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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Monte-Carlo-Simulation
Estimation theory
316
Schätztheorie
316
Theorie
240
Theory
240
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Probability theory
19
Wahrscheinlichkeitsrechnung
19
USA
18
United States
18
Estimation
16
Schätzung
16
Induktive Statistik
14
Regression analysis
14
Regressionsanalyse
14
Statistical inference
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Statistical test
13
Statistischer Test
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Panel
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Panel study
12
Sampling
12
Stichprobenerhebung
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IV-Schätzung
11
Instrumental variables
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Method of moments
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Momentenmethode
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Simulation
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Volatility
8
Decision
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Entscheidung
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English
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Li, Jia
2
Angelo, Mele
1
Blundell, Richard W.
1
Chen, Xiaohong
1
Foster, Dean P.
1
Hansen, Bruce E.
1
Hildenbrand, Werner
1
Härdle, Wolfgang
1
Jacod, Jean
1
Jerison, Michael
1
Kristensen, Dennis
1
Lewbel, Arthur
1
Li, Yingying
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Sakata, Shinichi
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Uhlig, Harald
1
White, Halbert
1
Zhang, Lan
1
Zheng, Xinghua
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
49
Discussion paper / Tinbergen Institute
43
Econometric reviews
40
Economic modelling
29
Econometric theory
24
Working paper / National Bureau of Economic Research, Inc.
24
Computational economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
NBER Working Paper
22
The econometrics journal
22
Applied economics
21
Journal of empirical finance
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
NBER working paper series
19
Applied economics letters
18
Quantitative finance
18
CREATES research paper
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Econometrics : open access journal
16
Finance research letters
16
International journal of theoretical and applied finance
16
Journal of banking & finance
16
Oxford bulletin of economics and statistics
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of forecasting
15
Working paper
14
Journal of applied econometrics
13
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Discussion paper
11
Journal of the American Statistical Association : JASA
11
Risks : open access journal
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
A structural model of dense network formation
Angelo, Mele
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
Saved in:
2
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
3
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
4
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
5
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
6
Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, Richard W.
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1669
Persistent link: https://www.econbiz.de/10003611846
Saved in:
7
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
Saved in:
8
Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10001217067
Saved in:
9
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
10
Regression with nonstationary volatility
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1113-1132
Persistent link: https://www.econbiz.de/10001190384
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