//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Konferenzschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Time series analysis
USA
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Probability theory
19
Wahrscheinlichkeitsrechnung
19
United States
18
Estimation
16
Schätzung
16
Induktive Statistik
14
Statistical inference
14
Regression analysis
13
Regressionsanalyse
13
Statistical test
13
Statistischer Test
13
Panel
12
Panel study
12
Sampling
12
Stichprobenerhebung
12
IV-Schätzung
11
Instrumental variables
11
Method of moments
10
Momentenmethode
10
Simulation
9
Volatilität
8
Decision
7
Entscheidung
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Econometrics
6
Ökonometrie
6
ARCH model
5
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Article in journal
Konferenzschrift
Aufsatz in Zeitschrift
55
Language
All
English
55
Author
All
Phillips, Peter C. B.
5
Nelson, Daniel B.
4
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Berry, Steven
2
Foster, Dean P.
2
Hadri, Kaddour
2
Li, Jia
2
Newey, Whitney K.
2
Pakes, Ariel
2
Sims, Christopher A.
2
Stock, James H.
2
Tzavalis, Elias
2
Uhlig, Harald
2
Watson, Mark W.
2
White, Halbert
2
Alvarez, Javier
1
Arellano, Manuel
1
Bai, Jushan
1
Bierens, Herman J.
1
Card, David E.
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Cooley, Thomas F.
1
Davidson, Russell
1
DeJong, David Neil
1
Doornik, Jurgen A.
1
Duclos, Jean-Yves
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Eḳshṭain, Tsevi
1
Faust, Jon
1
Fernández-Val, Iván
1
Galichon, Alfred
1
Gallant, A. Ronald
1
Hamilton, James D.
1
Hansen, Bruce E.
1
Hausman, Jerry A.
1
Heckman, James J.
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Econometric theory
173
Economics letters
166
Econometric reviews
100
International journal of forecasting
74
Journal of forecasting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Applied economics letters
56
The review of economics and statistics
54
Econometrics : open access journal
53
Journal of applied econometrics
53
The econometrics journal
48
Applied economics
46
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of the American Statistical Association : JASA
41
Journal of empirical finance
40
Journal of time series econometrics
40
Computational economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Oxford bulletin of economics and statistics
29
Journal of banking & finance
26
American journal of agricultural economics
24
Finance research letters
24
Journal of risk and financial management : JRFM
21
The review of economic studies
21
Journal of economic dynamics & control
20
Journal of macroeconomics
20
The journal of futures markets
20
Journal of financial econometrics
19
Quantitative finance
18
International economic review
16
International journal of economics and financial issues : IJEFI
16
Journal of financial and quantitative analysis : JFQA
16
Quantitative economics : QE ; journal of the Econometric Society
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of finance : the journal of the American Finance Association
16
International journal of theoretical and applied finance
15
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
2
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
3
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
4
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
5
Quantile and probability curves without crossing
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Galichon, …
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
3
,
pp. 1093-1125
Persistent link: https://www.econbiz.de/10003992585
Saved in:
6
Transition modeling and econometric convergence tests
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996
Saved in:
7
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
8
The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier
;
Arellano, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
Saved in:
9
The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.
;
Nielsen, Bent
;
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
Saved in:
10
Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->