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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Volatility
Nichtparametrisches Verfahren
Estimation theory
436
Schätztheorie
436
Theorie
131
Theory
131
Time series analysis
86
Zeitreihenanalyse
86
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
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Article
101
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Article in journal
Aufsatz in Zeitschrift
103
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English
103
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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
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
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Econometric reviews
Journal of econometrics
428
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Econometric theory
121
Economics letters
113
Journal of the American Statistical Association : JASA
81
The econometrics journal
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Quantitative economics : QE ; journal of the Econometric Society
42
Economic modelling
39
European journal of operational research : EJOR
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Econometrics : open access journal
29
International journal of forecasting
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of empirical finance
24
Journal of risk and financial management : JRFM
24
Insurance / Mathematics & economics
22
Journal of banking & finance
22
Computational economics
21
Journal of applied econometrics
21
Applied economics letters
19
Journal of productivity analysis
19
Energy economics
18
Operations research
18
Applied economics
17
Journal of financial econometrics
17
Journal of forecasting
17
Quantitative finance
17
Finance research letters
16
International journal of theoretical and applied finance
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of mathematical finance
11
Mathematics of operations research
11
Risks : open access journal
11
Finance and stochastics
10
Journal of econometric methods
10
Cambridge working papers in economics
9
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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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