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subject:"Statistical theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH-Modell"
~subject:"Sampling"
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Statistical theory
Statistische Methodenlehre
ARCH-Modell
Sampling
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
Schätzung
129
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
USA
95
United States
94
Regression analysis
90
Regressionsanalyse
90
Forecasting model
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Prognoseverfahren
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Statistical test
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Statistischer Test
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Induktive Statistik
42
Statistical inference
42
Volatility
42
Volatilität
42
Panel
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Panel study
41
Correlation
35
Korrelation
35
Capital income
29
Kapitaleinkommen
29
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
28
Bootstrap approach
26
Bootstrap-Verfahren
26
Simulation
26
ARCH model
25
Method of moments
25
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25
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24
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1
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English
68
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Bauwens, Luc
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Li, Guodong
2
Ling, Shiqing
2
Pfeffermann, Danny
2
Sheppard, Kevin
2
Tsay, Ruey S.
2
Vanhonacker, Wilfried R.
2
Wang, Hansheng
2
Aielli, Gian Piero
1
Allenby, Greg M.
1
Amado, Cristina
1
Andersen, Torben
1
Audrino, Francesco
1
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1
Bollerslev, Tim
1
Bormetti, Giacomo
1
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1
Breunig, Christoph
1
Buccheri, Giuseppe
1
Burnside, Craig
1
Chen, Tao
1
Chen, Wilson Ye
1
Cheung, Yin-Wong
1
Christiano, Lawrence J.
1
Clark, Todd E.
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Corsi, Fulvio
1
Czajka, John L.
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1
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1
Fong, Wai-mun
1
Francq, Christian
1
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
125
Economics letters
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
Econometric theory
60
Econometric reviews
53
Discussion paper / Tinbergen Institute
43
Statistics in transition : an international journal of the Polish Statistical Association
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Journal of the American Statistical Association : JASA
26
NBER Working Paper
24
The econometrics journal
24
Econometrics : open access journal
20
Europäische Hochschulschriften / 5
20
Discussion paper / Center for Economic Research, Tilburg University
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of empirical finance
17
Technical working paper / National Bureau of Economic Research
17
Applied economics
16
Working paper series
16
CORE discussion paper : DP
15
International journal of forecasting
15
The review of economics and statistics
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
CREATES research paper
14
Discussion paper / Central Bureau voor de Statistiek
14
Finance research letters
14
Journal of financial econometrics
14
NBER technical working paper series
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Oxford bulletin of economics and statistics
14
Applied economics letters
13
Economic modelling
13
Journal of risk
13
Discussion paper series / IZA
12
International journal of economics and financial issues : IJEFI
12
Journal of applied econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
American journal of agricultural economics
11
Computational economics
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ECONIS (ZBW)
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Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
2
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
3
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
4
A note on distributed quantile regression by pilot sampling and one-step updating
Pan, Rui
;
Ren, Tunan
;
Guo, Baishan
;
Li, Feng
;
Li, Guodong
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1691-1700
Persistent link: https://www.econbiz.de/10013540454
Saved in:
5
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
6
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
7
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
8
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
9
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
10
Volatility martingale difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
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