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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~subject:"Stochastic process"
~type_genre:"Einführung"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Stochastic process
Schätztheorie
15,595
Estimation theory
15,593
Theorie
4,856
Theory
4,856
Estimation
2,465
Schätzung
2,434
Time series analysis
2,395
Zeitreihenanalyse
2,395
Regression analysis
1,761
Regressionsanalyse
1,760
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
751
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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
Share price
511
Capital income
499
Kapitaleinkommen
499
Stochastischer Prozess
485
Sampling
465
Stichprobenerhebung
464
Monte Carlo simulation
455
Monte-Carlo-Simulation
454
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All
Undetermined
895
Free
166
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Article
1,868
Book / Working Paper
13
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All
Article in journal
Einführung
Aufsatz in Zeitschrift
1,880
Arbeitspapier
1,229
Working Paper
1,229
Graue Literatur
1,205
Non-commercial literature
1,205
Aufsatz im Buch
106
Book section
106
Hochschulschrift
45
Thesis
33
Conference paper
26
Konferenzbeitrag
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10
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1
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1
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1
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English
1,878
French
2
German
1
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Linton, Oliver
37
Li, Qi
30
Su, Liangjun
22
Gao, Jiti
21
Florens, Jean-Pierre
19
Chen, Songnian
17
Kumbhakar, Subal
17
Parmeter, Christopher F.
17
Racine, Jeffrey
17
Simar, Léopold
17
Tsionas, Efthymios G.
17
Cai, Zongwu
16
Chen, Xiaohong
16
Phillips, Peter C. B.
16
Escanciano, Juan Carlos
15
Li, Degui
15
Sun, Yiguo
14
Ullah, Aman
14
Horowitz, Joel
13
Henderson, Daniel J.
12
Hoderlein, Stefan
11
Lewbel, Arthur
11
Kristensen, Dennis
10
Otsu, Taisuke
10
White, Halbert
10
Breunig, Christoph
9
Mammen, Enno
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Tauchen, George Eugene
9
Todorov, Viktor
9
Van Keilegom, Ingrid
9
Xiao, Zhijie
9
Yao, Feng
9
Ai, Chunrong
8
Fan, Jianqing
8
Fan, Yanqin
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Lu, Xun
8
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Journal of econometrics
362
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Econometric theory
112
Economics letters
94
Econometric reviews
92
Journal of the American Statistical Association : JASA
79
The econometrics journal
65
Quantitative economics : QE ; journal of the Econometric Society
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
37
European journal of operational research : EJOR
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Economic modelling
26
Econometrics : open access journal
25
Insurance / Mathematics & economics
21
Computational economics
20
Journal of applied econometrics
19
Journal of productivity analysis
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Operations research
18
Journal of empirical finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of risk and financial management : JRFM
16
Applied economics letters
15
International journal of forecasting
15
Energy economics
14
Journal of banking & finance
12
Applied economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Mathematics of operations research
11
Risks : open access journal
10
Journal of econometric methods
9
Operations research letters
9
Quantitative finance
9
Annals of economics and statistics
8
Cambridge working papers in economics
8
Journal of mathematical finance
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
The review of economic studies
8
INFORMS journal on computing : JOC
7
International journal of theoretical and applied finance
7
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ECONIS (ZBW)
1,881
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91
Inference on individual treatment effects in nonseparable triangular models
Ma, Jun
;
Marmer, Vadim
;
Yu, Zhengfei
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2096-2124
Persistent link: https://www.econbiz.de/10014471446
Saved in:
92
Semi-nonparametric estimation of random coefficients logit model for aggregate demand
Lu, Zhentong
;
Shi, Xiaoxia
;
Tao, Jing
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2245-2265
Persistent link: https://www.econbiz.de/10014471454
Saved in:
93
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
94
Identification and estimation of spillover effects in randomized experiments
Vazquez-Bare, Gonzalo
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471486
Saved in:
95
Semiparametric estimation of long-term treatment effects
Chen, Jiafeng
;
Ritzwoller, David M.
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471513
Saved in:
96
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
97
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
98
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
99
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
100
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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