//--> //--> //--> //-->
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"
~person:"Andersen, Torben"
~subject:"Bayes-Statistik"
~subject:"Statistischer Test"
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
Bayes-Statistik
Statistischer Test
Estimation theory
20
Schätztheorie
20
Time series analysis
12
Zeitreihenanalyse
12
Volatilität
10
Forecasting model
6
Prognoseverfahren
6
Capital income
5
Kapitaleinkommen
5
Induktive Statistik
4
Regression analysis
4
Regressionsanalyse
4
Statistical inference
4
VAR model
4
VAR-Modell
4
Estimation
3
Schätzung
3
Theorie
3
Theory
3
Cointegration
2
Fractional integration
2
Frequency domain inference
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Nichtparametrisches Verfahren
2
Noise Trading
2
Noise trading
2
Nonparametric statistics
2
Sampling
2
Statistical test
2
Stichprobenerhebung
2
Stochastic volatility
2
Stochastischer Prozess
2
Structural break
2
Strukturbruch
2
Volatility forecasting
2
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Article
7
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
11
Author
All
Andersen, Torben
Phillips, Peter C. B.
64
Sentana, Enrique
31
Dufour, Jean-Marie
29
Koopman, Siem Jan
29
Koop, Gary
26
Andrews, Donald W. K.
24
Baltagi, Badi H.
23
Shi, Xiaoxia
22
Sun, Yixiao
21
Gao, Jiti
20
Kristensen, Dennis
20
Pesaran, M. Hashem
20
Amengual, Dante
19
Cai, Zongwu
19
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Fernández-Villaverde, Jesús
18
Inoue, Atsushi
18
Li, Jia
18
Schorfheide, Frank
18
Teräsvirta, Timo
18
Canay, Ivan A.
17
Härdle, Wolfgang
17
Khalaf, Lynda
17
Zhang, Xibin
17
Bauwens, Luc
16
Chernozhukov, Victor
16
Fiorentini, Gabriele
16
Kitagawa, Toru
16
Kumar, Dilip
16
Tauchen, George Eugene
16
Hsu, Yu-Chin
15
Kleibergen, Frank
15
Kohn, Robert
15
Li, Yingying
15
Linton, Oliver
15
McAleer, Michael
15
Xu, Ke-Li
15
Guggenberger, Patrik
14
Lucas, André
14
more ...
less ...
Published in...
All
Journal of econometrics
6
CREATES research paper
2
Global COE Hi-Stat discussion paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
5
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
6
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
7
Duration-based volatility estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003854415
Saved in:
8
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
9
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
10
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->