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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~subject:"USA"
~subject:"Volatility"
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Probability theory
Statistische Methodenlehre
USA
Volatility
Estimation theory
1,693
Schätztheorie
1,693
Theorie
667
Theory
667
Time series analysis
294
Zeitreihenanalyse
294
Regression analysis
185
Regressionsanalyse
185
Nichtparametrisches Verfahren
184
Nonparametric statistics
184
Estimation
137
Schätzung
135
Panel
114
Panel study
114
Statistical test
88
Statistischer Test
88
Autocorrelation
67
Autokorrelation
67
Method of moments
58
Momentenmethode
58
ARCH model
55
ARCH-Modell
55
Statistical distribution
48
Statistische Verteilung
48
Statistical theory
46
Cointegration
42
Kointegration
42
Bias
38
Systematischer Fehler
38
Volatilität
38
Correlation
37
Korrelation
37
Einheitswurzeltest
36
Induktive Statistik
36
Statistical inference
36
Unit root test
36
Forecasting model
35
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35
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1
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127
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English
127
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Hwang, Eunju
3
Linton, Oliver
3
Shin, Dong-wan
3
Zheng, John Xu
3
Burke, Simon P.
2
Chambers, Marcus J.
2
Fan, Yanqin
2
Ghysels, Eric
2
Godfrey, L. G.
2
Guay, Alain
2
Hahn, Jinyong
2
Kuan, Chung-ming
2
Li, Jia
2
McDonald, James B.
2
Park, Joon Y.
2
Renò, Roberto
2
Tauchen, George Eugene
2
Taylor, Larry W.
2
White, Halbert
2
Aksoy, Yunus
1
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Baghestani, Hamid
1
Baltagi, Badi H.
1
Barkoulas, John T.
1
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1
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1
Beckmann, Joscha
1
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1
Bell, David N. F.
1
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1
Bierens, Herman J.
1
Breitung, Jörg
1
Bresson, Georges
1
Camponovo, Lorenzo
1
Cavaliere, Giuseppe
1
Cecen, A. A.
1
Chen, Mei-yuan
1
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Econometric theory
Economics letters
Journal of econometrics
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
82
Econometric reviews
65
Discussion paper / Tinbergen Institute
55
The review of economics and statistics
49
Working paper / National Bureau of Economic Research, Inc.
41
International journal of forecasting
33
Journal of applied econometrics
31
American journal of agricultural economics
27
NBER Working Paper
26
Technical working paper / National Bureau of Economic Research
26
CREATES research paper
25
Journal of empirical finance
24
Discussion paper / Center for Economic Research, Tilburg University
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Oxford bulletin of economics and statistics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
22
International economic review
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
NBER working paper series
21
Journal of forecasting
20
Applied economics
19
Discussion paper
19
CORE discussion paper : DP
18
Economic modelling
18
Journal of banking & finance
18
The journal of futures markets
18
The review of economic studies
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
European journal of operational research : EJOR
17
Finance research letters
17
Journal of financial and quantitative analysis : JFQA
17
Report / Econometric Institute, Erasmus University Rotterdam
17
Statistics in transition : an international journal of the Polish Statistical Association
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Quantitative finance
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ECONIS (ZBW)
127
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
3
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
4
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
5
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
6
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
7
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
8
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
9
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
10
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
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