//--> //--> //-->
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
subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~person:"Berg, Gerard J. van den"
~person:"Zakoïan, Jean-Michel"
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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Zeitreihenanalyse
Schätzung
8
ARCH model
5
ARCH-Modell
5
Estimation theory
5
Schätztheorie
5
France
3
Frankreich
3
Risikomaß
3
Risk measure
3
Volatility
3
Volatilität
3
Arbeitslosigkeit
2
Dauer
2
Duration
2
Dynamic portfolio
2
Filtered historical simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Simulation
2
Unemployment
2
VAR model
2
VAR-Modell
2
Accuracy of VaR estimation
1
Aktienindex
1
Analysis of variance
1
Business cycle
1
Börsenkurs
1
Capital income
1
Confidence intervals for VaR
1
Covariate effects
1
Duration analysis
1
Elliptical distribution
1
Estimation risk
1
Forecasting model
1
Functional QMLE
1
Functional time series
1
GARCH
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Berg, Gerard J. van den
Zakoïan, Jean-Michel
Todorov, Viktor
14
Baltagi, Badi H.
9
Su, Liangjun
9
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Egger, Peter
6
Gupta, Rangan
6
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Gil-Alaña, Luis A.
5
Herwartz, Helmut
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Cai, Zongwu
4
Callaway, Brantly
4
Francq, Christian
4
Gouriéroux, Christian
4
Hassler, Uwe
4
Hayo, Bernd
4
Heckman, James J.
4
Kapetanios, George
4
Kumbhakar, Subal
4
Labeaga, José M.
4
Lamarche, Carlos
4
Lee, Chien-chiang
4
Lee, Lung-fei
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Sickles, Robin C.
4
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Discussion paper series / IZA
26
Working papers / Institute for Evaluation of Labour Market and Education Policy
11
Discussion paper / Tinbergen Institute
10
Discussion paper / Centre for Economic Policy Research
7
Working paper / IFAU - Institute for Labour Market Policy Evaluation
7
Working paper series
4
International economic review
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
2
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
2
IFS working paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Memorandum from (the) Institute of Economic Research, Faculty of Economics, University of Groningen
2
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
2
Série des documents de travail
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
ZEW discussion papers
2
Annals of economics and statistics
1
Boston College working papers in economics
1
CESifo working papers
1
CORE discussion paper : DP
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Health economics
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of health economics
1
Journal of labor economics
1
Journal of population economics
1
Journal of the European Economic Association
1
Labour economics : official journal of the European Association of Labour Economists
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research in labor economics
1
Special issue on microeconometrics of dynamic decision making
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
2
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
3
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
4
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
5
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
6
Nonparametric estimation of a dependent competing risks model for unemployment durations
Berg, Gerard J. van den
;
Lomwel, Gijsbert van
;
Ours, …
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
3
,
pp. 477-491
Persistent link: https://www.econbiz.de/10003714258
Saved in:
7
Combining micro and macro unemployment duration data
Berg, Gerard J. van den
;
Klaauw, Bas van der
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 271-309
Persistent link: https://www.econbiz.de/10001580622
Saved in:
8
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001554899
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->