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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of econometrics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Maximum-Likelihood-Schätzung
Volatility
Estimation theory
1,954
Schätztheorie
1,954
Theorie
608
Theory
608
Nichtparametrisches Verfahren
348
Nonparametric statistics
348
Zeitreihenanalyse
348
Time series analysis
347
Regression analysis
282
Regressionsanalyse
282
Estimation
232
Schätzung
228
Panel study
168
Statistical test
163
Statistischer Test
163
Volatilität
124
Method of moments
109
Momentenmethode
108
Induktive Statistik
96
Statistical inference
96
Maximum likelihood estimation
81
Autocorrelation
80
Autokorrelation
80
Instrumental variables
80
Forecasting model
78
Prognoseverfahren
78
Bootstrap approach
77
Bootstrap-Verfahren
77
Statistical theory
77
Statistische Methodenlehre
77
IV-Schätzung
69
Cointegration
68
Kointegration
67
Statistical distribution
65
Statistische Verteilung
65
Stochastischer Prozess
64
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373
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10
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376
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Lee, Lung-fei
11
Su, Liangjun
11
Todorov, Viktor
11
Bai, Jushan
9
Li, Jia
8
Phillips, Peter C. B.
8
Tauchen, George Eugene
8
Baltagi, Badi H.
7
Li, Kunpeng
7
Andersen, Torben
6
Li, Yingying
6
Robinson, Peter M.
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Mykland, Per A.
5
Park, Joon Y.
5
Peng, Bin
5
Jin, Sainan
4
Koopman, Siem Jan
4
Li, Dong
4
Li, Guodong
4
Pesaran, M. Hashem
4
Sarafidis, Vasilis
4
Wang, Hansheng
4
Weidner, Martin
4
Westerlund, Joakim
4
Yu, Jihai
4
Zhang, Lan
4
Arellano, Manuel
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Feng, Guohua
3
Fernández-Val, Iván
3
Kao, Chihwa
3
Linton, Oliver
3
Lu, Lina
3
Martellosio, Federico
3
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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
Economics letters
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Econometric reviews
96
Discussion paper / Tinbergen Institute
73
The econometrics journal
59
Econometric theory
53
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Economic modelling
41
CREATES research paper
37
Discussion paper series / IZA
34
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Applied economics letters
31
CESifo working papers
31
Econometrics : open access journal
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
NBER Working Paper
27
European journal of operational research : EJOR
25
Cowles Foundation discussion paper
24
Journal of the American Statistical Association : JASA
24
Computational economics
23
Journal of empirical finance
23
Journal of risk and financial management : JRFM
23
Cambridge working papers in economics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Quantitative economics : QE ; journal of the Econometric Society
22
Working paper
22
Applied economics
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
International journal of forecasting
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Discussion paper
20
NBER working paper series
20
Journal of forecasting
19
Oxford bulletin of economics and statistics
19
Finance research letters
18
Insurance / Mathematics & economics
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
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ECONIS (ZBW)
376
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
5
Efficient peer effects estimators with group effects
Kuersteiner, Guido M.
;
Prucha, Ingmar R.
;
Zeng, Ying
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2155-2194
Persistent link: https://www.econbiz.de/10014471449
Saved in:
6
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
9
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
Saved in:
10
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
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