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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Volatility
Nichtparametrisches Verfahren
Estimation theory
510
Schätztheorie
510
Theorie
140
Theory
140
Time series analysis
107
Zeitreihenanalyse
107
Nonparametric statistics
90
Regression analysis
71
Regressionsanalyse
71
Estimation
69
Schätzung
69
Statistical test
61
Statistischer Test
61
Panel
57
Panel study
57
Method of moments
38
Momentenmethode
38
Volatilität
38
Autocorrelation
31
Autokorrelation
31
Statistical theory
28
Statistische Methodenlehre
28
Cointegration
26
ARCH model
25
ARCH-Modell
25
Bootstrap approach
25
Bootstrap-Verfahren
25
Kointegration
25
Modellierung
25
Scientific modelling
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Statistical distribution
23
Statistische Verteilung
23
Stochastischer Prozess
23
Maximum likelihood estimation
22
Maximum-Likelihood-Schätzung
22
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84
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3
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Article
126
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2
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Article in journal
128
Aufsatz in Zeitschrift
128
Collection of articles of several authors
1
Sammelwerk
1
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English
128
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Racine, Jeffrey
5
Cai, Zongwu
3
Gao, Jiti
3
Hsiao, Cheng
3
Li, Qi
3
Maasoumi, Esfandiar
3
Otsu, Taisuke
3
Taylor, Luke
3
Teräsvirta, Timo
3
Ullah, Aman
3
Carrasco, Marine
2
Dong, Hao
2
Fan, Yanqin
2
Fang, Ying
2
Hsu, Yu-Chin
2
Hurn, Stan
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Kumbhakar, Subal
2
Liang, Zhongwen
2
Linton, Oliver
2
Martins-Filho, Carlos
2
McAleer, Michael
2
Nishiyama, Yoshihiko
2
Silvapulle, Mervyn J.
2
Sun, Yiguo
2
Tran, Kien C.
2
Tsionas, Efthymios G.
2
Wan, Alan T. K.
2
Yao, Feng
2
Zhang, Xibin
2
Ai, Chunrong
1
Amado, Cristina
1
Ando, Tomohiro
1
Andreou, Alena
1
Atchadé, Yves F.
1
Bai, Jushan
1
Balter, Janine
1
Bao, Yong
1
Beheshti, Neshat
1
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Econometric reviews
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
429
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
121
Economics letters
113
Journal of the American Statistical Association : JASA
81
The econometrics journal
71
Discussion paper / Tinbergen Institute
64
Discussion papers of interdisciplinary research project 373
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Cowles Foundation discussion paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Quantitative economics : QE ; journal of the Econometric Society
42
SFB 649 discussion paper
42
Economic modelling
39
CREATES research paper
38
European journal of operational research : EJOR
38
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Discussion paper series / IZA
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Econometrics papers
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Econometrics : open access journal
29
Cowles Foundation Discussion Paper
28
International journal of forecasting
28
NBER Working Paper
25
Working papers / TSE : WP
25
Journal of empirical finance
24
Journal of risk and financial management : JRFM
24
NBER working paper series
24
Boston College working papers in economics
23
Discussion paper / Center for Economic Research, Tilburg University
22
Insurance / Mathematics & economics
22
Journal of banking & finance
22
Working paper
22
Computational economics
21
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1
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:
2
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
3
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Bravo, Francesco
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 583-606
Persistent link: https://www.econbiz.de/10013364895
Saved in:
4
Robust nonparametric frontier estimation in two steps
Chen, Yining
;
Torrent, Hudson S.
;
Ziegelmann, Flávio A.
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014321657
Saved in:
5
Automatic variable selection for semiparametric spatial autoregressive model
Lu, Fang
;
Liu, Sisheng
;
Yang, Jing
;
Lu, Xuewen
- In:
Econometric reviews
42
(
2023
)
8
,
pp. 655-675
Persistent link: https://www.econbiz.de/10014321660
Saved in:
6
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
7
Nonparametric identification and estimation of heterogeneous causal effects under conditional independence
Noh, Sungho
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 307-341
Persistent link: https://www.econbiz.de/10014305512
Saved in:
8
Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 393-419
Persistent link: https://www.econbiz.de/10014305525
Saved in:
9
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:
10
Estimation and inference for distribution and quantile functions in endogenous treatment effect models
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 22-50
Persistent link: https://www.econbiz.de/10013167577
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