//--> //--> //--> //-->
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:"Monte Carlo simulation"
~isPartOf:"Econometric theory"
~subject:"Regressionsanalyse"
~subject:"Volatility"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Regressionsanalyse
Volatility
Estimation theory
723
Schätztheorie
723
Theorie
284
Theory
284
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Statistical test
42
Statistischer Test
42
ARCH model
35
ARCH-Modell
35
Autocorrelation
31
Autokorrelation
31
Estimation
27
Schätzung
27
Cointegration
24
Kointegration
24
Method of moments
24
Momentenmethode
24
Statistical distribution
24
Statistische Verteilung
24
Induktive Statistik
23
Statistical inference
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Einheitswurzeltest
21
Unit root test
21
IV-Schätzung
15
Instrumental variables
15
Modellierung
14
Scientific modelling
14
Volatilität
14
Heteroscedasticity
13
Heteroskedastizität
13
more ...
less ...
Online availability
All
Undetermined
42
Free
2
Type of publication
All
Article
112
Type of publication (narrower categories)
All
Article in journal
112
Aufsatz in Zeitschrift
112
Conference paper
2
Konferenzbeitrag
2
Language
All
English
112
Author
All
Phillips, Peter C. B.
8
Linton, Oliver
7
Su, Liangjun
5
Wang, Qiying
5
Kong, Efang
4
Xia, Yingcun
4
Chen, Songnian
3
Shin, Dong-wan
3
Xiao, Zhijie
3
Yang, Lijian
3
Cavaliere, Giuseppe
2
Chen, Haiqiang
2
Hansen, Bruce E.
2
Johannes, Jan
2
Jun, Sung Jae
2
Kim, Woocheol
2
Kourtellos, Andros
2
Li, Jia
2
Liu, Chu-An
2
Magdalinos, Tassos
2
Newey, Whitney K.
2
Nielsen, Bent
2
Park, Joon Y.
2
Pinkse, Joris
2
Roknossadati, S. M.
2
Shi, Xiaoxia
2
So, Beong Soo
2
Stengos, Thanasēs
2
Yang, Yuhong
2
Zarepour, Mahmoud
2
Adusumilli, Karun
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Aucejo, Esteban
1
Babii, Andrii
1
Baltagi, Badi H.
1
Bekker, Paul A.
1
Berenguer-Rico, Vanessa
1
Breunig, Christoph
1
Bugni, Federico A.
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
405
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Economics letters
133
CEMMAP working papers / Centre for Microdata Methods and Practice
105
Econometric reviews
100
Journal of the American Statistical Association : JASA
99
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
The econometrics journal
73
Discussion paper / Tinbergen Institute
69
NBER Working Paper
50
Discussion paper series / IZA
49
Discussion papers of interdisciplinary research project 373
46
Cowles Foundation discussion paper
45
Economic modelling
45
European journal of operational research : EJOR
43
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
42
Computational economics
41
Econometrics : open access journal
40
NBER working paper series
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
International journal of forecasting
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Working paper / Department of Econometrics and Business Statistics, Monash University
34
Applied economics letters
32
Working paper / National Bureau of Economic Research, Inc.
31
KBI
30
Working paper
30
Journal of risk and financial management : JRFM
28
Quantitative economics : QE ; journal of the Econometric Society
28
SFB 649 discussion paper
28
Applied economics
27
CREATES research paper
27
Cowles Foundation Discussion Paper
27
IZA Discussion Paper
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Insurance / Mathematics & economics
25
Journal of empirical finance
25
Journal of forecasting
25
more ...
less ...
Source
All
ECONIS (ZBW)
112
Showing
1
-
10
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Identification of regression models with a misclassified and endogenous binary regressor
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1117-1139
Persistent link: https://www.econbiz.de/10013539307
Saved in:
3
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
4
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
5
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
6
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
Saved in:
7
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
8
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
9
Instrumental variable quantile regression with misclassification
Ura, Takuya
- In:
Econometric theory
37
(
2021
)
1
,
pp. 169-204
Persistent link: https://www.econbiz.de/10012437046
Saved in:
10
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->