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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"The econometrics journal"
~subject:"Statistical distribution"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Time series analysis
Estimation theory
584
Schätztheorie
584
Theorie
271
Theory
271
Nichtparametrisches Verfahren
94
Nonparametric statistics
94
Zeitreihenanalyse
76
Regression analysis
69
Regressionsanalyse
69
Panel
51
Panel study
51
Statistical test
49
Statistischer Test
49
Statistical theory
48
Statistische Methodenlehre
48
Estimation
44
Schätzung
44
Induktive Statistik
33
Statistical inference
33
Instrumental variables
26
IV-Schätzung
23
Method of moments
23
Momentenmethode
23
Probability theory
23
Wahrscheinlichkeitsrechnung
23
USA
22
United States
22
Bootstrap approach
21
Bootstrap-Verfahren
21
Statistische Verteilung
20
ARCH model
19
ARCH-Modell
19
Modellierung
19
Sampling
19
Scientific modelling
19
Stichprobenerhebung
19
Volatilität
19
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3
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108
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108
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108
Conference paper
1
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English
108
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Phillips, Peter C. B.
7
Nelson, Daniel B.
4
Abadir, Karim Maher
3
Tauchen, George Eugene
3
Andrews, Donald W. K.
2
Delgado, Miguel A.
2
Dufour, Jean-Marie
2
Foster, Dean P.
2
Hadri, Kaddour
2
Hamilton, James D.
2
Li, Jia
2
Perron, Pierre
2
Romano, Joseph P.
2
Sims, Christopher A.
2
Stock, James H.
2
Tzavalis, Elias
2
Uhlig, Harald
2
Velasco, Carlos
2
Watson, Mark W.
2
White, Halbert
2
Wu, Ximing
2
Adams, Christopher P.
1
Alvarez, Javier
1
Arellano, Manuel
1
Bai, Jushan
1
Baillie, Richard
1
Bandi, Federico M.
1
Bao, Yong
1
Bianchi, Michele Leonardo
1
Bierens, Herman J.
1
Calzolari, Giorgio
1
Canay, Ivan A.
1
Chambers, Marcus J.
1
Chen, Jia
1
Chen, Xiaohong
1
Cooley, Thomas F.
1
Coudin, Elise
1
Cubadda, Gianluca
1
Danilov, Dmitry L.
1
DeJong, David Neil
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
The econometrics journal
Journal of econometrics
427
Econometric theory
194
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
187
Economics letters
179
Discussion paper / Tinbergen Institute
125
Econometric reviews
117
International journal of forecasting
77
CREATES research paper
75
Journal of forecasting
67
Working paper / Department of Econometrics and Business Statistics, Monash University
67
Applied economics letters
59
Econometrics : open access journal
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Insurance / Mathematics & economics
56
Journal of the American Statistical Association : JASA
56
Cowles Foundation discussion paper
54
Economic modelling
53
NBER Working Paper
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Applied economics
46
Série des documents de travail / Centre de Recherche en Économie et Statistique
45
Journal of empirical finance
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Computational economics
42
Discussion paper / Center for Economic Research, Tilburg University
40
Journal of time series econometrics
40
SFB 649 discussion paper
40
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Journal of applied econometrics
36
Discussion papers of interdisciplinary research project 373
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
EUI working paper / ECO
34
NBER working paper series
34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
LSE STICERD Research Paper
30
Working paper
29
Working paper series
29
European journal of operational research : EJOR
28
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ECONIS (ZBW)
108
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
4
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
5
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
6
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
Saved in:
7
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
8
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
9
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
10
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
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