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subject:"Japan"
subject:"Share price"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
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Japan
Share price
Statistischer Test
Schätztheorie
15,586
Estimation theory
15,585
Theorie
4,850
Theory
4,850
Estimation
2,465
Schätzung
2,434
Time series analysis
2,394
Zeitreihenanalyse
2,394
Regression analysis
1,761
Regressionsanalyse
1,759
Nichtparametrisches Verfahren
1,451
Nonparametric statistics
1,451
Forecasting model
958
Prognoseverfahren
958
USA
892
United States
892
Volatility
817
Volatilität
817
Panel
788
Panel study
788
Statistical test
750
Statistical distribution
659
Statistische Verteilung
659
ARCH model
571
ARCH-Modell
571
Bayesian inference
524
Cointegration
524
Bayes-Statistik
521
Kointegration
520
Börsenkurs
511
Capital income
499
Kapitaleinkommen
499
Stochastic process
484
Stochastischer Prozess
484
Sampling
465
Stichprobenerhebung
464
Monte Carlo simulation
455
Monte-Carlo-Simulation
454
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526
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130
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Article
1,335
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13
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Article in journal
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1,348
Arbeitspapier
682
Graue Literatur
682
Non-commercial literature
682
Working Paper
682
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74
Book section
74
Hochschulschrift
46
Thesis
38
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12
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1
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1,334
French
8
German
4
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Bera, Anil K.
11
Shi, Xiaoxia
10
Baltagi, Badi H.
9
Cai, Zongwu
9
Dufour, Jean-Marie
9
Li, Jia
9
Maheswaran, S.
9
Sun, Yixiao
9
Chen, Yi-ting
8
Perron, Pierre
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Tauchen, George Eugene
8
Andrews, Donald W. K.
7
Escanciano, Juan Carlos
7
Francq, Christian
7
Guggenberger, Patrik
7
Hsiao, Cheng
7
Kleibergen, Frank
7
Sentana, Enrique
7
Todorov, Viktor
7
White, Halbert
7
Canay, Ivan A.
6
Demetrescu, Matei
6
Doğan, Osman
6
Hsu, Yu-Chin
6
Jin, Sainan
6
Kao, Chihwa
6
Khalaf, Lynda
6
Kim, Donggyu
6
Taṣpınar, Süleyman
6
Zakoïan, Jean-Michel
6
Andrews, Isaiah
5
Bugni, Federico A.
5
Faff, Robert W.
5
Fang, Ying
5
Hill, Jonathan B.
5
Krämer, Walter
5
Kumar, Dilip
5
Leybourne, Stephen James
5
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Econometric reviews
61
Economics letters
57
Econometric theory
44
The econometrics journal
37
Econometrics : open access journal
24
Economic modelling
24
Applied economics letters
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Quantitative economics : QE ; journal of the Econometric Society
18
Journal of empirical finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Journal of applied econometrics
13
Journal of banking & finance
13
Journal of financial econometrics
12
Journal of the American Statistical Association : JASA
12
Journal of forecasting
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of time series econometrics
10
Applied economics
9
Computational economics
8
Finance research letters
8
International journal of economics and financial issues : IJEFI
8
International journal of forecasting
8
Journal of financial economics
8
Journal of risk and financial management : JRFM
8
Monetary and economic studies
8
Quantitative finance
8
The journal of finance : the journal of the American Finance Association
8
The review of economic studies
8
The review of financial studies
8
Cambridge working papers in economics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of financial and quantitative analysis : JFQA
7
Oxford bulletin of economics and statistics
7
Applied financial economics
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
Asian economies
6
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ECONIS (ZBW)
1,348
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61
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
62
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
63
A simple, robust test for choosing the level of fixed effects in linear panel data models
Papke, Leslie E.
;
Wooldridge, Jeffrey M.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2683-2701
Persistent link: https://www.econbiz.de/10014329007
Saved in:
64
Heterogeneous effects of Aid-for-Trade on donor exports : why is Japan different?
Nishitateno, Shuhei
;
Umetani, Hayato
- In:
Review of international economics
31
(
2023
)
3
,
pp. 1117-1145
Persistent link: https://www.econbiz.de/10014329821
Saved in:
65
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
Saved in:
66
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
67
Testing cointegration between workers' remittances and human capital formation in Sri Lanka
Aslam, Ahamed Lebbe Mohamed
;
Sivarajasingham, Selliah
- In:
Journal of economic and administrative sciences
39
(
2023
)
3
,
pp. 687-708
Persistent link: https://www.econbiz.de/10014338842
Saved in:
68
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
69
Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
70
Inference for linear conditional moment inequalities
Andrews, Isaiah
;
Roth, Jonathan
;
Pakes, Ariel
- In:
The review of economic studies : RES
90
(
2023
)
6
,
pp. 2763-2791
Persistent link: https://www.econbiz.de/10014427645
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