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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH-Modell
Schätzung
United States
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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36
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36
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36
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36
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36
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English
36
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Teräsvirta, Timo
5
Nielsen, Morten Ørregaard
4
Rahbek, Anders
3
Silvennoinen, Annastiina
3
Cavaliere, Giuseppe
2
Ergemen, Yunus Emre
2
Floor Brix, Anne
2
Gørgens, Tue
2
Kock, Anders Bredahl
2
Kristensen, Dennis
2
Lunde, Asger
2
Pedersen, Rasmus Søndergaard
2
Taylor, Robert
2
Würtz, Allan H.
2
Amado, Cristina
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Bu, Ruijun
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Carlini, Federico
1
Casas, Isabel
1
Catani, Paul
1
Christensen, Bent Jesper
1
Demetrescu, Matei
1
Ferreira, Eva
1
Grassi, Stefano
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lange, Theis
1
MacKinnon, James G.
1
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CREATES research paper
Journal of econometrics
399
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
260
Economics letters
211
Econometric reviews
132
CEMMAP working papers / Centre for Microdata Methods and Practice
87
Econometric theory
87
Applied economics letters
83
Discussion paper series / IZA
81
The econometrics journal
78
Applied economics
77
Discussion paper / Tinbergen Institute
76
NBER Working Paper
75
NBER working paper series
73
Economic modelling
70
Working paper / National Bureau of Economic Research, Inc.
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Journal of applied econometrics
62
Working paper / Department of Econometrics and Business Statistics, Monash University
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
The review of economics and statistics
52
CESifo working papers
50
Working paper
47
Computational economics
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Econometrics : open access journal
44
IZA Discussion Paper
44
International journal of forecasting
41
Discussion paper
39
Journal of the American Statistical Association : JASA
39
Journal of banking & finance
38
Quantitative economics : QE ; journal of the Econometric Society
38
Journal of empirical finance
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
36
Journal of forecasting
36
Discussion papers / CEPR
32
Oxford bulletin of economics and statistics
31
Cambridge working papers in economics
30
American journal of agricultural economics
29
Finance research letters
28
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ECONIS (ZBW)
36
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36
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
8
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
9
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
10
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
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