//--> //--> //--> //-->
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:"Großbritannien"
subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Journal of time series econometrics"
~subject:"Statistical test"
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:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Volatilität
Statistical test
Estimation theory
56
Schätztheorie
56
Time series analysis
37
Zeitreihenanalyse
37
ARCH model
9
ARCH-Modell
9
Einheitswurzeltest
9
Statistischer Test
9
Unit root test
9
Structural break
8
Strukturbruch
8
ARMA model
6
ARMA-Modell
6
Cointegration
6
Forecasting model
6
Kointegration
6
Prognoseverfahren
6
Estimation
5
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
VAR model
4
VAR-Modell
4
cointegration
4
Autocorrelation
3
Autokorrelation
3
Bias
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
State space model
3
Stochastic process
3
Stochastischer Prozess
3
Systematischer Fehler
3
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Kurozumi, Eiji
2
Amir, Abdoulkarim Ilmi
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Boubaker, Heni
1
Chen, Jie
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Game, Aaron
1
Laurini, Márcio Poletti
1
Maïnassara, Yacouba Boubacar
1
Politis, Dimitris N.
1
Rambaccussing, Dooruj
1
Sanhaji, Bilel
1
Skrobotov, Anton
1
Tayanagi, Toshikazu
1
Wu, Jason
1
more ...
less ...
Published in...
All
Journal of time series econometrics
Journal of econometrics
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Econometric reviews
50
Economics letters
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Econometric theory
22
The econometrics journal
18
Economic modelling
17
International journal of forecasting
16
Journal of financial econometrics
16
Finance research letters
13
Quantitative finance
13
Journal of empirical finance
11
OECD Guidelines for the Testing of Chemicals, Section 2
11
Computational economics
10
The North American journal of economics and finance : a journal of financial economics studies
9
Discussion paper / Centre for Economic Policy Research
8
Journal of quantitative economics
7
Discussion papers / CEPR
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of banking & finance
6
Journal of forecasting
6
Journal of risk
6
Applied economics letters
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Finance and stochastics
5
Journal of econometric methods
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of mathematical finance
5
OECD Guidelines for the Testing of Chemicals, Section 1
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
4
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
International journal of financial engineering
4
The journal of risk model validation
4
The review of economic studies : RES
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
2
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
Saved in:
3
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
4
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
5
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
6
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
7
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
8
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
9
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
Saved in:
10
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->