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subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
~subject:"Stochastic process"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Statistical distribution
Stochastic process
Estimation theory
316
Schätztheorie
316
Theorie
240
Theory
240
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Probability theory
19
Wahrscheinlichkeitsrechnung
19
USA
18
United States
18
Estimation
16
Schätzung
16
Induktive Statistik
14
Regression analysis
14
Regressionsanalyse
14
Statistical inference
14
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
Volatility
8
Volatilität
8
Decision
7
Entscheidung
7
Ökonometrie
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Econometrics
6
ARCH model
5
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Article in journal
47
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47
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English
47
Author
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Phillips, Peter C. B.
6
Nelson, Daniel B.
3
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Hadri, Kaddour
2
Hamilton, James D.
2
Romano, Joseph P.
2
Sims, Christopher A.
2
Stock, James H.
2
Tzavalis, Elias
2
Watson, Mark W.
2
Alvarez, Javier
1
Arellano, Manuel
1
Bai, Jushan
1
Bandi, Federico M.
1
Bierens, Herman J.
1
Canay, Ivan A.
1
Chen, Xiaohong
1
Cooley, Thomas F.
1
DeJong, David Neil
1
Doornik, Jurgen A.
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Evdokimov, Kirill
1
Faust, Jon
1
Firpo, Sérgio Pinheiro
1
Fortin, Nicole Marie
1
Foster, Dean P.
1
Gallant, A. Ronald
1
Hansen, Bruce E.
1
Holtz-Eakin, Douglas
1
Hong, Yongmiao
1
Hsiao, Cheng
1
Hussey, Robert Miller
1
Jacod, Jean
1
Johansen, Søren
1
Kitamura, Yuichi
1
Kiviet, J. F.
1
Lemieux, Thomas
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
Journal of econometrics
409
Econometric theory
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Economics letters
169
Econometric reviews
111
International journal of forecasting
74
Journal of forecasting
64
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
57
Journal of the American Statistical Association : JASA
55
The econometrics journal
52
Economic modelling
47
Journal of empirical finance
47
Computational economics
45
Applied economics
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Journal of time series econometrics
40
Journal of applied econometrics
35
Finance research letters
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
European journal of operational research : EJOR
30
Journal of risk and financial management : JRFM
29
Oxford bulletin of economics and statistics
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Journal of banking & finance
26
Journal of financial econometrics
24
Journal of mathematical finance
20
Quantitative economics : QE ; journal of the Econometric Society
20
The review of economics and statistics
20
Journal of economic dynamics & control
19
Statistical papers
19
Quantitative finance
18
Journal of risk
17
Risks : open access journal
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
Journal of macroeconomics
16
The North American journal of economics and finance : a journal of financial economics studies
16
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ECONIS (ZBW)
47
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1
Randomization tests under an approximate symmetry assumption
Canay, Ivan A.
;
Romano, Joseph P.
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 1013-1030
Persistent link: https://www.econbiz.de/10011778838
Saved in:
2
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:
3
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:
4
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:
5
Robustness, infinitesimal, neighborhoods, and moment restrictions
Kitamura, Yuichi
;
Otsu, Taisuke
;
Evdokimov, Kirill
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
3
,
pp. 1185-1201
Persistent link: https://www.econbiz.de/10009763128
Saved in:
6
Partial distributional policy effects
Rothe, Christoph
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2269-2301
Persistent link: https://www.econbiz.de/10009665457
Saved in:
7
Unconditional quantile regressions
Firpo, Sérgio Pinheiro
;
Fortin, Nicole Marie
;
Lemieux, …
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
3
,
pp. 953-973
Persistent link: https://www.econbiz.de/10003867003
Saved in:
8
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:
9
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
10
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
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