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subject:"Nonparametric statistics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Schätzung
Estimation theory
211
Schätztheorie
211
Estimation
81
Time series analysis
45
Zeitreihenanalyse
45
Volatility
30
Volatilität
30
Theorie
29
Theory
29
Regression analysis
26
Regressionsanalyse
26
Nichtparametrisches Verfahren
20
Börsenkurs
19
Portfolio selection
19
Portfolio-Management
19
Share price
19
ARCH model
18
ARCH-Modell
18
Forecasting model
18
Prognoseverfahren
18
Statistical test
18
Statistischer Test
18
Stochastic process
18
Stochastischer Prozess
18
Cointegration
17
Kointegration
17
Bayes-Statistik
15
Bayesian inference
15
Panel
13
Panel study
13
VAR model
13
VAR-Modell
13
Capital income
12
Kapitaleinkommen
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
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Conference paper
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English
90
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Füss, Roland
2
Kumar, Dilip
2
Zhang, ZhengYu
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Acocella, Nicola
1
Adams, Zeno
1
Alexakis, Panayotis
1
Ali, Faek Menla
1
Alleva, Giorgio
1
Amini, Shahram
1
Apergēs, Nikolaos
1
Argov, Eyal
1
Arndt, Channing
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Battisti, Michele
1
Bekiros, Stelios D.
1
Beqiraj, Elton
1
Bhaskara Rao, Buddhavarapu
1
Boccanfuso, Dorothée
1
Boughrara, Adel
1
Bregantini, Daniele
1
Bu, Ruijun
1
Cai, Zongwu
1
Caporale, Guglielmo Maria
1
Casas, Isabel
1
Castillo B., Paul
1
Cenedese, Gino
1
Chatelain, Jean-Bernard
1
Chen, Feng
1
Chen, Zhihong
1
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1
Clare, Andrew D.
1
Dang, Viet Anh
1
DeMiguel, Victor
1
Demetrescu, Matei
1
Deng, Wen-Shuenn
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
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Economic modelling
Journal of banking & finance
Journal of econometrics
459
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
196
Economics letters
164
Econometric theory
125
Econometric reviews
122
Journal of the American Statistical Association : JASA
93
The econometrics journal
81
Applied economics letters
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Quantitative economics : QE ; journal of the Econometric Society
55
Journal of applied econometrics
50
Applied economics
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
European journal of operational research : EJOR
35
Econometrics : open access journal
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
International journal of forecasting
29
Computational economics
28
Insurance / Mathematics & economics
27
The review of economics and statistics
26
Journal of empirical finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Energy economics
22
Journal of risk and financial management : JRFM
22
Journal of forecasting
20
Journal of productivity analysis
20
Finance research letters
19
International journal of economics and financial issues : IJEFI
19
Journal of financial econometrics
19
Operations research
15
The empirical economics letters : a monthly international journal of economics
15
American journal of agricultural economics
14
Journal of econometric methods
14
Journal of risk
14
The journal of real estate finance and economics
14
The review of economic studies
14
Quantitative finance
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ECONIS (ZBW)
90
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani
;
Karagiannēs, Giannēs
- In:
Economic modelling
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
Saved in:
4
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
5
Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors
Guo, Jing
;
Wang, Lei
;
Zhang, ZhengYu
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348383
Saved in:
6
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
7
Scale-adaptive estimation of mixed geographically weighted regression models
Chen, Feng
;
Mei, Chang-Lin
- In:
Economic modelling
94
(
2021
),
pp. 737-747
Persistent link: https://www.econbiz.de/10012695340
Saved in:
8
Time-varying individual effects in a panel data probit model with an application to female labor force participation
Xin, Kai
;
Zhang, ZhengYu
;
Zhou, YaHong
;
Zhu, Pingfang
- In:
Economic modelling
95
(
2021
),
pp. 181-191
Persistent link: https://www.econbiz.de/10012695925
Saved in:
9
New nonlinear estimators of the gravity equation
Mnasri, Ayman
;
Nechi, Salem
- In:
Economic modelling
95
(
2021
),
pp. 192-202
Persistent link: https://www.econbiz.de/10012695982
Saved in:
10
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
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