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subject:"Frankreich"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Frankreich
Schätzung
Statistical test
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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29
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Book / Working Paper
29
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Arbeitspapier
29
Graue Literatur
29
Non-commercial literature
29
Working Paper
29
Language
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English
29
Author
All
Kristensen, Dennis
5
Teräsvirta, Timo
5
Nielsen, Morten Ørregaard
4
Silvennoinen, Annastiina
3
Taylor, Robert
3
Caner, Mehmet
2
Cattaneo, Matias D.
2
Cavaliere, Giuseppe
2
Crump, Richard K.
2
Jansson, Michael
2
Kock, Anders Bredahl
2
Bu, Ruijun
1
Bugni, Federico A.
1
Callot, Laurent
1
Carlini, Federico
1
Casas, Isabel
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Grassi, Stefano
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hillebrand, Eric
1
Iacone, Fabrizio
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Lahiri, Soumendra
1
Lunde, Asger
1
MacKinnon, James G.
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
Orbe-Mandaluniz, Susan
1
Posch, Olaf
1
Rahbek, Anders
1
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Published in...
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CREATES research paper
Journal of econometrics
344
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
148
Econometric reviews
106
CEMMAP working papers / Centre for Microdata Methods and Practice
89
Applied economics letters
68
Econometric theory
67
Discussion paper series / IZA
64
Economic modelling
61
The econometrics journal
61
NBER Working Paper
56
Discussion paper / Tinbergen Institute
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
NBER working paper series
50
Applied economics
46
Working paper
45
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Journal of applied econometrics
44
Quantitative economics : QE ; journal of the Econometric Society
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Cowles Foundation discussion paper
40
Econometrics : open access journal
40
Discussion paper
39
Journal of the American Statistical Association : JASA
36
IZA Discussion Paper
35
Working paper / National Bureau of Economic Research, Inc.
35
CESifo working papers
34
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
Journal of banking & finance
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Discussion papers / CEPR
27
Journal of financial econometrics
27
Cowles Foundation Discussion Paper
26
International journal of forecasting
25
Cambridge working papers in economics
24
Discussion papers of interdisciplinary research project 373
24
Journal of empirical finance
24
Discussion paper / Center for Economic Research, Tilburg University
23
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ECONIS (ZBW)
29
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
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:
6
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:
7
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
8
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
9
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
10
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
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