//--> //--> //-->
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_genre:"Aufsatz im Buch"
isPartOf:"Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995"
~isPartOf:"Nonparametric econometric methods"
~isPartOf:"Handbook of financial time series"
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 theory
36
Schätztheorie
36
Time series analysis
12
Zeitreihenanalyse
12
Theorie
11
Theory
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
Stochastic process
5
Stochastischer Prozess
5
ARCH model
4
ARCH-Modell
4
Multivariate Analyse
3
Multivariate analysis
3
Deutschland
2
Germany
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Metal market
2
Metallmarkt
2
Monte-Carlo
2
Option pricing theory
2
Optionspreistheorie
2
ARMA model
1
ARMA-Modell
1
Analysis
1
Bias
1
Börsenkurs
1
Capital income
1
Causality analysis
1
Derivat
1
Derivative
1
Dynamische Wirtschaftstheorie
1
Econometrics
1
Economic dynamics
1
Economic policy
1
more ...
less ...
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Aufsatz im Buch
Book section
36
Language
All
English
36
Author
All
King, Maxwell L.
3
Cai, Zongwu
2
Ara, Ismat
1
Asai, Manabu
1
Bairam, Erkin İbrahim
1
Bearse, Peter M.
1
Brockwell, Peter J.
1
Carroll, Raymond J.
1
Chan, Ngai Hang
1
Chen, Ye
1
Chib, Siddhartha
1
Chui, Chinman
1
Edwards, Phillip M.
1
Fan, Yanqin
1
Francq, Christian
1
Franke, Jürgen
1
Giraitis, Liudas
1
Gu, Jingping
1
Hirschberg, Joseph G.
1
Hong, Yongmiao
1
Ju, Gaosheng
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Kreiß, Jens-Peter
1
Kumbhakar, Subal
1
Laskar, Mizan R.
1
Latif, Abdul
1
Lau, Sau-Him Paul
1
Leipus, Remigijus
1
Li, Dingding
1
Li, Qi
1
Li, Rui
1
Liang, Zhongwen
1
Linton, Oliver
1
Malakellis, Michael
1
Mammen, Enno
1
Martin, Gael M.
1
McCann, Patrick
1
Moffatt, Peter G.
1
Omori, Yasuhiro
1
more ...
less ...
Published in...
All
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Nonparametric econometric methods
Handbook of financial time series
Robust inference
22
Handbook of applied econometrics and statistical inference
19
Robustness in econometrics
15
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
13
Essays in honor of Peter C. B. Phillips
12
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
12
Order statistics: applications
12
Essays in honor of Jerry Hausman
11
Essays in honor of Joon Y. Park : econometric theory
11
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
11
Bioenvironmental and public health statistics
10
Cross-sectional methods and applications
10
Econometric analysis of financial markets
10
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
10
Handbook of econometrics ; Vol. 4
10
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
9
Statistical methods in finance
9
Handbook of econometrics ; Vol. 2
8
Handbook of research methods and applications in empirical macroeconomics
8
New directions in spatial econometrics
8
30th anniversary edition
7
Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
7
Handbook of econometrics ; Vol. 1
7
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
7
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
7
Probability and statistical decision theory
7
The Oxford handbook of panel data
7
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
7
Advances in economics and econometrics: theory and applications ; Vol. 3
6
Advances in spatial econometrics : methodology, tools and applications
6
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
6
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
6
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
6
Microeconomics
6
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
6
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
6
Bootstrap inference in time series econometrics
5
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
36
of
36
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Some recent developments on nonparametric econometrics
Cai, Zongwu
;
Gu, Jingping
;
Li, Qi
- In:
Nonparametric econometric methods
,
(pp. 495-549)
.
2010
Persistent link: https://www.econbiz.de/10009558788
Saved in:
2
Semiparametric estimation of fixed-effects panel data varying coefficient models
Sun, Yiguo
;
Carroll, Raymond J.
;
Li, Dingding
- In:
Nonparametric econometric methods
,
(pp. 101-129)
.
2010
Persistent link: https://www.econbiz.de/10009377104
Saved in:
3
Partial identification of the distribution of treatment effects and its confidence sets
Fan, Yanqin
;
Park, Sang Soo
- In:
Nonparametric econometric methods
,
(pp. 3-70)
.
2010
Persistent link: https://www.econbiz.de/10010216406
Saved in:
4
Cross-validated bandwidths and significance testing
Parmeter, Christopher F.
;
Zheng, Zhiyuan
;
McCann, Patrick
- In:
Nonparametric econometric methods
,
(pp. 71-98)
.
2010
Persistent link: https://www.econbiz.de/10010216408
Saved in:
5
Functional coefficient estimation with both categorical and continuous data
Su, Liangjun
;
Chen, Ye
;
Ullah, Aman
- In:
Nonparametric econometric methods
,
(pp. 131-167)
.
2010
Persistent link: https://www.econbiz.de/10010216409
Saved in:
6
Nonparametric estimation of production risk and risk preference functions
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Nonparametric econometric methods
,
(pp. 223-260)
.
2010
Persistent link: https://www.econbiz.de/10010216412
Saved in:
7
Exponential series estimation of empirical copulas with application to financial returns
Chui, Chinman
;
Wu, Ximing
- In:
Nonparametric econometric methods
,
(pp. 263-290)
.
