//--> //--> //-->
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
person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Kapetanios, George"
~subject:"Schätztheorie"
~subject:"VAR-Modell"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Schätztheorie
VAR-Modell
Estimation theory
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
ARMA model
1
ARMA-Modell
1
Asymptotic contraction mapping
1
Autocorrelation
1
Autokorrelation
1
Autoregressive processes
1
Endogeneity
1
Estimation
1
Forecasting
1
Forecasting model
1
Hausman test
1
IV-Schätzung
1
Instrumental variables
1
Iterative ordinary least squares (IOLS) estimator
1
Kernel estimation
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Non-parametric methods
1
Nonparametric estimation
1
Phillips curve
1
Phillips-Kurve
1
Prognoseverfahren
1
Random coefficient models
1
Regression analysis
1
Regressionsanalyse
1
Rich and large datasets
1
Schätzung
1
Time series analysis
1
Time-varying coefficient models
1
Time-varying parameters
1
VAR model
1
VARMA
1
Weak VARMA
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Croux, Christophe
Kapetanios, George
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Magnus, Jan R.
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Zakoïan, Jean-Michel
8
more ...
less ...
Published in...
All
Journal of econometrics
KBI
24
Working paper
16
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Economics letters
4
International journal of forecasting
4
Bank of England Working Paper
3
CESifo working papers
3
Cambridge working papers in economics
3
Discussion papers / CEPR
3
Econometric reviews
3
Discussion paper / Centre for Economic Policy Research
2
Econometric theory
2
Staff reports / Federal Reserve Bank of New York
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working papers / Bank of England
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
Working papers / Penn Institute for Economic Research
2
BAFFI CAREFIN Centre Research Paper
1
CESifo Working Paper Series
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
ECB Working Paper
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European journal of operational research : EJOR
1
FRB of New York Staff Report
1
Globalization and Monetary Policy Institute Working Paper
1
IGIER Working Paper
1
IZA Discussion Paper
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometric methods
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
Saved in:
2
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
3
Inference on stochastic time-varying coefficient models
Giraitis, Liudas
;
Kapetanios, George
;
Yates, Anthony
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->