//--> //--> //--> //-->
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
subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Applied economics letters"
~subject:"Regression analysis"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatilität
Regression analysis
Estimation theory
197
Schätztheorie
197
Schätzung
55
Time series analysis
49
Zeitreihenanalyse
49
Einheitswurzeltest
21
Unit root test
21
Panel
20
Panel study
20
Regressionsanalyse
18
Cointegration
16
Kointegration
16
Statistical test
14
Statistischer Test
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Correlation
10
Korrelation
10
Structural break
10
Strukturbruch
10
Autocorrelation
9
Autokorrelation
9
Method of moments
9
Momentenmethode
9
ARCH model
7
ARCH-Modell
7
Statistical distribution
7
Statistische Verteilung
7
Bias
6
Systematischer Fehler
6
Theorie
6
Theory
6
USA
6
United States
6
Welt
6
World
6
more ...
less ...
Online availability
All
Undetermined
30
Type of publication
All
Article
72
Type of publication (narrower categories)
All
Article in journal
72
Aufsatz in Zeitschrift
72
Language
All
English
72
Author
All
Aoki, Takaaki
2
Yamada, Hiroshi
2
Agiakloglou, Christos N.
1
Agiropoulos, Charalampos
1
Alhassan, Abdulkareem
1
Arnade, Carlos Anthony
1
Barker, Terry
1
Berrens, Robert P.
1
Bertoni, Danilo
1
Bhaskara Rao, Buddhavarapu
1
Blackburn, McKinley L.
1
Bonev, Petyo
1
Borah, Melanie
1
Boudarbat, Brahim
1
Brümmer, Bernhard
1
Buehler, David
1
Caporale, Guglielmo Maria
1
Cavicchioli, Daniele
1
Chang, Tsangyao
1
Chen, Ho-chyuan
1
Chen, Kuang-hua
1
Chen, Zhuo
1
Chen, Zirong
1
Childs, Jason
1
Cho, Seong-hoon
1
Cook, Steven
1
De-Ramon, Sebastian J. A.
1
Dotsis, George
1
Eales, James S.
1
Farbmacher, Helmut
1
Firoozi, Fathali
1
Franses, Philip Hans
1
Glauben, Thomas
1
Gopinath, Munisamy
1
Gregoriou, Andros
1
Greiner, Alfred
1
Grenon, Lee
1
Gunji, Hiroshi
1
Hayes, Peter
1
Helmer, Edmund
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of econometrics
496
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
Economics letters
201
Econometric reviews
127
CEMMAP working papers / Centre for Microdata Methods and Practice
123
Econometric theory
123
Journal of the American Statistical Association : JASA
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
91
NBER Working Paper
85
Discussion paper / Tinbergen Institute
82
Discussion paper series / IZA
82
The econometrics journal
81
Economic modelling
75
NBER working paper series
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Working paper / Department of Econometrics and Business Statistics, Monash University
57
Discussion papers of interdisciplinary research project 373
56
Applied economics
51
Cowles Foundation discussion paper
50
Econometrics : open access journal
50
Quantitative economics : QE ; journal of the Econometric Society
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of applied econometrics
49
International journal of forecasting
48
European journal of operational research : EJOR
47
Working paper
47
Working paper / National Bureau of Economic Research, Inc.
47
Discussion paper
45
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
44
IZA Discussion Paper
44
CESifo working papers
43
SFB 649 discussion paper
41
Computational economics
40
Journal of banking & finance
39
Insurance / Mathematics & economics
38
CREATES research paper
37
Journal of empirical finance
37
Journal of forecasting
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
50
of
72
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Projection properties of constrained nonparametric instrumental variableestimators
Bonev, Petyo
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014441927
Saved in:
2
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
3
The regression approach to the estimation and additive decomposition of the Foster-Greer-Thorbecke poverty measures
Ogwang, Tomson
;
Lamarche, Jean Francois
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2136-2140
Persistent link: https://www.econbiz.de/10014364518
Saved in:
4
Does inflation targeting really matter? : doubly robust estimation
Gunji, Hiroshi
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1578-1581
Persistent link: https://www.econbiz.de/10014304556
Saved in:
5
Testing for dummy-variable effects in semi-logarithmic regressions
Blackburn, McKinley L.
