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subject:"Estimation theory"
type_genre:"Government document"
~person:"Ghysels, Eric"
~subject:"1989-1991"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
1989-1991
Schätztheorie
23
Theorie
15
Theory
15
Time series analysis
8
Zeitreihenanalyse
8
Volatility
6
Volatilität
6
Saisonale Schwankungen
4
Seasonal variations
4
Statistical theory
4
Statistische Methodenlehre
4
Estimation
3
Sampling
3
Schätzung
3
Simulation
3
Stichprobenerhebung
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
CAPM
2
Causality analysis
2
Financial market
2
Finanzmarkt
2
Granger causality test
2
Kausalanalyse
2
Regression analysis
2
Regressionsanalyse
2
Statistical test
2
Statistischer Test
2
1967-1990
1
1992-1993
1
ARCH model
1
ARCH-Modell
1
Affine jump-diffusion model
1
Börsenkurs
1
Capital income
1
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1
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Article
20
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3
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Government document
Article in journal
Aufsatz in Zeitschrift
20
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
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3
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Language
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English
22
French
1
Author
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Ghysels, Eric
Phillips, Peter C. B.
90
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
48
Gouriéroux, Christian
47
Tsionas, Efthymios G.
47
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Pesaran, M. Hashem
38
Wooldridge, Jeffrey M.
38
McAleer, Michael
36
Chen, Songnian
35
Simar, Léopold
35
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Hahn, Jinyong
32
Perron, Pierre
32
Zakoïan, Jean-Michel
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Francq, Christian
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Florens, Jean-Pierre
27
Zhang, Xinyu
27
Hansen, Bruce E.
26
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
International economic review
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
The review of economics and statistics
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ECONIS (ZBW)
23
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23
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1
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
2
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
3
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
4
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
5
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
6
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-261
Persistent link: https://www.econbiz.de/10008839957
Saved in:
7
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:
8
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:
9
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
10
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:
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