//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
~subject:"Theorie"
~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:"Heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
Volatility
Heteroscedasticity
73
Heteroskedastizität
73
Estimation theory
42
Theory
24
Statistical test
16
Statistischer Test
16
Autocorrelation
15
Autokorrelation
15
ARCH model
14
ARCH-Modell
14
Time series analysis
14
Zeitreihenanalyse
14
Heteroskedasticity
12
Panel
12
Panel study
12
Method of moments
11
Momentenmethode
11
Regression analysis
11
Regressionsanalyse
11
Bootstrap approach
10
Bootstrap-Verfahren
10
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Robust statistics
8
Robustes Verfahren
8
Volatilität
8
Fixed-smoothing asymptotics
7
Correlation
6
Estimation
6
Korrelation
6
Schätzung
6
Conditional heteroskedasticity
5
IV-Schätzung
5
Instrumental variables
5
Räumliche Interaktion
5
Spatial interaction
5
Stochastic process
5
more ...
less ...
Online availability
All
Undetermined
36
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Language
All
English
67
Author
All
Sun, Yixiao
8
Hwang, Jungbin
4
Chen, Songnian
3
Khan, Shakeeb
3
Taylor, Robert
3
Botosaru, Irene
2
Chao, John C.
2
Kim, Min Seong
2
Lee, Lung-fei
2
Machado, José A. F.
2
Park, Joon Y.
2
Silva, João Santos
2
Sosa Escudero, Walter
2
Swanson, Norman R.
2
Woutersen, Tiemen
2
Yang, Jingjing
2
Yang, Zhenlin
2
Abrevaya, Jason
1
Andrews, Donald W. K.
1
Bai, Jushan
1
Baltagi, Badi H.
1
Boldea, Otilia
1
Brüggemann, Ralf
1
Burridge, Peter
1
Butler, John S.
1
Carrasco, Marine
1
Cavaliere, Giuseppe
1
Chiou, Hai-Tang
1
Chung, Heetaik
1
Cornea-Madeira, Adriana
1
Davidson, Russell
1
Demetrescu, Matei
1
Dette, Holger
1
Evans, Merran A.
1
Fan, Rui
1
Flachaire, Emmanuel
1
Francq, Christian
1
Georgiev, Iliyan
1
Gonçalves, Sílvia
1
Granger, C. W. J.
1
more ...
less ...
Published in...
All
Journal of econometrics
Econometric reviews
35
Econometric theory
33
Economics letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
The econometrics journal
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
Cowles Foundation discussion paper
11
Applied economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Applied economics letters
8
Cowles Foundation Discussion Paper
8
DIW Berlin Discussion Paper
8
Discussion paper / Tinbergen Institute
8
Journal of applied econometrics
8
CESifo Working Paper Series
7
CREATES research paper
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
NBER Working Paper
7
Applied financial economics
6
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers of interdisciplinary research project 373
6
Econometrics : open access journal
6
Economic modelling
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Queen's Economics Department working paper
6
Regional science & urban economics
6
Working paper
6
Working paper series
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
CESifo working papers
5
Discussion paper series / IZA
5
Journal of forecasting
5
Annales d'économie et de statistique
4
Boston College working papers in economics
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper / Department of Economics, University of California San Diego
4
IZA Discussion Paper
4
International journal of forecasting
4
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
4
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
5
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
6
Estimation of treatment effects under endogenous heteroskedasticity
Abrevaya, Jason
;
Haiqing Xu
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 451-478
Persistent link: https://www.econbiz.de/10014434342
Saved in:
7
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
8
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
9
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 993-1023
Persistent link: https://www.econbiz.de/10012619814
Saved in:
10
Inference in time series models using smoothed-clustered standard errors
Rho, Seunghwa
;
Vogelsang, Timothy J.
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10013275365
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->