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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"restricted"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
4,991
Estimation
1,200
Schätzung
1,179
Time series analysis
926
Zeitreihenanalyse
926
Regression analysis
890
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888
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713
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713
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510
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510
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410
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406
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406
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366
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366
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338
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338
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308
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306
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290
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290
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265
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253
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252
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252
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251
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239
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238
Method of moments
238
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237
Statistical inference
219
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216
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216
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215
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Tsionas, Efthymios G.
41
Lee, Lung-fei
27
Gao, Jiti
26
Phillips, Peter C. B.
26
Linton, Oliver
25
Su, Liangjun
23
Parmeter, Christopher F.
22
Zhang, Xinyu
22
Kumbhakar, Subal
19
Cai, Zongwu
17
Tu, Yundong
17
Baltagi, Badi H.
16
Marcellino, Massimiliano
16
Bera, Anil K.
15
Chen, Songnian
15
Kapetanios, George
15
Li, Degui
15
Peng, Bin
14
Westerlund, Joakim
14
Wooldridge, Jeffrey M.
14
Li, Qi
13
Bai, Jushan
12
Escanciano, Juan Carlos
12
Francq, Christian
12
Imbens, Guido
12
Inoue, Atsushi
12
Jin, Fei
12
Li, Jia
12
Li, Kunpeng
12
Otsu, Taisuke
12
Peng, Liang
12
Sentana, Enrique
12
Ullah, Aman
12
Hahn, Jinyong
11
Hsiao, Cheng
11
Kilian, Lutz
11
Lütkepohl, Helmut
11
Robinson, Peter M.
11
Simar, Léopold
11
Sun, Yiguo
11
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National Bureau of Economic Research
36
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1
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699
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278
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250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Econometric theory
152
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
The econometrics journal
101
European journal of operational research : EJOR
98
International journal of forecasting
88
Computational economics
77
Insurance / Mathematics & economics
72
Economic modelling
70
Applied economics letters
65
Discussion paper / Centre for Economic Policy Research
63
Finance research letters
62
Journal of time series econometrics
56
Discussion papers / CEPR
51
Applied economics
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Operations research
47
Journal of quantitative economics
46
Working paper / National Bureau of Economic Research, Inc.
44
Journal of financial econometrics
41
Journal of econometric methods
39
Empirical economics : a quarterly journal of the Institute for Advanced Studies
38
Journal of economic dynamics & control
37
NBER working paper series
36
Operations research letters
36
Journal of forecasting
33
Quantitative finance
32
Journal of empirical finance
28
Scandinavian actuarial journal
26
Energy economics
25
Journal of applied econometrics
25
Journal of banking & finance
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Mathematics of operations research
24
Regional science & urban economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of production research
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ECONIS (ZBW)
4,991
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1
Identifying key sectors of sustainable development : a Bayesian framework estimating policy-impacts in a general equilibrium
Ziesmer, Johannes
- In:
Agribusiness : an international journal
40
(
2024
)
2
,
pp. 458-483
Persistent link: https://www.econbiz.de/10014560591
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2
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
Saved in:
3
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Bates, Michael
;
Kim, Seolah
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 679-696
Persistent link: https://www.econbiz.de/10014562849
Saved in:
4
A review of Phillips-Sul approach-based club convergence tests
Tomal, Mateusz
- In:
Journal of economic surveys
38
(
2024
)
3
,
pp. 899-930
Persistent link: https://www.econbiz.de/10014562956
Saved in:
5
Estimation and test of a simple model of robust capital asset pricing : an info-metrics approach
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
International review of finance : the official journal …
24
(
2024
)
2
,
pp. 213-235
Persistent link: https://www.econbiz.de/10014575523
Saved in:
6
Correlation between vaccination and child mortality rate using multivariate linear regression model
Revathi, A.
;
Kaladevi, R.
;
Vimaladevi, M.
;
Hariharan, S.
; …
- In:
Journal of information & knowledge management : JIKM
23
(
2024
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014575725
Saved in:
7
Using web-data to estimate spatial regression models
Arbia, Giuseppe
;
Nardelli, Vincenzo
- In:
International regional science review : IRSR ; an …
47
(
2024
)
2
,
pp. 204-226
Persistent link: https://www.econbiz.de/10014575852
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8
Recursive importance sketching for rank constrained least squares : algorithms and high-order convergence
Luo, Yuetian
;
Huang, Wen
;
Li, Xudong
;
Zhang, Anru
- In:
Operations research
72
(
2024
)
1
,
pp. 237-256
Persistent link: https://www.econbiz.de/10014505097
Saved in:
9
Estimating large-scale tree logit models
Jagabathula, Srikanth
;
Rusmevichientong, Paat
; …
- In:
Operations research
72
(
2024
)
1
,
pp. 257-276
Persistent link: https://www.econbiz.de/10014505112
Saved in:
10
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
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