//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Nichtparametrisches Verfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Volatility
Nichtparametrisches Verfahren
Estimation theory
437
Schätztheorie
437
Theorie
131
Theory
131
Time series analysis
87
Zeitreihenanalyse
87
Nonparametric statistics
81
Regression analysis
64
Regressionsanalyse
64
Panel
56
Panel study
56
Statistical test
56
Statistischer Test
56
Estimation
54
Schätzung
54
Method of moments
35
Momentenmethode
35
Autocorrelation
29
Autokorrelation
29
Statistical theory
27
Statistische Methodenlehre
27
Cointegration
24
Bootstrap approach
23
Bootstrap-Verfahren
23
Kointegration
23
Modellierung
22
Scientific modelling
22
Simulation
22
Volatilität
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Statistical distribution
21
Statistische Verteilung
21
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Kleinste-Quadrate-Methode
18
Least squares method
18
more ...
less ...
Online availability
All
Undetermined
80
Free
3
Type of publication
All
Article
101
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
103
Aufsatz in Zeitschrift
103
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
103
Author
All
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
Dong, Hao
2
Fan, Yanqin
2
Fang, Ying
2
Hsu, Yu-Chin
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
Atchadé, Yves F.
1
Bai, Jushan
1
Bao, Yong
1
Beheshti, Neshat
1
Belotti, Federico
1
Benini, Giacomo
1
Benkwitz, Alexander
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bianconcini, Silvia
1
more ...
less ...
Published in...
All
Econometric reviews
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
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
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
103
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->