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subject:"Schätzung"
subject:"Statistical theory"
~isPartOf:"CREATES research paper"
~subject:"ARCH-Modell"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Schätzung
Statistical theory
ARCH-Modell
United States
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
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31
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Arbeitspapier
31
Graue Literatur
31
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31
Working Paper
31
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English
31
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Teräsvirta, Timo
5
Nielsen, Morten Ørregaard
4
Rahbek, Anders
3
Silvennoinen, Annastiina
3
Cavaliere, Giuseppe
2
Kock, Anders Bredahl
2
Kristensen, Dennis
2
Pedersen, Rasmus Søndergaard
2
Taylor, Robert
2
Amado, Cristina
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Bu, Ruijun
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Carlini, Federico
1
Casas, Isabel
1
Catani, Paul
1
Christensen, Bent Jesper
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Grassi, Stefano
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lange, Theis
1
Lunde, Asger
1
MacKinnon, James G.
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
Nolte, Ingmar
1
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CREATES research paper
Journal of econometrics
294
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Economics letters
155
Econometric reviews
94
Econometric theory
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Applied economics
63
Applied economics letters
62
NBER Working Paper
61
Discussion paper series / IZA
60
Journal of applied econometrics
60
Discussion paper / Tinbergen Institute
59
Economic modelling
56
CEMMAP working papers / Centre for Microdata Methods and Practice
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
NBER working paper series
54
The review of economics and statistics
53
Working paper / National Bureau of Economic Research, Inc.
52
Working paper / Department of Econometrics and Business Statistics, Monash University
48
The econometrics journal
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Discussion paper
39
Journal of banking & finance
38
International journal of forecasting
37
Working paper
37
Journal of empirical finance
35
Journal of forecasting
34
American journal of agricultural economics
33
Journal of the American Statistical Association : JASA
33
CESifo working papers
32
Econometrics : open access journal
32
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion papers / CEPR
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Computational economics
26
Oxford bulletin of economics and statistics
26
Technical working paper / National Bureau of Economic Research
26
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ECONIS (ZBW)
31
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
8
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
9
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
10
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
-
2017
Persistent link: https://www.econbiz.de/10011750315
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