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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"The econometrics journal"
~subject:"Bootstrap approach"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Bootstrap approach
Estimation theory
97
Schätztheorie
97
Regression analysis
25
Regressionsanalyse
25
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Panel
18
Panel study
18
Time series analysis
17
Zeitreihenanalyse
17
Estimation
14
Schätzung
14
Statistical test
14
Statistischer Test
14
Instrumental variables
10
Bootstrap-Verfahren
9
Forecasting model
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Prognoseverfahren
9
IV-Schätzung
8
Induktive Statistik
8
Statistical inference
8
Correlation
7
Korrelation
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Statistical distribution
7
Statistische Verteilung
7
Causality analysis
6
Kausalanalyse
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Autocorrelation
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Heteroscedasticity
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Heteroskedastizität
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Modellierung
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Scientific modelling
5
VAR model
5
VAR-Modell
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panel data
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4
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Einheitswurzeltest
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Webb, Matthew
2
Boswijk, Herman Peter
1
Camponovo, Lorenzo
1
Daraio, Cinzia
1
Demetrescu, Matei
1
Du, Zaichao
1
Götz, Thomas B.
1
Hauzenberger, Klemens
1
Honoré, Bo E.
1
Hounyo, Ulrich
1
Hu, Luojia
1
Hubner, Stefan
1
MacKinnon, James G.
1
Simar, Léopold
1
Thompson, Brennan S.
1
Veliyev, Bezirgen
1
Wied, Dominik
1
Wilson, Paul W.
1
Wu, Jilin
1
Xiao, Zhijie
1
Zu, Yang
1
Čížek, Pavel
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The econometrics journal
Journal of econometrics
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Econometric reviews
33
Economics letters
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometric theory
18
Economic modelling
18
Finance research letters
17
International journal of forecasting
17
Journal of financial econometrics
15
European journal of operational research : EJOR
13
Computational economics
12
Quantitative finance
12
Journal of empirical finance
11
Operations research
11
Insurance / Mathematics & economics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of forecasting
8
Journal of quantitative economics
8
Journal of risk
8
Journal of time series econometrics
8
Journal of banking & finance
7
Discussion paper / Centre for Economic Policy Research
6
International journal of financial engineering
6
Operations research letters
6
Applied economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energy economics
5
Journal of mathematical finance
5
Mathematics of operations research
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Essays in honor of Joon Y. Park : econometric theory
4
Finance and stochastics
4
International journal of production research
4
Journal of applied econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
2
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
3
A simple, graphical approach to comparing multiple treatments : editor's choice
Thompson, Brennan S.
;
Webb, Matthew
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 188-205
Persistent link: https://www.econbiz.de/10012166727
Saved in:
4
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
5
Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators
Honoré, Bo E.
;
Hu, Luojia
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012166592
Saved in:
6
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 87-113
Persistent link: https://www.econbiz.de/10012166602
Saved in:
7
The wild bootstrap for few (treated) clusters
MacKinnon, James G.
;
Webb, Matthew
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
Saved in:
8
Central limit theorems for conditional efficiency measures and tests of the "separability" condition in non‐parametric, two‐stage models of production
Daraio, Cinzia
;
Simar, Léopold
;
Wilson, Paul W.
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 170-191
Persistent link: https://www.econbiz.de/10012166608
Saved in:
9
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
10
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
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