//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Deutschland"
type_genre:"Sammelwerk"
~person:"Ghysels, Eric"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Estimation theory
Theorie
52
Theory
52
Time series analysis
18
Zeitreihenanalyse
18
Saisonale Schwankungen
13
Seasonal variations
13
Estimation
12
Schätztheorie
12
Schätzung
12
Volatility
10
Volatilität
10
Forecasting model
8
Prognoseverfahren
8
USA
7
United States
7
Statistical theory
6
Statistische Methodenlehre
6
CAPM
5
Econometrics
5
Regression analysis
5
Regressionsanalyse
5
Ökonometrie
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Kapitaleinkommen
4
Stochastic process
4
Stochastischer Prozess
4
Business cycle
3
Börsenkurs
3
Financial market
3
Finanzmarkt
3
Konjunktur
3
Market microstructure
3
Marktmikrostruktur
3
Method of moments
3
Momentenmethode
3
Share price
3
Simulation
3
more ...
less ...
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Sammelwerk
Aufsatz in Zeitschrift
Article in journal
13
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Amtsdruckschrift
3
Government document
3
Collection of articles of several authors
1
more ...
less ...
Language
All
English
12
French
1
Author
All
Ghysels, Eric
Andrews, Donald W. K.
30
Phillips, Peter C. B.
29
Newey, Whitney K.
28
Bruhn, Manfred
27
Albach, Horst
26
Baltagi, Badi H.
25
Li, Qi
25
Pesaran, M. Hashem
25
Meffert, Heribert
24
Ohtani, Kazuhiro
21
Krämer, Walter
20
Giles, David E. A.
19
Homburg, Christian
19
McAleer, Michael
19
Ullah, Aman
19
Gouriéroux, Christian
18
Horowitz, Joel
18
Granger, C. W. J.
17
King, Maxwell L.
17
Lee, Lung-fei
17
Robinson, Peter M.
17
Schmidt, Peter
17
Hahn, Jinyong
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Bai, Jushan
14
Berthold, Norbert
14
Godfrey, L. G.
14
Hill, Rufus Carter
14
Kelejian, Harry H.
14
Lütkepohl, Helmut
14
Zimmermann, Klaus F.
14
Ahlert, Dieter
13
Bera, Anil K.
13
Franses, Philip Hans
13
Hendry, David F.
13
Härdle, Wolfgang
13
Linton, Oliver
13
Rilstone, Paul
13
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
International economic review
2
Journal of econometrics
2
Annales d'économie et de statistique
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
L' Actualité économique : revue trimest.
1
Special section on small-sample properties of generalized method of moments (GMM)
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
2
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
3
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
4
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
Saved in:
5
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
6
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
7
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
8
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->