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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Bootstrap-Verfahren"
~subject:"Panel"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Bootstrap-Verfahren
Panel
Estimation theory
1,711
Schätztheorie
1,711
Theorie
377
Theory
377
Zeitreihenanalyse
329
Time series analysis
328
Nichtparametrisches Verfahren
322
Nonparametric statistics
322
Regression analysis
275
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275
Estimation
231
Schätzung
227
Panel study
157
Statistical test
155
Statistischer Test
155
Volatilität
132
Method of moments
102
Momentenmethode
101
Maximum likelihood estimation
84
Maximum-Likelihood-Schätzung
84
Induktive Statistik
82
Statistical inference
82
Forecasting model
80
Prognoseverfahren
80
Autocorrelation
79
Autokorrelation
79
Bootstrap approach
73
Instrumental variables
69
Stochastic process
68
Cointegration
65
Kointegration
64
Statistical distribution
62
Statistische Verteilung
62
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61
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61
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59
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372
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Su, Liangjun
11
Todorov, Viktor
10
Baltagi, Badi H.
7
Tauchen, George Eugene
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Bai, Jushan
6
Francq, Christian
6
Hsiao, Cheng
6
Li, Jia
6
Li, Kunpeng
6
Li, Yingying
6
Gao, Jiti
5
Kim, Donggyu
5
Lee, Lung-fei
5
Mykland, Per A.
5
Nielsen, Morten Ørregaard
5
Peng, Bin
5
Phillips, Peter C. B.
5
Taylor, Robert
5
Westerlund, Joakim
5
Li, Guodong
4
Park, Joon Y.
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Varneskov, Rasmus Tangsgaard
4
Yang, Zhenlin
4
Yu, Jihai
4
Zhu, Ke
4
Andrews, Donald W. K.
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Fan, Jianqing
3
Feng, Guohua
3
Fernández-Val, Iván
3
Gonçalves, Sílvia
3
Hounyo, Ulrich
3
Inoue, Atsushi
3
Jin, Sainan
3
Kao, Chihwa
3
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Econometric reviews
105
CEMMAP working papers / Centre for Microdata Methods and Practice
70
The econometrics journal
66
Discussion paper / Tinbergen Institute
64
Econometric theory
56
Economic modelling
45
CREATES research paper
41
Discussion paper series / IZA
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Cowles Foundation discussion paper
33
CESifo working papers
31
Applied economics letters
29
Econometrics : open access journal
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Computational economics
24
European journal of operational research : EJOR
24
Cambridge working papers in economics
22
Discussion papers of interdisciplinary research project 373
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Journal of empirical finance
22
NBER Working Paper
22
Quantitative economics : QE ; journal of the Econometric Society
22
International journal of forecasting
21
Journal of risk and financial management : JRFM
21
Working paper
21
Applied economics
20
Journal of banking & finance
20
NBER working paper series
20
SFB 649 discussion paper
20
Journal of the American Statistical Association : JASA
19
Working paper series
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
Finance research letters
18
Journal of applied econometrics
18
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ECONIS (ZBW)
372
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
5
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
6
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
9
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
10
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
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