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subject:"Schätzung"
subject:"Statistical theory"
~isPartOf:"CREATES research paper"
~subject:"Theory"
~subject:"United States"
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Schätzung
Statistical theory
Theory
United States
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Theorie
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
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Statistischer Test
12
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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
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VAR-Modell
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Autocorrelation
6
Autokorrelation
6
Modellierung
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36
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36
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Kristensen, Dennis
3
Nielsen, Morten Ørregaard
3
Santucci de Magistris, Paolo
3
Cavaliere, Giuseppe
2
Grassi, Stefano
2
Kock, Anders Bredahl
2
Rossi, Eduardo
2
Silvennoinen, Annastiina
2
Taylor, Robert
2
Teräsvirta, Timo
2
Barndorff-Nielsen, Ole E.
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
Cattaneo, Matias D.
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Crump, Richard K.
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Guégan, Dominique
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hansen, Peter Reinhard
1
Hillebrand, Eric
1
Horel, Guillaume
1
Jakobsen, Johan Stax
1
Jansson, Michael
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
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CREATES research paper
Journal of econometrics
576
Economics letters
489
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
315
Econometric theory
308
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
249
Econometric reviews
180
Journal of applied econometrics
164
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
135
Discussion paper / Tinbergen Institute
118
Oxford bulletin of economics and statistics
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Working paper / National Bureau of Economic Research, Inc.
103
Discussion paper / Center for Economic Research, Tilburg University
95
Discussion paper series / IZA
95
Applied economics
92
CORE discussion paper : DP
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CEMMAP working papers / Centre for Microdata Methods and Practice
70
The review of economic studies
67
Working paper series
66
American journal of agricultural economics
64
Economic modelling
64
Applied economics letters
62
International economic review
62
Discussion paper
61
The econometrics journal
60
Working paper
60
Journal of forecasting
59
NBER Working Paper
59
Technical working paper / National Bureau of Economic Research
59
Annales d'économie et de statistique
58
Metrika : international journal for theoretical and applied statistics
57
Working paper / Department of Econometrics and Business Statistics, Monash University
56
NBER working paper series
55
CESifo working papers
51
Cowles Foundation discussion paper
51
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ECONIS (ZBW)
36
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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
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
8
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
9
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
Saved in:
10
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
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