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subject:"Germany"
subject:"Zins"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Germany
Zins
Monte Carlo simulation
Estimation theory
189
Schätztheorie
189
Time series analysis
65
Zeitreihenanalyse
65
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Estimation
41
Schätzung
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Regression analysis
28
Regressionsanalyse
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Panel study
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Bayes-Statistik
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Bayesian inference
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Theory
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Causality analysis
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Monte-Carlo-Simulation
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Statistical test
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Cointegration
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Kointegration
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VAR model
9
VAR-Modell
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Correlation
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Impact assessment
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Korrelation
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Method of moments
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Momentenmethode
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Statistical theory
8
Statistische Methodenlehre
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Wirkungsanalyse
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ARCH model
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ARCH-Modell
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Bootstrap approach
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Lechner, Michael
4
Martin, Gael M.
3
Zhang, Xibin
3
Audrino, Francesco
2
Corsi, Fulvio
2
Frazier, David T.
2
Gao, Jiti
2
Huber, Martin
2
King, Maxwell L.
2
Robert, Christian P.
2
Wunsch, Conny
2
Athanasopoulos, George
1
Cheng, Tingting
1
Forbes, Catherine Scipione
1
Hong, Han
1
Leung, Patrick
1
McCabe, Brendan Peter Martin
1
Mellace, Giovanni
1
Poskitt, Donald Stephen
1
Shang, Han Lin
1
Strittmatter, Anthony
1
Vahid, Farshid
1
Yao, Wenying
1
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Economics letters
24
Econometric reviews
23
Computational economics
22
Discussion paper / Tinbergen Institute
20
Working paper / National Bureau of Economic Research, Inc.
18
NBER Working Paper
17
Applied economics
16
Discussion paper series / IZA
16
Europäische Hochschulschriften / 5
16
Applied economics letters
14
Economic modelling
14
NBER working paper series
14
The econometrics journal
13
Discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Econometric theory
11
European journal of operational research : EJOR
10
Journal of the American Statistical Association : JASA
10
Reihe Quantitative Ökonomie : Ökon
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Discussion papers of interdisciplinary research project 373
9
Econometrics : open access journal
9
Journal of economic dynamics & control
9
Schriften zur angewandten Ökonometrie
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Kieler Arbeitspapiere
8
Working paper
8
IZA Discussion Paper
7
Oxford bulletin of economics and statistics
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
6
Applied financial economics
6
Diskussionsbeiträge / 2
6
Finance and economics discussion series
6
International journal of forecasting
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ECONIS (ZBW)
14
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1
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
3
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
4
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
5
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
6
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
7
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10010189540
Saved in:
8
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
9
Practical procedures to deal with common support problems in matching estimation
Lechner, Michael
;
Strittmatter, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010437515
Saved in:
10
The finite sample performance of estimators for mediation analysis under sequential conditional independence
Huber, Martin
;
Lechner, Michael
;
Mellace, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010437539
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