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 292-296
Persistent link: https://www.econbiz.de/10013553195
Saved in:
6
A new approach to the relative convergence test
Kwak, Jihun
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 597-603
Persistent link: https://www.econbiz.de/10013170995
Saved in:
7
Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 619-625
Persistent link: https://www.econbiz.de/10013170999
Saved in:
8
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
9
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
10
The capitalization of CAP payments into land rental prices : a grouped fixed-effects estimator
Valenti, Daniele
;
Bertoni, Danilo
;
Cavicchioli, Daniele
; …
- In:
Applied economics letters
28
(
2021
)
3
,
pp. 231-236
Persistent link: https://www.econbiz.de/10012415139
Saved in:
11
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
12
A Bayesian analysis of parental education as instruments in estimating the return to schooling
Hou, Chenghan
;
Tian, Xinping
;
Wang, Si
- In:
Applied economics letters
27
(
2020
)
2
,
pp. 113-117
Persistent link: https://www.econbiz.de/10012205386
Saved in:
13
Dynamic panel of count data with initial event and correlated heterogeneity
Yoon, Sung-Joo
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 302-306
Persistent link: https://www.econbiz.de/10012205447
Saved in:
14
Benchmarking collateral of triple-a rated securities
Sarmiento, Camilo
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 555-558
Persistent link: https://www.econbiz.de/10012205727
Saved in:
15
Parameter variation in the "log t" convergence test
Johnson, Paul A.
- In:
Applied economics letters
27
(
2020
)
9
,
pp. 736-739
Persistent link: https://www.econbiz.de/10012205815
Saved in:
16
Institutions and bilateral trade in Africa : an application of Poisson's estimation with high-dimensional fixed effects to structural gravity model
Alhassan, Abdulkareem
;
Payaslioglu, Cem
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1357-1361
Persistent link: https://www.econbiz.de/10012267135
Saved in:
17
Spurious principal components
Franses, Philip Hans
;
Janssens, Eva
- In:
Applied economics letters
26
(
2019
)
1
,
pp. 37-39
Persistent link: https://www.econbiz.de/10012204125
Saved in:
18
An N-dimensional generalization of the Amiti-Weinstein estimator
Nagengast, A. J.
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 669-676
Persistent link: https://www.econbiz.de/10012204305
Saved in:
19
A weighted Fama-MacBeth two-step panel regression procedure
Yoon, Ho-Jung
;
Lee, Kyuseok
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 677-683
Persistent link: https://www.econbiz.de/10012204306
Saved in:
20
A simple estimator for smooth local projections
Shagi, Makram el-
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 830-834
Persistent link: https://www.econbiz.de/10012204396
Saved in:
21
Income and democracy : dynamic misspecification due to the presence of serial correlation
Paleologou, Suzanna-Maria
- In:
Applied economics letters
25
(
2018
)
10
,
pp. 698-701
Persistent link: https://www.econbiz.de/10012129801
Saved in:
22
Spatial analysis of municipal water demand : a panel data approach
O'Donnell, Michael
;
Berrens, Robert P.
