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subject:"Share price"
subject:"Volatilität"
~isPartOf:"Econometric reviews"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Share price
Volatilität
Statistical test
Estimation theory
436
Schätztheorie
436
Theorie
131
Theory
131
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Regression analysis
64
Regressionsanalyse
64
Panel
56
Panel study
56
Statistischer Test
56
Estimation
54
Schätzung
54
Method of moments
35
Momentenmethode
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29
Autokorrelation
29
Statistical theory
27
Statistische Methodenlehre
27
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24
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23
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23
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23
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22
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22
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22
Volatility
22
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21
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21
Statistical distribution
21
Statistische Verteilung
21
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Kleinste-Quadrate-Methode
18
Least squares method
18
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16
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74
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Aufsatz in Zeitschrift
Article in journal
76
Collection of articles of several authors
1
Sammelwerk
1
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English
76
Author
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Dufour, Jean-Marie
4
Teräsvirta, Timo
4
Baltagi, Badi H.
3
Maasoumi, Esfandiar
3
Cai, Zongwu
2
Chen, Yi-ting
2
Kao, Chihwa
2
Li, Shuo
2
Linton, Oliver
2
Liu, Long
2
McAleer, Michael
2
Nishiyama, Yoshihiko
2
Renault, Eric
2
Troster, Victor
2
Tu, Yundong
2
Wagner, Martin
2
Wang, Xuexin
2
Amado, Cristina
1
Ashley, Richard A.
1
Bailey, Natalia
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bermudez, P. de Zea
1
Boldea, Otilia
1
Born, Benjamin
1
Boswijk, Herman Peter
1
Bouezmarni, Taoufik
1
Bravo, Francesco
1
Breitung, Jörg
1
Brownlees, Christian
1
Cai, Yuzhi
1
Camba-Méndez, Gonzalo
1
Caner, Mehmet
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chaudhuri, Saraswata
1
Chen, Bin
1
Chen, Qiang
1
Cho, Jin Seo
1
Coudin, Elise
1
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Econometric reviews
Journal of econometrics
269
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Economics letters
71
Econometric theory
58
The econometrics journal
45
Economic modelling
33
Journal of empirical finance
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Econometrics : open access journal
26
Journal of banking & finance
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Journal of financial econometrics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Quantitative economics : QE ; journal of the Econometric Society
20
Applied economics letters
19
Finance research letters
19
International journal of forecasting
19
Quantitative finance
19
Journal of forecasting
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of theoretical and applied finance
14
Journal of applied econometrics
14
Journal of risk and financial management : JRFM
14
Journal of the American Statistical Association : JASA
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Computational economics
13
International journal of economics and financial issues : IJEFI
13
Journal of time series econometrics
13
Journal of financial economics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
European journal of operational research : EJOR
10
Journal of mathematical finance
10
Finance and stochastics
9
International review of financial analysis
9
The European journal of finance
9
The journal of finance : the journal of the American Finance Association
9
The review of economic studies
9
The review of financial studies
9
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ECONIS (ZBW)
76
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1
Testing Granger non-causality in expectiles
Bouezmarni, Taoufik
;
Doukali, Mohamed
;
Taamouti, Abderrahim
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 30-51
Persistent link: https://www.econbiz.de/10014486380
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 487-512
Persistent link: https://www.econbiz.de/10014305572
Saved in:
5
A simple test of completeness in a class of nonparametric specification
Hu, Yingyao
;
Shiu, Ji-Liang
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 373-399
Persistent link: https://www.econbiz.de/10013364886
Saved in:
6
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models
Bailey, Natalia
;
Jiang, Dandan
;
Yao, Jianfeng
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 564-582
Persistent link: https://www.econbiz.de/10013364894
Saved in:
7
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
8
Testing independence between exogenous variables and unobserved errors
Li, Shuo
;
Peng, Liuhua
;
Tu, Yundong
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 697-728
Persistent link: https://www.econbiz.de/10013364903
Saved in:
9
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
10
A robust test for serial correlation in panel data models
Chen, Bin
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
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