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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric theory"
~subject:"Cointegration"
~subject:"Statistical distribution"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Cointegration
Statistical distribution
Theory
Estimation theory
723
Schätztheorie
723
Theorie
284
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Regressionsanalyse
91
Statistical test
42
Statistischer Test
42
ARCH model
35
ARCH-Modell
35
Autocorrelation
31
Autokorrelation
31
Estimation
27
Schätzung
27
Kointegration
24
Method of moments
24
Momentenmethode
24
Statistische Verteilung
24
Induktive Statistik
23
Statistical inference
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Einheitswurzeltest
21
Unit root test
21
IV-Schätzung
15
Instrumental variables
15
Modellierung
14
Scientific modelling
14
Volatilität
14
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13
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2
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346
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347
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347
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Phillips, Peter C. B.
12
Linton, Oliver
9
Saikkonen, Pentti
8
Lee, Lung-fei
7
Pötscher, Benedikt M.
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
Lütkepohl, Helmut
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Zinde-Walsh, Victoria
5
Andrews, Donald W. K.
4
Chen, Xiaohong
4
Davidson, James E. H.
4
Fan, Yanqin
4
Han, Chirok
4
Knight, John L.
4
Leeb, Hannes
4
Lieberman, Offer
4
Newey, Whitney K.
4
Park, Joon Y.
4
Satchell, Stephen
4
Chen, Songnian
3
Donald, Stephen G.
3
Ghysels, Eric
3
Grégoir, Stéphane
3
Johansen, Søren
3
Kuan, Chung-ming
3
Li, Qi
3
Nabeya, Seiji
3
Paruolo, Paolo
3
Perron, Pierre
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Wang, Qiying
3
Xiao, Zhijie
3
Zheng, John Xu
3
Abadir, Karim Maher
2
Arcones, Miguel A.
2
Bai, Jushan
2
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Econometric theory
Journal of econometrics
598
Economics letters
450
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
267
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
247
Econometric reviews
187
Série des documents de travail / Centre de Recherche en Économie et Statistique
163
Journal of quantitative economics : official journal of the Indian Econometric Society
141
Journal of applied econometrics
139
Discussion paper / Tinbergen Institute
130
The review of economics and statistics
123
Oxford bulletin of economics and statistics
112
Discussion paper / Center for Economic Research, Tilburg University
101
Working paper / National Bureau of Economic Research, Inc.
90
Statistical papers
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Applied economics
72
The econometrics journal
67
Journal of forecasting
65
Cowles Foundation discussion paper
64
Working paper series
62
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Economic modelling
56
American journal of agricultural economics
55
Discussion paper series / IZA
55
Technical working paper / National Bureau of Economic Research
55
CREATES research paper
54
International journal of forecasting
52
Insurance / Mathematics & economics
51
SFB 649 discussion paper
49
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Working paper
46
Europäische Hochschulschriften / 5
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
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ECONIS (ZBW)
347
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1
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
2
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
3
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
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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
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
Saved in:
7
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
8
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:
9
Cointegration in functional autoregressive processes
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric theory
36
(
2020
)
5
,
pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
Saved in:
10
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
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