//--> //--> //-->
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
type:"article"
type_genre:"Bibliography included"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Markov chain"
~type_genre:"Article in journal"
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
Markov chain
Estimation theory
102
Schätztheorie
102
Time series analysis
49
Zeitreihenanalyse
49
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
Type of publication (narrower categories)
All
Bibliography included
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Bu, Ruijun
1
Byoung Hark Yoo
1
Cheng, Jie
1
Chevallier, Julien
1
De Angelis, Luca
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Hu, Liang
1
Jensen, Mark J.
1
Psaradakis, Zacharias G.
1
Shang, Han Lin
1
Shang, Yuhuang
1
Shin, Yongcheol
1
Sola, Martin
1
Spagnolo, Fabio
1
Viroli, Cinzia
1
Wang, Xia
1
Zhang, Xibin
1
Zheng, Tingguo
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Econometric reviews
6
Economics letters
6
Computational economics
5
European journal of operational research : EJOR
5
International journal of forecasting
5
Journal of forecasting
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
3
Insurance / Mathematics & economics
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Mathematics of operations research
3
The econometrics journal
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
INFORMS journal on computing : JOC
2
International journal of financial engineering
2
International journal of production economics
2
Journal of banking & finance
2
Journal of mathematical finance
2
Journal of the American Statistical Association : JASA
2
Journal of time series econometrics
2
Operational research : an international journal
2
Operations research
2
Operations research letters
2
Quantitative economics : QE ; journal of the Econometric Society
2
Quantitative finance
2
Quantitative marketing and economics : QME
2
Annals of finance
1
Annals of financial economics
1
Applied mathematical finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Central European journal of economic modelling and econometrics
1
Comparative economic research : Central and Eastern Europe
1
Dynamic games and applications : DGA
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
2
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca
;
Viroli, Cinzia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Saved in:
3
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
4
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
Saved in:
5
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
Saved in:
6
An extensive study on Markov switching models with endogenous regressors
Wang, Xia
;
Shang, Yuhuang
;
Zheng, Tingguo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
4
,
pp. 403-418
Persistent link: https://www.econbiz.de/10010461228
Saved in:
7
Estimating the term premium by a Markov switching model with ARMA-GARCH errors
Byoung Hark Yoo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009514123
Saved in:
8
Optimal test for Markov switching GARCH models
Hu, Liang
;
Shin, Yongcheol
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009513627
Saved in:
9
Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->