//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United Kingdom"
~isPartOf:"Econometric theory"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Korrelation"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
United Kingdom
Korrelation
Volatility
Estimation theory
944
Schätztheorie
944
Theorie
370
Theory
370
Time series analysis
179
Zeitreihenanalyse
179
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
Regression analysis
103
Regressionsanalyse
103
Schätzung
59
Estimation
58
Statistical test
43
Statistischer Test
43
USA
39
United States
39
ARCH model
36
ARCH-Modell
36
Autocorrelation
32
Autokorrelation
32
Causality analysis
28
Kausalanalyse
28
Panel
27
Panel study
27
Cointegration
26
Kointegration
26
Method of moments
26
Momentenmethode
26
Statistical distribution
25
Statistical theory
25
Statistische Methodenlehre
25
Statistische Verteilung
25
Induktive Statistik
24
Statistical inference
24
Einheitswurzeltest
21
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Unit root test
21
Volatilität
20
more ...
less ...
Online availability
All
Undetermined
14
Free
6
Type of publication
All
Article
28
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
17
Working Paper
17
Graue Literatur
15
Non-commercial literature
15
Language
All
English
45
Author
All
Bekaert, Geert
2
Brandt, Michael W.
2
Diebold, Francis X.
2
Li, Jia
2
Phillips, Peter C. B.
2
Alizadeh, Sassan
1
Altonji, Joseph G.
1
Ang, Andrew
1
Bertrand, Marianne
1
Boudoukh, Jacob
1
Burkhauser, Richard V.
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Creal, Drew
1
Dai, Qiang
1
Das, Sanjiv R.
1
Dehling, Herold
1
Donald, Stephen G.
1
Duflo, Esther
1
Elder, Todd E.
1
Engel, Charles
1
Fernández-Villaverde, Jesús
1
Fortuna, Natércia
1
Francq, Christian
1
Gao, Jiti
1
Ghysels, Eric
1
Graham, Bryan S.
1
Griliches, Zvi
1
Hall, Alastair R.
1
Han, Chirok
1
Harvey, David I.
1
Hodrick, Robert J.
1
Hérault, Nicolas
1
Inoue, Atsushi
1
Jenkins, Stephen
1
Jin, Zequn
1
Jing, Bingyi
1
Jong, Robert M. de
1
Kanaya, Shin
1
Kim, Chang Sik
1
more ...
less ...
Published in...
All
Econometric theory
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
52
Discussion paper / Tinbergen Institute
37
Econometric reviews
30
Journal of empirical finance
26
Journal of banking & finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
21
Cambridge working papers in economics
20
Finance research letters
20
Journal of the American Statistical Association : JASA
20
NBER Working Paper
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Economic modelling
19
Journal of financial econometrics
19
Quantitative finance
19
International journal of forecasting
18
Applied economics letters
17
CREATES research paper
17
SFB 649 discussion paper
17
Econometrics : open access journal
16
Journal of forecasting
16
Oxford bulletin of economics and statistics
16
Journal of applied econometrics
15
NBER working paper series
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper
14
Applied economics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Discussion paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
CESifo working papers
10
Journal of risk and financial management : JRFM
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
2
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:
3
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:
4
Survey under-coverage of top incomes and estimation of inequality : what is the role of the UK’s SPI adjustment?
Burkhauser, Richard V.
;
Hérault, Nicolas
;
Jenkins, Stephen
-
2017
Persistent link: https://www.econbiz.de/10011700605
Saved in:
5
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
6
On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David
;
Pötscher, Benedikt M.
- In:
Econometric theory
33
(
2017
)
1
,
pp. 1-68
Persistent link: https://www.econbiz.de/10011665247
Saved in:
7
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
8
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
9
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Saved in:
10
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->