//--> //--> //-->
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:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Tauchen, George Eugene"
~person:"Teräsvirta, Timo"
~subject:"Schätztheorie"
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
Share price
Schätztheorie
Estimation theory
4
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
CAPM
2
1928-1987
1
1959-1984
1
ARCH model
1
ARCH-Modell
1
Capital income
1
Consumption theory
1
Efficient estimation
1
Estimation
1
Kapitaleinkommen
1
Konsumtheorie
1
LAMN
1
Markov chain
1
Markov-Kette
1
Martingal
1
Martingale
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Rational expectations
1
Rationale Erwartung
1
Regression analysis
1
Regressionsanalyse
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United States
1
VAR
1
Volatility
1
Volatilität
1
high-frequency data
1
jumps
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Stambaugh, Robert F.
Tauchen, George Eugene
Teräsvirta, Timo
Andrews, Donald W. K.
21
Newey, Whitney K.
15
Phillips, Peter C. B.
11
Horowitz, Joel
8
Imbens, Guido
8
Robinson, Peter M.
7
Chen, Xiaohong
5
Chernozhukov, Victor
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Ploberger, Werner
5
Smith, Richard J.
5
Stock, James H.
5
Vuong, Quang H.
5
Bai, Jushan
4
Chesher, Andrew
4
Dufour, Jean-Marie
4
Gallant, A. Ronald
4
Graham, Bryan S.
4
Kitamura, Yuichi
4
Manski, Charles F.
4
Nelson, Daniel B.
4
Pakes, Ariel
4
Powell, James
4
Savin, N. Eugene
4
Stoker, Thomas Martin
4
White, Halbert
4
Abadir, Karim Maher
3
Andrews, Isaiah
3
Bekker, Paul A.
3
Card, David E.
3
Chamberlain, Gary
3
Davidson, Russell
3
Engle, Robert F.
3
Hahn, Jinyong
3
Hirano, Keisuke
3
Honoré, Bo E.
3
Judd, Kenneth L.
3
Müller, Ulrich K.
3
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
12
CREATES research paper
11
Working paper series in economics and finance
8
ERID working paper
5
Econometric reviews
5
Discussion paper / Tinbergen Institute
4
Arbeidsnotat / Norges Bank
3
Arbeidsnotat / Norges Bank / Norges Bank
3
Econometrics : open access journal
3
International journal of forecasting
3
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
Economics letters
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
SSE EFI working paper series in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working paper series economics and econometrics
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CEA_372Cass working paper series
1
CORE discussion papers : DP
1
Computation and estimation in finance and economics
1
Discussion papers / Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Elinkeinoelämän Tutkimuslaitos, Keskusteluaiheita
1
Handbook of economic forecasting ; 1
1
Handbook of financial time series
1
Journal of empirical finance
1
Journal of financial economics
1
Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
1
Macroeconomic dynamics
1
NBER Working Paper
1
NBER working paper series
1
NCER working paper series
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
Rodney L. White Center for Financial Research
1
Technical working paper / National Bureau of Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
2
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:
3
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
4
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1091-1120
Persistent link: https://www.econbiz.de/10001076166
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->