2010
Persistent link: https://www.econbiz.de/10010216413
Saved in:
8
Nonparametric estimation of multivariate CDF with categorical and continuous data
Ju, Gaosheng
;
Li, Rui
;
Liang, Zhongwen
- In:
Nonparametric econometric methods
,
(pp. 291-318)
.
2010
Persistent link: https://www.econbiz.de/10010216414
Saved in:
9
Higher order bias reduction of Kernel density and density derivative estimation at boundary points
Bearse, Peter M.
;
Rilstone, Paul
- In:
Nonparametric econometric methods
,
(pp. 319-331)
.
2010
Persistent link: https://www.econbiz.de/10010216415
Saved in:
10
Nonparametric and semiparametric methods in R
Racine, Jeffrey
- In:
Nonparametric econometric methods
,
(pp. 335-375)
.
2010
Persistent link: https://www.econbiz.de/10010216416
Saved in:
11
Some recent developments in nonparametric finance
Cai, Zongwu
;
Hong, Yongmiao
- In:
Nonparametric econometric methods
,
(pp. 379-442)
.
2010
Persistent link: https://www.econbiz.de/10010216418
Saved in:
12
ARCH (∞) models and long memory properties
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Handbook of financial time series
,
(pp. 71-84)
.
2009
Persistent link: https://www.econbiz.de/10003833780
Saved in:
13
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Handbook of financial time series
,
(pp. 85-111)
.
2009
Persistent link: https://www.econbiz.de/10003833783
Saved in:
14
Practical issues in the analysis of univariate GARCH models
Zivot, Eric
- In:
Handbook of financial time series
,
(pp. 113-155)
.
2009
Persistent link: https://www.econbiz.de/10003833789
Saved in:
15
Semiparametric and nonparametric ARCH modeling
Linton, Oliver
- In:
Handbook of financial time series
,
(pp. 157-167)
.
2009
Persistent link: https://www.econbiz.de/10003833925
Saved in:
16
Varying coefficient GARCH models
Čížek, Pavel
;
Spokojnyj, Vladimir G.
- In:
Handbook of financial time series
,
(pp. 169-185)
.
2009
Persistent link: https://www.econbiz.de/10003833937
Saved in:
17
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
18
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
19
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
20
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
21
Lévy-driven continuous-time ARMA processes
Brockwell, Peter J.
- In:
Handbook of financial time series
,
(pp. 457-480)
.
2009
Persistent link: https://www.econbiz.de/10003833977
Saved in:
22
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
23
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael
- In:
Handbook of financial time series
,
(pp. 531-553)
.
2009
Persistent link: https://www.econbiz.de/10003834179
Saved in:
24
Time series with roots on or near the unit circle
Chan, Ngai Hang
- In:
Handbook of financial time series
,
(pp. 695-707)
.
2009
Persistent link: https://www.econbiz.de/10003834204
Saved in:
25
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
26
Infrequent policy changes and trend breaks in optimizing growth models : economic underpinnings for structural change analysis
Lau, Sau-Him Paul
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 697-718)
.
1995
Persistent link: https://www.econbiz.de/10001294203
Saved in:
27
Bayesian analysis of a cointegration model using Markov chain Monte Carlo
Martin, Gael M.
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 567-626)
.
1995
Persistent link: https://www.econbiz.de/10001294206
Saved in:
28
Forecasting with the dynamic linear regression model
Latif, Abdul
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 425-455)
.
1995
Persistent link: https://www.econbiz.de/10001294211
Saved in:
29
An extreme bounds approach to modelling wage discrimination
Hirschberg, Joseph G.
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 411-424)
.
1995
Persistent link: https://www.econbiz.de/10001294212
Saved in:
30
Small sample evidence for a class of generalised method of moments estimators
Wyhowski, Donald J.
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 369-379)
.
1995
Persistent link: https://www.econbiz.de/10001294214
Saved in:
31
On the property of global log-concavity of the likelihood in models with grouped discrete data
Moffatt, Peter G.
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 361-368)
.
1995
Persistent link: https://www.econbiz.de/10001294215
Saved in:
32
The simulation properties of TRYM under alternative specifications of the financial sector
Malakellis, Michael
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 341-360)
.
1995
Persistent link: https://www.econbiz.de/10001294216
Saved in:
33
Parameter orthogonality and likelihood functions
Laskar, Mizan R.
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 253-289)
.
1995
Persistent link: https://www.econbiz.de/10001294219
Saved in:
34
A small disturbance justification for least squares tests of coefficient restrictions in dynamic simultaneous equations
Edwards, Phillip M.
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 107-120)
.
1995
Persistent link: https://www.econbiz.de/10001294224
Saved in:
35
Marginal likelihood based tests of a subvector of the parameter vector of linear regression disturbances
Ara, Ismat
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 69-106)
.
1995
Persistent link: https://www.econbiz.de/10001294225
Saved in:
36
Finite sample behaviour of the GNR tests for serial correlation
Bairam, Erkin İbrahim
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 61-67)
.
1995
Persistent link: https://www.econbiz.de/10001294226
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->