//--> //--> //--> //-->
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
isPartOf:"Econometric theory"
~subject:"Unit root test"
~subject:"Volatility"
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:"Distribution-free statistics"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Unit root test
Volatility
Nichtparametrisches Verfahren
168
Nonparametric statistics
168
Estimation theory
103
Schätztheorie
103
Theorie
64
Theory
64
Regression analysis
44
Regressionsanalyse
44
Time series analysis
27
Zeitreihenanalyse
27
Statistical test
22
Statistischer Test
22
Cointegration
9
Kointegration
9
Stochastic process
9
Stochastischer Prozess
9
Estimation
8
Schätzung
8
Statistical distribution
8
Statistische Verteilung
8
Causality analysis
7
IV-Schätzung
7
Induktive Statistik
7
Instrumental variables
7
Kausalanalyse
7
Method of moments
7
Modellierung
7
Momentenmethode
7
Scientific modelling
7
Statistical inference
7
Volatilität
6
ARCH model
5
ARCH-Modell
5
Bootstrap approach
5
Bootstrap-Verfahren
5
Einheitswurzeltest
5
Panel
4
Panel study
4
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Bandi, Federico M.
2
Kristensen, Dennis
2
Linton, Oliver
2
Renò, Roberto
2
Barrio Castro, Tomás del
1
Burridge, Peter
1
Corradi, Valentina
1
Duffy, James A.
1
García, Ana
1
Guerre, Emmanuel
1
Kanaya, Shin
1
Kim, Woocheol
1
Koo, Bonsoo
1
Nielsen, Morten Ørregaard
1
Rodrigues, Paulo M. M.
1
Sansó, Andreu
1
Taylor, Robert
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Econometric reviews
13
SFB 649 discussion paper
12
Discussion paper / Tinbergen Institute
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Economics letters
8
Journal of empirical finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CREATES research paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Economic modelling
6
Energy economics
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Econometrics : open access journal
5
International journal of forecasting
5
Applied economics
4
Cambridge working papers in economics
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Finance research letters
4
IHS economics series : working paper
4
Journal of risk and financial management : JRFM
4
The econometrics journal
4
Tinbergen Institute research series
4
Working papers / Rutgers University, Department of Economics
4
CIE working paper series
3
CREATES Research Paper
3
Cambridge-INET working papers
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Discussion papers of interdisciplinary research project 373
3
ERID working paper
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance and stochastics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of financial econometrics
3
Journal of financial economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
Saved in:
2
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
Saved in:
3
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
Saved in:
4
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
5
Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
- In:
Econometric theory
31
(
2015
)
4
,
pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
Saved in:
6
Nonparametric nonstationarity tests
Bandi, Federico M.
;
Corradi, Valentina
- In:
Econometric theory
30
(
2014
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
Saved in:
7
Nonparametric filtering of the realized spot volatility : a kernel-based approach
Kristensen, Dennis
- In:
Econometric theory
26
(
2010
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10003968526
Saved in:
8
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1515-1544
Persistent link: https://www.econbiz.de/10003904421
Saved in:
9
Nonparametric estimation of the diffusion coefficient of stochastic volatility models
Renò, Roberto
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1174-1206
Persistent link: https://www.econbiz.de/10003748738
Saved in:
10
A generalization of the Burridge-Guerre nonparametric root test
García, Ana
;
Sansó, Andreu
- In:
Econometric theory
22
(
2006
)
4
,
pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->