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~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
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Search: subject:"Heteroskedastizität"
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Nichtparametrisches Verfahren
Heteroskedastizität
566
Heteroscedasticity
565
Estimation theory
212
Schätztheorie
212
Theorie
203
Theory
203
ARCH model
154
ARCH-Modell
154
Time series analysis
127
Zeitreihenanalyse
127
Estimation
117
Schätzung
117
Volatility
92
Volatilität
92
Statistical test
70
Statistischer Test
70
Regression analysis
66
Regressionsanalyse
66
Autokorrelation
63
Autocorrelation
62
Bootstrap approach
44
Bootstrap-Verfahren
44
Forecasting model
41
Prognoseverfahren
41
USA
38
United States
38
Heteroskedasticity
36
Capital income
34
Kapitaleinkommen
34
Börsenkurs
33
Method of moments
33
Momentenmethode
33
Share price
33
Correlation
32
Korrelation
32
Panel
32
Panel study
32
VAR model
30
VAR-Modell
30
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Undetermined
13
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3
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Article
28
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1
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Article in journal
Aufsatz in Zeitschrift
29
Working Paper
12
Arbeitspapier
11
Graue Literatur
10
Non-commercial literature
10
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1
Collection of articles of several authors
1
Konferenzschrift
1
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1
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English
29
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Xiao, Zhijie
3
Linton, Oliver
2
Luger, Richard
2
Parmeter, Christopher F.
2
Su, Liangjun
2
Abrevaya, Jason
1
Botosaru, Irene
1
Chan, Nigel
1
Chen, Songnian
1
Choi, Sung Hoon
1
Coudin, Elise
1
Dufour, Jean-Marie
1
Gardi, Bayar
1
Grobys, Klaus
1
Gungor, Sermin
1
Guo, Jing
1
Haiqing Xu
1
Hallin, Marc
1
Hodgson, Douglas J.
1
Jin, Sainan
1
Kanwal, Samra
1
Khan, Shakeeb
1
Kirman, Alan P.
1
Klein, Roger W.
1
Kousmanen, Timo
1
Kumbhakar, Subal
1
La Vecchia, Davide
1
Lin, Eric S.
1
Muhammad, Atif Sattar
1
O'Hara, Michael E.
1
Pelenis, Justinas
1
Robinson, Peter M.
1
Saastamoinen, Antti
1
Sasaki, Yuya
1
Schroeder, Elizabeth
1
Sun, Yan
1
Teyssière, Gilles
1
Tu, Yundong
1
Ullah, Aman
1
Velasco, Carlos
1
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Journal of econometrics
8
Econometric theory
3
Applied economics
2
Econometric reviews
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
The econometrics journal
2
Cambridge working papers in economics
1
Economic modelling
1
International journal of financial engineering
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of finance and investment analysis
1
Journal of productivity analysis
1
Pacific economic review
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
29
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Estimation of treatment effects under endogenous heteroskedasticity
Abrevaya, Jason
;
Haiqing Xu
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 451-478
Persistent link: https://www.econbiz.de/10014434342
Saved in:
3
Feasible weighted projected principal component analysis for semi-parametric factor models
Choi, Sung Hoon
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 215-234
Persistent link: https://www.econbiz.de/10014319342
Saved in:
4
Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors
Guo, Jing
;
Wang, Lei
;
Zhang, ZhengYu
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348383
Saved in:
5
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
6
The impact of microcredit borrowing on household consumption in Bangladesh
Schroeder, Elizabeth
- In:
Applied economics
52
(
2020
)
43
,
pp. 4765-4779
Persistent link: https://www.econbiz.de/10012298743
Saved in:
7
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong
;
Chan, Nigel
;
Wang, Qiying
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
9
Inference on trending panel data
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
Saved in:
10
Nonparametric heteroskedasticity in persistent panel processes : an application to earnings dynamics
Botosaru, Irene
;
Sasaki, Yuya
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 283-296
Persistent link: https://www.econbiz.de/10011974674
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