//--> //--> //--> //-->
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"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper series"
~subject:"Prognoseverfahren"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Prognoseverfahren
Estimation theory
224
Schätztheorie
224
Zeitreihenanalyse
74
Theorie
53
Theory
53
Estimation
45
Schätzung
45
Regression analysis
24
Regressionsanalyse
24
ARCH model
22
ARCH-Modell
22
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Volatility
19
Volatilität
19
Cointegration
18
Kointegration
18
Statistical test
17
Statistischer Test
17
Bayes-Statistik
12
Bayesian inference
12
Panel
12
Panel study
12
Stochastic process
12
Stochastischer Prozess
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Capital income
11
Forecasting model
11
Kapitaleinkommen
11
VAR model
11
VAR-Modell
11
Börsenkurs
9
Markov chain
9
Markov-Kette
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Share price
9
more ...
less ...
Online availability
All
Undetermined
51
Free
16
Type of publication
All
Article
51
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Arbeitspapier
25
Working Paper
25
Graue Literatur
24
Non-commercial literature
24
Language
All
English
78
Author
All
Kohn, Robert
7
Canepa, Alessandra
4
Carter, Chris K.
3
Jentsch, Carsten
3
Curry, David J.
2
Leucht, Anne
2
Li, Jing
2
Shively, Thomas S.
2
Teräsvirta, Timo
2
Weiß, Christian H.
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Ansley, Craig F.
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Barnett, Glen
1
Baruník, Jozef
1
Beering, Carina
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bond, Derek
1
Brüggemann, Ralf
1
Carnero, M. Angeles
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Enders, Walter
1
Eratalay, M. Hakan
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Ferreira, Leonardo Nogueira
1
Flachaire, Emmanuel
1
Francq, Christian
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper series
Journal of econometrics
380
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Econometric theory
174
Economics letters
161
International journal of forecasting
132
Discussion paper / Tinbergen Institute
128
Journal of forecasting
101
Econometric reviews
100
Working paper / Department of Econometrics and Business Statistics, Monash University
72
CREATES research paper
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Applied economics letters
54
Econometrics : open access journal
49
Journal of the American Statistical Association : JASA
49
Cowles Foundation discussion paper
48
NBER Working Paper
47
The econometrics journal
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Applied economics
42
Journal of time series econometrics
42
Economic modelling
40
Computational economics
39
Discussion paper / Center for Economic Research, Tilburg University
36
Journal of applied econometrics
36
Journal of empirical finance
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
EUI working paper / ECO
33
NBER working paper series
33
Oxford bulletin of economics and statistics
32
Report / Econometric Institute, Erasmus University Rotterdam
32
Working paper
31
Discussion paper
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
SFB 649 discussion paper
28
Insurance / Mathematics & economics
27
Technical working paper / National Bureau of Economic Research
26
NBER technical working paper series
25
more ...
less ...
Source
All
ECONIS (ZBW)
78
Showing
1
-
10
of
78
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian local projections
Ferreira, Leonardo Nogueira
;
Miranda-Agrippino, Silvia
; …
-
2023
Persistent link: https://www.econbiz.de/10013557119
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
Saved in:
5
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
6
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
7
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
-
2021
Persistent link: https://www.econbiz.de/10013170703
Saved in:
8
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
Saved in:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->