EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"asymptotic theory"
Narrow search

Narrow search

Year of publication
Subject
All
Asymptotic theory 83 asymptotic theory 79 Schätztheorie 56 Estimation theory 55 Zeitreihenanalyse 40 Time series analysis 39 Asymptotic Theory 16 Theorie 13 Theory 13 Forecasting model 12 Prognoseverfahren 12 Bootstrap 11 Panel 11 Panel study 11 Regression analysis 11 Regressionsanalyse 11 Stochastic process 11 Stochastischer Prozess 11 Cointegration 10 GARCH 10 Nichtparametrisches Verfahren 9 Nonparametric statistics 9 Statistical test 9 Statistischer Test 9 conditional variance 9 Local asymptotic theory 8 STAR 8 ARCH-Modell 7 Econometrics 7 Maximum likelihood estimation 7 Nichtlineare Regression 7 Statistical theory 7 Statistische Methodenlehre 7 misspecification 7 stationarity conditions 7 time series 7 ARCH model 6 Bootstrap approach 6 Bootstrap-Verfahren 6 Maximum-Likelihood-Schätzung 6
more ... less ...
Online availability
All
Free 145 Undetermined 56
Type of publication
All
Book / Working Paper 143 Article 72 Other 2
Type of publication (narrower categories)
All
Working Paper 46 Article in journal 41 Aufsatz in Zeitschrift 41 Graue Literatur 33 Non-commercial literature 33 Arbeitspapier 32 Article 4 Thesis 2 research-article 1
more ... less ...
Language
All
English 131 Undetermined 81 French 2 Spanish 2 Hungarian 1
Author
All
Gao, Jiti 24 Peng, Bin 16 McAleer, Michael 14 Phillips, Peter C.B. 14 Dong, Chaohua 12 Medeiros, Marcelo C. 12 Rahbek, Anders 12 Blasques, Francisco 7 Caporin, Massimiliano 7 Chan, Felix 7 Koopman, Siem Jan 7 Pedersen, Rasmus Søndergaard 7 Berenguer-Rico, Vanessa 6 Carroll, Raymond J. 6 Andrews, Donald W.K. 5 Liu, Chu-An 5 Phillips, Peter C. B. 5 Dimitriadis, Timo 4 Golden, Richard M. 4 Henley, Steven S. 4 Johansen, Søren 4 Kashner, T. Michael 4 Nielsen, Bent 4 Noriega, Antonio E. 4 Oxley, Les 4 Ruppert, David 4 Ventosa-Santaulària, Daniel 4 White, Halbert 4 Audrino, Francesco 3 Feng, Guohua 3 Freyberger, Joachim 3 Iacone, Fabrizio 3 Liu, Xiaochun 3 Lu, Zudi 3 Lucas, André 3 Schnaitmann, Julie 3 Tjostheim, Dag 3 Ai, Chunrong 2 Anatolyev, Stanislav 2 Beering, Carina 2
more ... less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University 19 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 Department of Econometrics and Business Statistics, Monash Business School 6 Department of Economics and Finance, College of Business and Economics 4 School of Economics and Management, University of Aarhus 4 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 3 Institute of Economic Research, Kyoto University 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Økonomisk Institut, Københavns Universitet 3 Banco de México 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Department of Economics, University of Victoria 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Federal Reserve Board (Board of Governors of the Federal Reserve System) 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Tinbergen Instituut 2 Berkeley Electronic Press 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1 Econometric Society 1 Economics Discipline Group, Business School 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Federal Reserve Bank of New York 1 HAL 1 International Institute of Social and Economic Sciences 1 London School of Economics (LSE) 1 School of Economics and Political Science, Universität St. Gallen 1 School of Economics, University of Adelaide 1 School of Economics, University of Edinburgh 1 Society for Computational Economics - SCE 1 Spatial Economics Research Centre, LSE 1 University of Maryland, Department of Economics 1
more ... less ...
Published in...
