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subject:"Schätzung"
type_genre:"Arbeitspapier"
~isPartOf:"Cowles Foundation discussion paper"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Schätzung
Volatilität
Estimation theory
170
Schätztheorie
170
Regression analysis
38
Regressionsanalyse
38
Theorie
37
Theory
37
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Statistical test
30
Statistischer Test
30
Time series analysis
25
Zeitreihenanalyse
25
Method of moments
21
Momentenmethode
21
Induktive Statistik
17
Statistical inference
17
Bootstrap approach
13
Bootstrap-Verfahren
13
Cointegration
13
Kointegration
13
IV-Schätzung
12
Instrumental variables
12
Autocorrelation
11
Autokorrelation
11
Heteroscedasticity
10
Heteroskedastizität
10
Bias
9
Stochastic process
9
Stochastischer Prozess
9
Systematischer Fehler
9
Estimation
8
Modellierung
8
Panel
8
Panel study
8
Scientific modelling
8
Statistical distribution
8
Statistische Verteilung
8
Einheitswurzeltest
6
Nichtlineare Regression
6
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10
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Arbeitspapier
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
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English
10
Author
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Phillips, Peter C. B.
5
Mandelbrot, Benoît B.
2
Abdulkadiroğlu, Atila
1
Angrist, Joshua D.
1
Barral, Julien
1
Calvet, Laurent E.
1
Chang, Minsu
1
Chen, Xiaohong
1
Cho, Jin Seo
1
Fair, Ray C.
1
Fisher, Adlai
1
Han, Chirok
1
Jiang, Liang
1
Li, Jia
1
Narita, Yusuke
1
Park, Myung-Ho
1
Pathak, Parag A.
1
Schorfheide, Frank
1
Shi, Shuping
1
Tao, Yubo
1
Xu, Ke-Li
1
Yu, Jun
1
Zhang, Yichong
1
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Cowles Foundation discussion paper
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
53
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Working paper / National Bureau of Economic Research, Inc.
37
Working paper
34
CESifo working papers
32
Discussion papers / CEPR
28
CREATES research paper
27
Discussion paper
26
SFB 649 discussion paper
23
Discussion paper / Centre for Economic Policy Research
21
Working papers series in theoretical and applied economics
19
Discussion papers of interdisciplinary research project 373
15
Finance and economics discussion series
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
KBI
14
Working papers
14
Discussion paper / Center for Economic Research, Tilburg University
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Boston College working papers in economics
11
Queen's Economics Department working paper
11
Technical working paper / National Bureau of Economic Research
10
Working paper series
10
Working papers / TSE : WP
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
9
Documento de trabajo
8
Federal Reserve Bank of Cleveland working paper series
8
Série des documents de travail
8
Working paper series / European Central Bank
8
Working papers / Rutgers University, Department of Economics
8
CEMFI working paper
7
Discussion papers in economics
7
Economics working paper
7
RIETI discussion paper
7
Research paper series / Swiss Finance Institute
7
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ECONIS (ZBW)
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
-
2021
Persistent link: https://www.econbiz.de/10012618237
Saved in:
3
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
4
Breaking ties : regression discontinuity design meets market design
Abdulkadiroğlu, Atila
;
Angrist, Joshua D.
;
Narita, Yusuke
-
2019
Persistent link: https://www.econbiz.de/10012004168
Saved in:
5
Minimum distance testing and top income shares in Korea /
Cho, Jin Seo
;
Park, Myung-Ho
;
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312313
Saved in:
6
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
-
2014
Persistent link: https://www.econbiz.de/10010463722
Saved in:
7
Estimating exchange rate equations using estimated expectations
Fair, Ray C.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003723218
Saved in:
8
Tilted nonparametric estimation of volatility functions
Phillips, Peter C. B.
(
contributor
);
Xu, Ke-Li
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723111
Saved in:
9
Multifractal products of cylindrical pulses
Barral, Julien
;
Mandelbrot, Benoît B.
-
2001
Persistent link: https://www.econbiz.de/10001543172
Saved in:
10
Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai
;
Calvet, Laurent E.
;
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000974392
Saved in:
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