- In:
Applied economics letters
25
(
2018
)
16
,
pp. 1157-1160
Persistent link: https://www.econbiz.de/10012134892
Saved in:
23
There and back again - estimating equivalence scales with measurement error
Borah, Melanie
;
Knabe, Andreas
- In:
Applied economics letters
25
(
2018
)
19
,
pp. 1389-1392
Persistent link: https://www.econbiz.de/10012137368
Saved in:
24
Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
Saved in:
25
Estimating local average treatment effects in aggregate data
Huntington-Klein, Nick
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 762-765
Persistent link: https://www.econbiz.de/10011714196
Saved in:
26
Re-examining the economic determinants of alcohol consumption in Canada : controlling for the presence of common correlated effects
Stevens, Jason
;
Childs, Jason
- In:
Applied economics letters
24
(
2017
)
16
,
pp. 1177-1180
Persistent link: https://www.econbiz.de/10011852375
Saved in:
27
Testing under a special form of heteroscedasticity
Farbmacher, Helmut
;
Kögel, Heinrich
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 264-268
Persistent link: https://www.econbiz.de/10011704440
Saved in:
28
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
29
Gravity model estimation : fixed effects vs. random intercept Poisson pseudo-maximum likelihood
Prehn, Sören
;
Brümmer, Bernhard
;
Glauben, Thomas
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 761-764
Persistent link: https://www.econbiz.de/10011628526
Saved in:
30
On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 979-983
Persistent link: https://www.econbiz.de/10011629313
Saved in:
31
Measuring the bid-ask spreads : a note on the potential downward bias of the Thompson-Waller estimator
Otsubo, Yoichi
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 808-814
Persistent link: https://www.econbiz.de/10011286079
Saved in:
32
A simple solution to the distance puzzle : balanced data and Poisson estimation
Buehler, David
;
White, Roger
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 587-592
Persistent link: https://www.econbiz.de/10010529507
Saved in:
33
Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests
Vávra, Marián
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1094-1099
Persistent link: https://www.econbiz.de/10011312188
Saved in:
34
Estimating the time-varying NAIRU and the Phillips curve slope simultaneously : a note
Yamada, Hiroshi
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 1057-1059
Persistent link: https://www.econbiz.de/10010418231
Saved in:
35
Revisiting Aschauer via ICM estimation
Song, Hosin
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1111-1115
Persistent link: https://www.econbiz.de/10010465873
Saved in:
36
Estimation of affine term structure models under the Milstein approximation
Park, Hail
- In:
Applied economics letters
21
(
2014
)
7/9
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010414746
Saved in:
37
Modelling money demand : further evidence from an international comparison
Jawadi, Fredj
;
Sousa, Ricardo M.
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1052-1055
Persistent link: https://www.econbiz.de/10010195935
Saved in:
38
Attrition and the estimation of employment and wage equations : the Canadian survey of labour and income dynamics
Boudarbat, Brahim
;
Grenon, Lee
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1139-1144
Persistent link: https://www.econbiz.de/10010197004
Saved in:
39
Estimation of a fractionally cointegrated demand system : evidence from the Japanese expenditure data
Ogura, Manami
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1023-1028
Persistent link: https://www.econbiz.de/10009633745
Saved in:
40
Inflation in weekend box office estimates
Malhotra, Neil
;
Helmer, Edmund
- In:
Applied economics letters
19
(
2012
)
13/15
,
pp. 1411-1415
Persistent link: https://www.econbiz.de/10009680312
Saved in:
41
An alternative method to estimate income variance in cross-sectional data
Uematsu, Hiroki
;
Mishra, Ashok K.
;
Powell, Rebekah Rachel
- In:
Applied economics letters
19
(
2012
)
13/15
,
pp. 1431-1436
Persistent link: https://www.econbiz.de/10009681431
Saved in:
42
Investment under uncertainty and volatility estimation risk
Dotsis, George
;
Makropoulou, Vasiliki
;
Markellos, …
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 133-137
Persistent link: https://www.econbiz.de/10009412657
Saved in:
43
On estimability of parsimonious term structure models : an experiment with the Nelson-Siegel specification
Virmani, Vineet
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1703-1706
Persistent link: https://www.econbiz.de/10009683964
Saved in:
44
Geographically weighted regression bandwidth selection and spatial autocorrelation : an empirical example using Chinese agriculture data
Cho, Seong-hoon
;
Lambert, Dayton M.
;
Chen, Zhuo
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 767-772
Persistent link: https://www.econbiz.de/10003996711
Saved in:
45
Demand estimation when some prices are unobserved : an application to fresh lettuce
Arnade, Carlos Anthony
;
Pick, Daniel H.
;
Gopinath, Munisamy
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1641-1646
Persistent link: https://www.econbiz.de/10009232168
Saved in:
46
Estimating individual rates of discount : a meta-analysis
Percoco, Marco
;
Nijkamp, Peter
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1235-1239
Persistent link: https://www.econbiz.de/10003886795
Saved in:
47
Testing credibility with time-varying coefficients
Nogueira Junior, Reginaldo Pinto
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1813-1817
Persistent link: https://www.econbiz.de/10003932490
Saved in:
48
Estimating penalized spline regressions : theory and application to economics
Greiner, Alfred
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1831-1835
Persistent link: https://www.econbiz.de/10003932527
Saved in:
49
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
50
Proposed separability restriction tests using nonparametric regression methods
Aoki, Takaaki
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 949-954
Persistent link: https://www.econbiz.de/10003785989
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->