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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~isPartOf:"Annales d'économie et de statistique"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Monte Carlo simulation
Estimation theory
69
Schätztheorie
69
Theorie
57
Theory
57
Estimation
8
Schätzung
8
Time series analysis
8
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7
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7
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Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Aufsatz im Buch
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English
5
French
4
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Bruneau, Catherine
2
Nicolaï, Jean-Paul
2
Baltagi, Badi H.
1
Bauwens, Luc
1
Beine, Michel
1
Cermeño, Rodolfo
1
Daníelsson, Jón
1
Giot, Pierre
1
Glachant, Jérôme
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Hecq, Alain W. J.
1
Li, Qi
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Annales d'économie et de statistique
Journal of econometrics
340
Econometric theory
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
153
Econometric reviews
101
International journal of forecasting
65
Applied economics letters
59
Journal of forecasting
56
Econometrics : open access journal
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The econometrics journal
49
Computational economics
46
Applied economics
44
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of time series econometrics
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of the American Statistical Association : JASA
40
Journal of applied econometrics
31
Oxford bulletin of economics and statistics
26
Journal of empirical finance
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of economic dynamics & control
20
Journal of risk and financial management : JRFM
20
Journal of financial econometrics
16
Quantitative economics : QE ; journal of the Econometric Society
16
European journal of operational research : EJOR
15
Finance research letters
15
Journal of macroeconomics
15
The review of economics and statistics
15
The review of economic studies
13
Insurance / Mathematics & economics
12
Journal of quantitative economics : official journal of the Indian Econometric Society
12
Quantitative finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Risks : open access journal
11
Energy economics
10
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
9
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1
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
2
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
- In:
Annales d'économie et de statistique
(
2000
),
pp. 239-270
Persistent link: https://www.econbiz.de/10001543557
Saved in:
3
Inference in codependence : some Monte Carlo results and applications
Beine, Michel
;
Hecq, Alain W. J.
- In:
Annales d'économie et de statistique
(
1999
),
pp. 69-90
Persistent link: https://www.econbiz.de/10001565468
Saved in:
4
Median-unbiased estimation in fixed-effects dynamic panels
Cermeño, Rodolfo
- In:
Annales d'économie et de statistique
(
1999
),
pp. 351-368
Persistent link: https://www.econbiz.de/10001566529
Saved in:
5
Monte Carlo results on pure and pretest estimators of an error component model with autocorrelated disturbances
Baltagi, Badi H.
- In:
Annales d'économie et de statistique
(
1997
),
pp. 69-82
Persistent link: https://www.econbiz.de/10001235270
Saved in:
6
Causalité persistante entre séries non-stationnaires : application à l'étude comparée des politiques monétaires des pays du G5
Bruneau, Catherine
- In:
Annales d'économie et de statistique
(
1995
),
pp. 177-206
Persistent link: https://www.econbiz.de/10001333815
Saved in:
7
Sur la convergence des mesures de persistance relativement à la fréquence d'échantillonnage
Glachant, Jérôme
- In:
Annales d'économie et de statistique
(
1994
),
pp. 107-142
Persistent link: https://www.econbiz.de/10001180623
Saved in:
8
Amélioration de la prévision et causalité entre deux séries d'un système multivarié autorégressif stationnaire
Bruneau, Catherine
- In:
Annales d'économie et de statistique
(
1994
),
pp. 1-22
Persistent link: https://www.econbiz.de/10001183744
Saved in:
9
Une application du modèle de Hamilton à l'estimation des cycles économiques
Rabault, Guillaume
- In:
Annales d'économie et de statistique
(
1993
),
pp. 57-83
Persistent link: https://www.econbiz.de/10001144566
Saved in:
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