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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"USA"
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Großbritannien
Wechselkurs
USA
Estimation theory
392
Schätztheorie
392
Theorie
258
Theory
258
Time series analysis
63
Zeitreihenanalyse
63
Statistical theory
45
Statistische Methodenlehre
45
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Estimation
38
Schätzung
38
Volatility
28
Volatilität
28
United States
24
Capital income
21
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21
Probability theory
20
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20
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19
Regressionsanalyse
19
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18
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17
Prognoseverfahren
17
Statistical test
17
Statistischer Test
17
Sampling
16
Stichprobenerhebung
16
Börsenkurs
15
Induktive Statistik
15
Share price
15
Statistical inference
15
Statistical distribution
13
Statistische Verteilung
13
Stochastic process
13
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13
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12
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12
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English
28
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Berry, Steven
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Nelson, Daniel B.
2
Newey, Whitney K.
2
Pakes, Ariel
2
Blundell, Richard W.
1
Card, David E.
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Daníelsson, Jón
1
Davidson, Russell
1
Duclos, Jean-Yves
1
Engle, Robert F.
1
Eḳshṭain, Tsevi
1
Fernández-Val, Iván
1
Foster, Dean P.
1
Galichon, Alfred
1
Gallant, A. Ronald
1
Granger, C. W. J.
1
Hausman, Jerry A.
1
Heckman, James J.
1
Hildenbrand, Werner
1
Holtz-Eakin, Douglas
1
Hyung, Namwon
1
Härdle, Wolfgang
1
Ichimura, Hidehiko
1
Jerison, Michael
1
Kristensen, Dennis
1
Levinsohn, James Alan
1
Lewbel, Arthur
1
MacDonald, Ronald
1
Marsh, Terry Alan
1
Olley, G. Steven
1
Phillips, Peter C. B.
1
Power, David M.
1
Rosen, Harvey S.
1
Rossi, Peter E.
1
Sakata, Shinichi
1
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Journal of empirical finance
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
The review of economics and statistics
45
Journal of econometrics
43
Working paper / National Bureau of Economic Research, Inc.
40
Journal of applied econometrics
36
Economics letters
25
American journal of agricultural economics
19
Oxford bulletin of economics and statistics
19
NBER working paper series
18
Applied economics
17
Discussion paper
17
The journal of futures markets
17
Journal of financial and quantitative analysis : JFQA
16
The journal of finance : the journal of the American Finance Association
15
The review of financial studies
15
Discussion paper series / IZA
14
Discussion paper / Centre for Economic Policy Research
13
Discussion paper / Tinbergen Institute
13
International journal of forecasting
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Journal of banking & finance
12
Journal of macroeconomics
12
Journal of money, credit and banking : JMCB
12
Applied economics letters
11
CREATES research paper
11
International economic journal
11
Journal of international money and finance
11
NBER Working Paper
11
Technical working paper / National Bureau of Economic Research
11
The review of economic studies
11
Journal of forecasting
10
Discussion paper / A
9
Econometric reviews
9
International economic review
9
International journal of economics and financial issues : IJEFI
9
Journal of monetary economics
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Econometric theory
8
Economic modelling
8
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1
Quantile and probability curves without crossing
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Galichon, …
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
3
,
pp. 1093-1125
Persistent link: https://www.econbiz.de/10003992585
Saved in:
2
Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, Richard W.
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1669
Persistent link: https://www.econbiz.de/10003611846
Saved in:
3
Transition modeling and econometric convergence tests
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996
Saved in:
4
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Saved in:
5
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
6
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
7
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
8
Statistical inference for stochastic dominance and for the measurement of poverty and inequality
Davidson, Russell
;
Duclos, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1435-1464
Persistent link: https://www.econbiz.de/10001527510
Saved in:
9
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
10
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
11
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
12
Characterizing selection bias using experimental data
Heckman, James J.
;
Ichimura, Hidehiko
;
Smith, Jeffrey A.
; …
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1017-1098
Persistent link: https://www.econbiz.de/10001249590
Saved in:
13
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
Saved in:
14
The incremental volatility information in one million foreign exchange quotations
Taylor, Stephen
- In:
Journal of empirical finance
4
(
1997
)
4
,
pp. 317-340
Persistent link: https://www.econbiz.de/10001236462
Saved in:
15
The effect of unions on the structure of wages : a longitudinal analysis
Card, David E.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 957-979
Persistent link: https://www.econbiz.de/10001203896
Saved in:
16
The dynamics of productivity in the telecommunications equipment industry
Olley, G. Steven
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
6
,
pp. 1263-1297
Persistent link: https://www.econbiz.de/10001210426
Saved in:
17
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
18
Stock prices, dividends and retention : long-run relationships and short-run dynamics
MacDonald, Ronald
- In:
Journal of empirical finance
2
(
1995
)
2
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001183230
Saved in:
19
Automobile prices in market equilibrium
Berry, Steven
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
4
,
pp. 841-890
Persistent link: https://www.econbiz.de/10001185695
Saved in:
20
Nonparametric estimation of exact consumers surplus and deadweight loss
Hausman, Jerry A.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
6
,
pp. 1445-1476
Persistent link: https://www.econbiz.de/10001188993
Saved in:
21
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
22
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
Saved in:
23
Estimation of a model of entry in the airline industry
Berry, Steven
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 889-917
Persistent link: https://www.econbiz.de/10001129059
Saved in:
24
Empirical evidence on the law of demand
Härdle, Wolfgang
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1525-1549
Persistent link: https://www.econbiz.de/10001115947
Saved in:
25
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
26
The rank of demand systems : theory and nonparametric estimation
Lewbel, Arthur
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
3
,
pp. 711-730
Persistent link: https://www.econbiz.de/10001104912
Saved in:
27
Estimating a market equilibrium search model from panel data on individuals
Eḳshṭain, Tsevi
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
4
,
pp. 783-808
Persistent link: https://www.econbiz.de/10001091340
Saved in:
28
Estimating vector autoregressions with panel data
Holtz-Eakin, Douglas
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1371-1395
Persistent link: https://www.econbiz.de/10001059823
Saved in:
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