//--> //--> //--> //-->
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:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Monte Carlo simulation"
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
Probability theory
Time series analysis
Monte Carlo simulation
Estimation theory
748
Schätztheorie
748
Nichtparametrisches Verfahren
178
Nonparametric statistics
178
Zeitreihenanalyse
169
Regression analysis
167
Regressionsanalyse
167
Estimation
166
Schätzung
163
Panel
98
Panel study
98
Statistical test
88
Statistischer Test
88
Volatility
77
Volatilität
77
Induktive Statistik
56
Statistical inference
56
Bootstrap approach
55
Bootstrap-Verfahren
55
Maximum likelihood estimation
55
Maximum-Likelihood-Schätzung
55
Autocorrelation
52
Forecasting model
52
Method of moments
52
Prognoseverfahren
52
Autokorrelation
51
Momentenmethode
51
Correlation
44
Instrumental variables
44
Korrelation
44
Stochastic process
43
Stochastischer Prozess
43
Capital income
42
Kapitaleinkommen
42
Causality analysis
41
Kausalanalyse
41
Panel data
40
Statistical distribution
40
Statistische Verteilung
40
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
201
Type of publication (narrower categories)
All
Article in journal
201
Aufsatz in Zeitschrift
201
Language
All
English
201
Author
All
Phillips, Peter C. B.
8
Li, Jia
6
Davis, Richard A.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Linton, Oliver
5
Todorov, Viktor
5
Zhu, Ke
5
Francq, Christian
4
Tauchen, George Eugene
4
Taylor, Robert
4
Andersen, Torben
3
Fan, Jianqing
3
Li, Degui
3
Li, Guodong
3
Li, Wai Keung
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Xiao, Zhijie
3
Zheng, Xinghua
3
Baltagi, Badi H.
2
Blasques, Francisco
2
Blazsek, Szabolcs
2
Bollerslev, Tim
2
Chambers, Marcus J.
2
Chen, Rong
2
Chen, Xiaohong
2
Chevillon, Guillaume
2
Clinet, Simon
2
Demetrescu, Matei
2
Dong, Chaohua
2
Dufour, Jean-Marie
2
Fulop, Andras
2
Gao, Jiti
2
Gao, Yan
2
Ghysels, Eric
2
Harris, David
2
Horowitz, Joel
2
Kao, Chihwa
2
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric reviews
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Economics letters
54
International journal of forecasting
46
Econometric theory
41
Journal of time series econometrics
39
Computational economics
38
Applied economics letters
23
The econometrics journal
23
Economic modelling
20
European journal of operational research : EJOR
18
Finance research letters
17
Journal of financial econometrics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Insurance / Mathematics & economics
13
Journal of economic dynamics & control
13
Journal of quantitative economics
13
Journal of forecasting
12
Quantitative finance
12
Journal of empirical finance
11
Discussion papers / CEPR
10
Energy economics
9
Essays in honor of Joon Y. Park : econometric theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of risk
7
International journal of computational economics and econometrics : IJCEE
6
Journal of econometric methods
6
Journal of mathematical finance
6
Operations research letters
6
SpringerLink / Bücher
6
Working paper / National Bureau of Economic Research, Inc.
6
Astin bulletin : the journal of the International Actuarial Association
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Handbook of econometrics : volume 2
5
International journal of economics and finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
201
Showing
1
-
10
of
201
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
3
Structural VAR models in the frequency domain
Guay, Alain
;
Pelgrin, Florian
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332268
Saved in:
4
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
5
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
6
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
7
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
8
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
9
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
10
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->