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subject:"Simulation"
~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Simulation
Stochastischer Prozess
Estimation theory
1,999
Schätztheorie
1,999
Theorie
480
Theory
480
Zeitreihenanalyse
378
Time series analysis
377
Nichtparametrisches Verfahren
347
Nonparametric statistics
347
Estimation
308
Schätzung
304
Regression analysis
303
Regressionsanalyse
303
Panel
180
Panel study
180
Statistical test
163
Statistischer Test
163
Volatility
126
Volatilität
126
Method of moments
104
Momentenmethode
103
Forecasting model
94
Prognoseverfahren
94
Maximum likelihood estimation
89
Maximum-Likelihood-Schätzung
89
Cointegration
84
Induktive Statistik
84
Statistical inference
84
Autocorrelation
83
Kointegration
83
Autokorrelation
82
Bootstrap approach
80
Bootstrap-Verfahren
80
Instrumental variables
73
Statistical distribution
71
Statistische Verteilung
71
Stochastic process
66
Bayes-Statistik
65
Bayesian inference
65
Monte Carlo simulation
64
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114
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Todorov, Viktor
7
Zakoïan, Jean-Michel
6
Francq, Christian
5
Tauchen, George Eugene
5
Hong, Han
3
Li, Jia
3
Park, Joon Y.
3
Andersen, Torben
2
Grynkiv, Iaryna
2
Hajivassiliou, Vassilis Argyrou
2
Hall, Alastair R.
2
Khalaf, Lynda
2
Kim, Donggyu
2
Kristensen, Dennis
2
Lee, Lung-fei
2
Li, Dong
2
Li, Guodong
2
Lieberman, Offer
2
Nason, James Michael
2
Phillips, Peter C. B.
2
Urga, Giovanni
2
Varneskov, Rasmus Tangsgaard
2
Wang, Bin
2
Wang, Yazhen
2
Zhu, Ke
2
Ahsan, Nazmul
1
Amengual, Dante
1
Andrews, Donald W. K.
1
Atkinson, Scott Estes
1
Aït-Sahalia, Yacine
1
Baek, Yae In
1
Bansal, Ravi
1
Belotti, Federico
1
Bergamelli, Michele
1
Bessler, David A.
1
Bianchi, Annamaria
1
Bierens, Herman J.
1
Blasques, Francisco
1
Blomquist, Nils Sören
1
Botosaru, Irene
1
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Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Econometric reviews
39
Economics letters
34
European journal of operational research : EJOR
30
Discussion paper / Tinbergen Institute
29
Computational economics
22
Economic modelling
21
Operations research
21
Econometric theory
19
CREATES research paper
15
Discussion paper / Center for Economic Research, Tilburg University
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Discussion paper series / IZA
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Mathematics of operations research
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Cowles Foundation discussion paper
12
Discussion paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
Journal of applied econometrics
12
The econometrics journal
12
Discussion papers of interdisciplinary research project 373
11
Insurance / Mathematics & economics
11
NBER Working Paper
11
Operations research letters
11
Working paper
11
Journal of empirical finance
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Journal of economic dynamics & control
9
SFB 649 discussion paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion papers in economics
8
INFORMS journal on computing : JOC
8
International journal of production research
8
International journal of theoretical and applied finance
8
Quantitative finance
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ECONIS (ZBW)
114
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21
Volatility estimation and jump detection for drift-diffusion processes
Laurent, Sébastien
;
Shi, Shuping
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 259-290
Persistent link: https://www.econbiz.de/10012482762
Saved in:
22
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
23
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
24
Theorder of variables, simulation noise, and accuracy of mixed logit estimates
Palma, Marco A.
;
Vedenov, Dmitry V.
;
Bessler, David A.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2049-2083
Persistent link: https://www.econbiz.de/10012254171
Saved in:
25
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
26
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
27
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
28
Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
29
Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo
;
Li, Dong
;
Li, Muyi
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
Saved in:
30
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
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