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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~isPartOf:"Economics letters"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Volatilität
Estimation theory
1,159
Schätztheorie
1,159
Theorie
424
Theory
424
Time series analysis
211
Zeitreihenanalyse
211
Estimation
162
Schätzung
160
Regression analysis
127
Regressionsanalyse
127
Nonparametric statistics
124
Panel
97
Panel study
97
Statistical test
63
Statistischer Test
63
Volatility
50
Autocorrelation
41
Autokorrelation
41
ARCH model
40
ARCH-Modell
40
Method of moments
40
Momentenmethode
40
Correlation
38
Korrelation
38
Statistical distribution
37
Statistische Verteilung
37
VAR model
35
VAR-Modell
35
Forecasting model
34
Prognoseverfahren
34
Cointegration
32
Kointegration
32
Maximum likelihood estimation
32
Stochastic process
32
Stochastischer Prozess
32
Bias
31
Maximum-Likelihood-Schätzung
31
Systematischer Fehler
31
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Undetermined
83
Free
39
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Article
130
Book / Working Paper
39
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Article in journal
130
Aufsatz in Zeitschrift
130
Arbeitspapier
39
Working Paper
39
Graue Literatur
36
Non-commercial literature
36
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English
169
Author
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Härdle, Wolfgang
16
Reiß, Markus
6
Bibinger, Markus
4
Breunig, Christoph
4
Mammen, Enno
4
Parmeter, Christopher F.
4
Schienle, Melanie
4
Hautsch, Nikolaus
3
Henderson, Daniel J.
3
Hwang, Eunju
3
Kumbhakar, Subal
3
Rothe, Christoph
3
Shin, Dong-wan
3
Ullah, Aman
3
Wang, Weining
3
Yang, Lijian
3
Yao, Feng
3
Anatolyev, Stanislav
2
Cerulli, Giovanni
2
Hafner, Christian M.
2
Hahn, Jinyong
2
Jeong, Minsoo
2
Jochmans, Koen
2
Kappus, Johanna
2
Li, Chen
2
Li, Luyang
2
Li, Qi
2
Li, Rui
2
Liu, Rong
2
Long, Wei
2
Lv, Xiaofeng
2
Malec, Peter
2
Martins-Filho, Carlos
2
Moura, Guilherme Valle
2
Stengos, Thanasēs
2
Sueishi, Naoya
2
Sun, Kai
2
Tu, Yundong
2
Wang, Taining
2
Wen, Kuangyu
2
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Economics letters
SFB 649 discussion paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
409
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
114
Econometric reviews
96
Journal of the American Statistical Association : JASA
78
The econometrics journal
68
Discussion paper / Tinbergen Institute
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Discussion papers of interdisciplinary research project 373
47
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Quantitative economics : QE ; journal of the Econometric Society
37
Cowles Foundation discussion paper
36
Discussion paper series / IZA
36
CREATES research paper
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Econometrics papers
30
European journal of operational research : EJOR
30
Economic modelling
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Cowles Foundation Discussion Paper
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Econometrics : open access journal
25
International journal of forecasting
25
Boston College working papers in economics
23
NBER Working Paper
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
NBER working paper series
22
Working papers / TSE : WP
22
Discussion paper / Center for Economic Research, Tilburg University
20
Journal of banking & finance
20
Journal of risk and financial management : JRFM
20
KBI
20
Cambridge working papers in economics
19
Computational economics
19
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
The influence function of semiparametric two-step estimators with estimated control variables
Hahn, Jinyong
;
Liao, Zhipeng
;
Ridder, Geert
;
Shi, Ruoyao
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460684
Saved in:
3
Some identification results in a correlated random coefficients sample selection model
Zhu, Xun
;
Jin, Zequn
- In:
Economics letters
233
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014505133
Saved in:
4
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
5
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
6
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
7
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
8
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
9
Efficient estimation of a triangular system of equations for quantile regression
Lee, Sungwon
- In:
Economics letters
226
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014312536
Saved in:
10
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
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