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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Volatility
Estimation theory
1,775
Schätztheorie
1,775
Theorie
386
Theory
386
Zeitreihenanalyse
368
Time series analysis
367
Nichtparametrisches Verfahren
332
Nonparametric statistics
332
Regressionsanalyse
278
Estimation
234
Schätzung
230
Statistical test
162
Statistischer Test
162
Panel
160
Panel study
160
Volatilität
131
Method of moments
103
Momentenmethode
102
Induktive Statistik
92
Statistical inference
92
Maximum likelihood estimation
89
Maximum-Likelihood-Schätzung
89
Autocorrelation
83
Autokorrelation
83
Bootstrap approach
82
Bootstrap-Verfahren
82
Forecasting model
82
Cointegration
77
Kointegration
76
Stochastic process
76
Stochastischer Prozess
76
Instrumental variables
69
Statistical distribution
65
Statistische Verteilung
65
ARCH model
62
ARCH-Modell
62
Modellierung
60
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Undetermined
250
Free
32
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Article
413
Book / Working Paper
33
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Article in journal
410
Aufsatz in Zeitschrift
410
Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
Conference paper
8
Konferenzbeitrag
8
Collection of articles of several authors
1
Sammelwerk
1
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English
446
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Todorov, Viktor
11
Andersen, Torben
8
Chen, Songnian
8
Linton, Oliver
8
Tauchen, George Eugene
7
Taylor, Robert
7
Lee, Ji Hyung
6
Li, Jia
6
Phillips, Peter C. B.
6
Su, Liangjun
6
Sun, Yiguo
6
Teräsvirta, Timo
6
Tu, Yundong
6
Cai, Zongwu
5
Kim, Donggyu
5
Li, Degui
5
Li, Qi
5
Li, Yingying
5
Park, Joon Y.
5
Robinson, Peter M.
5
Breunig, Christoph
4
Corradi, Valentina
4
Demetrescu, Matei
4
Fan, Jianqing
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Francq, Christian
4
Hansen, Christian Bailey
4
Hounyo, Ulrich
4
Koopman, Siem Jan
4
Medeiros, Marcelo C.
4
Mykland, Per A.
4
Sasaki, Yuya
4
Simoni, Anna
4
Swanson, Norman R.
4
Varneskov, Rasmus Tangsgaard
4
Xu, Ke-Li
4
Yu, Ping
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
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CREATES research paper
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
129
International journal of forecasting
117
Econometric theory
111
Journal of the American Statistical Association : JASA
102
CEMMAP working papers / Centre for Microdata Methods and Practice
99
Econometric reviews
95
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
86
Journal of forecasting
76
The econometrics journal
72
Discussion paper / Tinbergen Institute
71
Discussion papers of interdisciplinary research project 373
46
Cowles Foundation discussion paper
45
NBER Working Paper
44
Discussion paper series / IZA
43
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Economic modelling
42
European journal of operational research : EJOR
42
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Econometrics : open access journal
37
NBER working paper series
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Journal of empirical finance
33
Computational economics
31
Discussion paper
31
Insurance / Mathematics & economics
31
KBI
30
Working paper
30
Journal of risk and financial management : JRFM
29
SFB 649 discussion paper
29
Discussion paper / Center for Economic Research, Tilburg University
28
Applied economics letters
27
Cowles Foundation Discussion Paper
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Working papers / TSE : WP
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
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ECONIS (ZBW)
446
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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
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
4
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:
5
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
6
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:
7
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
8
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
9
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
10
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
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