All
Cowles Foundation Discussion Papers 19 MPRA Paper 11 Working paper / Department of Econometrics and Business Statistics, Monash University 10 Econometric reviews 8 Journal of econometrics 7 Monash Econometrics and Business Statistics Working Papers 6 Annals of the Institute of Statistical Mathematics 5 Economics letters 5 CREATES Research Papers 4 Econometric Reviews 4 Journal of Econometrics 4 Journal of Multivariate Analysis 4 Working Papers in Economics 4 Discussion Papers / Økonomisk Institut, Københavns Universitet 3 Discussion papers / Department of Economics, University of Copenhagen 3 ECARES working paper 3 Econometrics 3 Econometrics : open access journal 3 KIER Working Papers 3 Mathematics and Computers in Simulation (MATCOM) 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3 Texto para discussão 3 Textos para discussão 3 CIRANO Working Papers 2 CREATES research paper 2 Cahiers de recherche 2 Department of Economics discussion paper series / University of Oxford 2 Discussion paper / Tinbergen Institute 2 Discussion papers in economics 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 Econometrics Working Papers 2 Finance research letters 2 International Finance Discussion Papers 2 Journal of Time Series Econometrics 2 Journal of financial econometrics 2 Journal of time series econometrics 2 STICERD - Econometrics Paper Series 2 The econometrics journal 2
more ... less ...
Source
All
RePEc 118 ECONIS (ZBW) 74 EconStor 18 BASE 4 USB Cologne (EcoSocSci) 2 Other ZBW resources 1
Showing 91 - 100 of 217
Cover Image
Estimation of partially specified spatial panel data models with fixed-effects
Ai, Chunrong; Zhang, Yuanqing - In: Econometric reviews 36 (2017) 1/3, pp. 6-22
Persistent link: https://www.econbiz.de/10011794552
Saved in:
Cover Image
Measuring risks in the tail: the extreme VaR and its confidence interval
Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Risk and decision analysis 6 (2017) 3, pp. 213-224
Persistent link: https://www.econbiz.de/10011925077
Saved in:
Cover Image
Una prueba simple para regresiones espurias
Noriega, Antonio E.; Ventosa-Santaulària, Daniel - 2011
It has been found that the t-statistic for testing the null of no relationship between two independent variables diverges asymptotically under a wide variety of nonstationary data generating processes. This paper introduces a simple method which guarantees convergence of this t-statistic to a...
Persistent link: https://www.econbiz.de/10010322603
Saved in:
Cover Image
Asymptotic Theory of General Multivariate GARCH Models
Jiang, Weibin - 2011
necessity. Unfortunately the asymptotic theory of the multivariate GARCH models is far from coherent since many algorithms on … the univariate case do not extend to multivariate models naturally. This thesis studies the asymptotic theory of the QMLE …
Persistent link: https://www.econbiz.de/10009447285
Saved in:
Cover Image
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors
Chan, F.; McAleer, M.J.; Medeiros, M.C. - Erasmus University Rotterdam, Econometric Institute - 2011
processes or the associated asymptotic theory. In this paper, we first derive necessary conditions for strict stationarity and …
Persistent link: https://www.econbiz.de/10008800914
Saved in:
Cover Image
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation
Dong, Chaohua; Gao, Jiti - Department of Econometrics and Business Statistics, … - 2011
asymptotic theory is established. Both the proposed expansions and asymptotic theory are applied to establish consistent …
Persistent link: https://www.econbiz.de/10009318811
Saved in:
Cover Image
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors
McAleer, Michael; Chan, Chan, F.; Medeiros, Medeiros, M.C. - Faculteit der Economische Wetenschappen, Erasmus … - 2011
processes or the associated asymptotic theory. In this paper, we first derive necessary conditions for strict stationarity and …
Persistent link: https://www.econbiz.de/10010837896
Saved in:
Cover Image
A Simple Test for Spurious Regressions
Noriega, Antonio E.; Ventosa-Santaulària, Daniel - Banco de México - 2011
It has been found that the t-statistic for testing the null of no relationship between two independent variables diverges asymptotically under a wide variety of nonstationary data generating processes. This paper introduces a simple method which guarantees convergence of this t-statistic to a...
Persistent link: https://www.econbiz.de/10009275698
Saved in:
Cover Image
Model averaging in predictive regressions
Liu, Chu-An; Kuo, Biing-shen - In: The econometrics journal 19 (2016) 2, pp. 203-231
Persistent link: https://www.econbiz.de/10011712181
Saved in:
Cover Image
Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: Economics letters 138 (2016), pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
Saved in:
  • First
  • Prev
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...