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subject:"India"
subject:"Private consumption"
~isPartOf:"CREATES research paper"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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India
Private consumption
Volatilität
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
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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16
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16
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Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
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English
16
Author
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Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Kristensen, Dennis
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Bohn Nielsen, Heino
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Taylor, Robert
1
Todorov, Viktor
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
1
Wade, Glen
1
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CREATES research paper
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The Indian economic journal
32
Economics letters
28
Discussion paper / Tinbergen Institute
27
Journal of quantitative economics : official journal of the Indian Econometric Society
26
Econometric reviews
23
The Indian journal of economics
23
Journal of empirical finance
20
Economic modelling
18
Quantitative finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometric theory
14
Indian journal of agricultural economics
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Applied economics
12
Finance research letters
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Journal of risk and financial management : JRFM
12
NBER Working Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
The econometrics journal
12
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of applied econometrics
11
Journal of forecasting
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied economics letters
10
Econometrics : open access journal
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Occasional papers / Reserve Bank of India
10
Working paper
10
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
International journal of economics and financial issues : IJEFI
9
Journal of quantitative economics
9
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ECONIS (ZBW)
16
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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
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:
4
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
5
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
6
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
7
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
8
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
9
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
10
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
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