric theory
61
Applied economics letters
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Economic modelling
56
Applied economics
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
41
The econometrics journal
40
Journal of banking & finance
33
International journal of forecasting
31
Journal of empirical finance
31
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrics : open access journal
28
Journal of forecasting
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of the American Statistical Association : JASA
27
International journal of economics and financial issues : IJEFI
25
Computational economics
23
Finance research letters
23
Journal of financial econometrics
23
The review of economics and statistics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Energy economics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of risk and financial management : JRFM
19
European journal of operational research : EJOR
18
Insurance / Mathematics & economics
17
Journal of risk
17
Journal of economic dynamics & control
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of international money and finance
14
The empirical economics letters : a monthly international journal of economics
14
The European journal of finance
13
The journal of real estate finance and economics
13
American journal of agricultural economics
12
Journal of productivity analysis
12
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ECONIS (ZBW)
251
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1
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:
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
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
6
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:
7
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:
8
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
9
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
10
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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