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subject:"USA"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Share price"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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USA
Share price
VAR-Modell
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
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English
16
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Bekiros, Stelios
1
Candelon, Bertrand
1
Chan, Joshua
1
Chen, Yi-ting
1
Croux, Christophe
1
Eisenstat, Eric
1
Enders, Walter
1
Falk, Barry
1
Gong, Jinguo
1
Haurin, Donald R.
1
Hou, Weijie
1
Jong, Robert M. de
1
Koop, Gary
1
Lahiri, Kajal
1
Lee, Kyungsub
1
Lieb, Lenard
1
Lin, Chang-ching
1
Lovcha, Yuliya
1
Lu, Renjie
1
McMillan, David G.
1
Mishra, Anuj
1
Paccagnini, Alessia
1
Perez-Laborda, Alejandro
1
Ramanathan, Thekke Variyam
1
Reusens, Peter
1
Shi, Daimin
1
Siklos, Pierre L.
1
Silvennoinen, Annastiina
1
Song, Yuping
1
Stevanovic, Dalibor
1
Teräsvirta, Timo
1
Wu, Weiou
1
Yang, Liu
1
Yu, Philip L. H.
1
Zhang, Jing
1
Zhou, Shengyi
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Journal of econometrics
118
Economics letters
46
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
36
Journal of applied econometrics
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Working paper
22
Econometrics : open access journal
21
International journal of forecasting
21
CREATES research paper
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
NBER working paper series
20
American journal of agricultural economics
19
CESifo working papers
19
Economic modelling
19
Journal of forecasting
19
Applied economics
18
Econometric reviews
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
18
Journal of empirical finance
18
The journal of finance : the journal of the American Finance Association
18
Discussion paper / Centre for Economic Policy Research
17
Discussion paper / Tinbergen Institute
16
Journal of financial and quantitative analysis : JFQA
16
The journal of futures markets
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Discussion papers / CEPR
15
Journal of economic dynamics & control
15
The review of financial studies
15
Discussion paper series / IZA
14
Econometric theory
14
Journal of macroeconomics
14
Oxford bulletin of economics and statistics
13
SFB 649 discussion paper
13
Technical working paper / National Bureau of Economic Research
13
The econometrics journal
13
The review of economic studies
13
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ECONIS (ZBW)
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1
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
2
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
3
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
4
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
5
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
6
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
7
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing
;
Jong, Robert M. de
;
Haurin, Donald R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Saved in:
8
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
9
Common time variation of parameters in reduced-form macroeconomic models
Stevanovic, Dalibor
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 159-183
Persistent link: https://www.econbiz.de/10011507469
Saved in:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
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