//--> //--> //-->
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
type_genre:"Article in journal"
~person:"Phillips, Peter C. B."
~person:"Takahashi, Akihiko"
~subject:"Stochastic process"
~type_genre:"Mehrbändiges Werk"
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
Stochastic process
Estimation theory
94
Schätztheorie
94
Theorie
29
Theory
29
Time series analysis
28
Zeitreihenanalyse
28
Regression analysis
20
Regressionsanalyse
20
Cointegration
14
Kointegration
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Einheitswurzeltest
10
Unit root test
10
Estimation
8
Panel
8
Panel study
8
Schätzung
8
Statistical test
8
Statistischer Test
8
Statistical distribution
7
Statistische Verteilung
7
Stochastischer Prozess
7
Option pricing theory
6
Optionspreistheorie
6
Autocorrelation
5
Autokorrelation
5
Bias
5
Endogeneity
5
Systematischer Fehler
5
Correlation
4
Forecasting model
4
Induktive Statistik
4
Korrelation
4
Prognoseverfahren
4
Statistical inference
4
Heteroscedasticity
3
Heteroskedastizität
3
IV-Schätzung
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Mehrbändiges Werk
Arbeitspapier
8
Working Paper
8
Aufsatz in Zeitschrift
7
Graue Literatur
7
Non-commercial literature
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
7
Author
All
Phillips, Peter C. B.
Takahashi, Akihiko
Tauchen, George Eugene
8
Todorov, Viktor
8
Li, Jia
5
Tsionas, Efthymios G.
5
Fu, Michael
4
Hurn, Stan
4
Kim, Donggyu
4
Lucas, André
4
McAleer, Michael
4
Park, Joon Y.
4
Wang, Yazhen
4
Zakoïan, Jean-Michel
4
Zhang, Zhimin
4
Cui, Zhenyu
3
Fičura, Milan
3
Francq, Christian
3
Ghysels, Eric
3
Hadri, Kaddour
3
Heidergott, Bernd
3
Kristensen, Dennis
3
Lam, Henry
3
Li, Dong
3
Lieberman, Offer
3
Lindsay, Kenneth A.
3
Maheswaran, S.
3
Moura, Guilherme Valle
3
Peng, Yijie
3
Reschenhofer, Erhard
3
Wang, Bin
3
Witzany, Jiří
3
Wong, Wing Keung
3
Zhang, Xin
3
Zhu, Ke
3
Abbara, Omar
2
Akira Toda, Alexis
2
Allen, David E.
2
Andersen, Torben
2
Asai, Manabu
2
more ...
less ...
Published in...
All
Journal of econometrics
2
Asia-Pacific financial markets
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of theoretical and applied finance
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
2
Testing linearity using power transforms of regressors
Baek, Yae In
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
Saved in:
3
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
4
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
5
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
6
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
;
Han, Chirok
- In:
Econometric theory
24
(
2008
)
3
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
Saved in:
7
New tools for understanding spurious regressions
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1299-1325
Persistent link: https://www.econbiz.de/10001252665
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->