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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Monte-Carlo-Simulation"
~subject:"Produktionsfunktion"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Monte-Carlo-Simulation
Produktionsfunktion
Estimation theory
915
Schätztheorie
915
Theorie
348
Theory
348
Time series analysis
193
Zeitreihenanalyse
193
Nichtparametrisches Verfahren
129
Nonparametric statistics
129
Regression analysis
116
Regressionsanalyse
116
Estimation
76
Schätzung
76
Statistical test
52
Statistischer Test
52
Autocorrelation
36
Autokorrelation
36
ARCH model
35
ARCH-Modell
35
Cointegration
35
Kointegration
35
Panel
35
Panel study
35
Statistical distribution
28
Statistische Verteilung
28
Statistical theory
26
Statistische Methodenlehre
26
Method of moments
25
Momentenmethode
25
Einheitswurzeltest
24
Unit root test
24
Forecasting model
23
Induktive Statistik
23
Prognoseverfahren
23
Statistical inference
23
Monte Carlo simulation
21
Bootstrap approach
20
Bootstrap-Verfahren
20
Volatilität
19
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67
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English
67
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Kanaya, Shin
2
Li, Jia
2
Shin, Dong-wan
2
So, Beong Soo
2
Su, Liangjun
2
Almanidis, Pavlos
1
Aquino, Juan Carlos
1
Arteche, Josu
1
Bandi, Federico M.
1
Brzezinski, Michal
1
Cavaliere, Giuseppe
1
Chen, Songnian
1
Chen, Xiaohong
1
Cheung, Yin-Wong
1
Cho, Cheol-Keun
1
Choi, In
1
Christopeit, Norbert
1
Cromwell, Jeff B.
1
Cui, Guowei
1
Ditzen, Jan
1
Duffy, James A.
1
Fernández-Vázquez, Esteban
1
Figueroa-López, José E.
1
Fingleton, Bernard
1
Francq, Christian
1
Fu, Zhonghao
1
Gao, Shang
1
Georgiev, Iliyan
1
Ghysels, Eric
1
Giannakas, Kōnstantinos
1
Guermat, Cherif
1
Gundlach, Erich
1
Hadri, Kaddour
1
Han, Chirok
1
Harvey, David I.
1
Hong, Y.
1
Horváth, Lajos
1
Horváth, Zsuzsanna
1
Huber, Martin
1
Hämäläinen, Pellervo
1
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Econometric theory
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
74
Econometric reviews
54
Discussion paper / Tinbergen Institute
51
European journal of operational research : EJOR
49
Economic modelling
39
Journal of productivity analysis
30
CREATES research paper
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Computational economics
27
The econometrics journal
26
Working paper / National Bureau of Economic Research, Inc.
26
NBER Working Paper
24
Applied economics
22
Applied economics letters
22
Econometrics : open access journal
22
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
NBER working paper series
21
Finance research letters
20
International journal of forecasting
20
Quantitative finance
19
International journal of theoretical and applied finance
18
Journal of forecasting
18
Journal of risk and financial management : JRFM
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Journal of financial econometrics
16
Operations research
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of applied econometrics
15
Journal of banking & finance
15
SFB 649 discussion paper
15
Cowles Foundation discussion paper
14
Discussion papers of interdisciplinary research project 373
14
Journal of the American Statistical Association : JASA
14
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
14
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Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
2
Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.
;
Wu, Bei
- In:
Econometric theory
40
(
2024
)
3
,
pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
Saved in:
3
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
6
Thewrong skew problem in stochastic frontier models when inefficiency depends on environmental variables
Cho, Cheol-Keun
;
Schmidt, Peter
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2031-2047
Persistent link: https://www.econbiz.de/10012254168
Saved in:
7
Estimating factor shares from nonstationary panel data
Aquino, Juan Carlos
;
Ramírez-Rondán, N. R.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2353-2380
Persistent link: https://www.econbiz.de/10012255890
Saved in:
8
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
9
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
10
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
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