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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Statistical inference"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical inference
Estimation theory
959
Schätztheorie
959
Theorie
439
Theory
439
Time series analysis
186
Zeitreihenanalyse
186
Nichtparametrisches Verfahren
125
Nonparametric statistics
125
Regression analysis
102
Regressionsanalyse
102
Statistical test
47
Statistischer Test
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ARCH model
44
ARCH-Modell
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Estimation
35
Schätzung
35
Statistical distribution
34
Statistische Verteilung
34
Autocorrelation
33
Autokorrelation
33
Statistical theory
32
Statistische Methodenlehre
32
Induktive Statistik
25
Panel
25
Panel study
25
Cointegration
24
Kointegration
24
Method of moments
24
Momentenmethode
24
Einheitswurzeltest
22
Unit root test
22
Volatilität
19
Stochastic process
18
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
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16
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16
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Gouriéroux, Christian
3
Jasiak, Joann
3
Cavaliere, Giuseppe
2
Chen, Haiqiang
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Kanaya, Shin
2
Li, Jia
2
Li, Qi
2
Ling, Shiqing
2
Phillips, Peter C. B.
2
Renault, Eric
2
Andersen, Torben
1
Arteche, Josu
1
Aucejo, Esteban
1
Bandi, Federico M.
1
Bertholon, Henri
1
Binder, Michael
1
Boswijk, Herman Peter
1
Bugni, Federico A.
1
Camponovo, Lorenzo
1
Chen, Xiaohong
1
Chevillon, Guillaume
1
Christopeit, Norbert
1
Coudin, Elise
1
Crudu, Federico
1
Cybakov, Aleksandr B.
1
Dalalyan, Arnak S.
1
Dauxois, Jean-Yves
1
Duffy, James A.
1
Dufour, Jean-Marie
1
Fang, Ying
1
Fang, Zheng
1
Fermanian, Jean-David
1
Francq, Christian
1
Goh, S. C.
1
Guerre, Emmanuel
1
Hahn, Jinyong
1
Han, Chirok
1
Harvey, David I.
1
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Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
CEMMAP working papers / Centre for Microdata Methods and Practice
58
Economics letters
47
Discussion paper / Tinbergen Institute
41
Econometric reviews
39
CREATES research paper
34
The econometrics journal
33
Cowles Foundation Discussion Paper
29
Cowles Foundation discussion paper
29
Economic modelling
27
Journal of the American Statistical Association : JASA
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Quantitative economics : QE ; journal of the Econometric Society
23
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Journal of financial econometrics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometrics : open access journal
18
European journal of operational research : EJOR
17
International journal of forecasting
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NBER Working Paper
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SFB 649 discussion paper
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Finance research letters
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NBER working paper series
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Quantitative finance
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International journal of theoretical and applied finance
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Journal of banking & finance
15
Journal of forecasting
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Journal of risk and financial management : JRFM
14
Working paper
14
Computational economics
13
Discussion papers of interdisciplinary research project 373
13
Insurance / Mathematics & economics
12
Operations research
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working papers / TSE : WP
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ECONIS (ZBW)
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
A simple nonparametric approach for estimation and inference of conditional quantile functions
Fang, Zheng
;
Li, Qi
;
Yan, Karen Xueqing
- In:
Econometric theory
39
(
2023
)
2
,
pp. 290-320
Persistent link: https://www.econbiz.de/10014306312
Saved in:
3
Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya
;
Ura, Takuya
- In:
Econometric theory
38
(
2022
)
1
,
pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
Saved in:
4
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
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5
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
6
Inference in instrumental variable models with heteroskedasticity and many instruments
Crudu, Federico
;
Mellace, Giovanni
;
Sándor, Zsolt
- In:
Econometric theory
37
(
2021
)
2
,
pp. 281-310
Persistent link: https://www.econbiz.de/10012505392
Saved in:
7
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
8
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
9
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
10
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
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