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  • Search: subject:"parametric estimation"
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Year of publication
Subject
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non-parametric estimation 83 semi-parametric estimation 57 Schätztheorie 56 Schätzung 53 Estimation theory 52 Nichtparametrisches Verfahren 51 Estimation 48 Non-parametric estimation 43 Nonparametric statistics 42 Semi-parametric estimation 35 parametric estimation 26 Parametric estimation 25 Zeitreihenanalyse 15 Theorie 14 Time series analysis 14 China 11 Regression analysis 10 Regressionsanalyse 10 Theory 9 VIX 9 Volatility 9 Volatilität 9 Efficiency 8 semi-parametric estimation methods 8 Börsenkurs 7 Entropy 7 Fractional cointegration 7 Income distribution 7 Non-Parametric Estimation 7 Non-parametric Estimation 7 Productivity 7 S&P 500 7 Statistical distribution 7 Statistische Verteilung 7 Stochastic process 7 VAR-Modell 7 Effizienz 6 Financial crisis 6 Monte Carlo simulation 6 Share price 6
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Online availability
All
Free 190 Undetermined 96 CC license 2
Type of publication
All
Book / Working Paper 205 Article 117 Other 2
Type of publication (narrower categories)
All
Working Paper 80 Article in journal 56 Aufsatz in Zeitschrift 56 Graue Literatur 35 Non-commercial literature 35 Arbeitspapier 34 Conference paper 3 Konferenzbeitrag 3 Article 2 research-article 2 Thesis 1
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Language
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English 173 Undetermined 146 French 4 Portuguese 1
Author
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Felfe, Christina 14 Lechner, Michael 14 Dijkgraaf, Elbert 8 McAleer, Michael 8 Thiemann, Petra 8 Melenberg, Bertrand 7 Powell, Robert 7 Allen, David E. 6 Giraitis, Liudas 6 Sibbertsen, Philipp 6 Steinmayr, Andreas 6 Afonso, António 5 Deuchert, Eva 5 Hanley, Aoife 5 Jalles, João Tovar 5 Venâncio, Ana 5 Wunsch, Conny 5 Bollerslev, Tim 4 Du, Limin 4 Hahn, Jinyong 4 Kruse, Robinson 4 Li, Yufei 4 Linton, Oliver 4 Mertens, Elmar 4 Ridder, Geert 4 Semmler, Willi 4 Singh, Abhay K. 4 Todorov, Viktor 4 Zhang, Tao 4 Altmeyer, Randolf 3 Bibinger, Markus 3 Caeiro, Frederico 3 Clapp, John M. 3 Cohen, Jeffrey P. 3 Durante, Fabrizio 3 El-Shagi, Makram 3 Emmons, William R. 3 Greiner, Alfred 3 Groß, Marcus 3 Hu, Luojia 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Institute for the Study of Labor (IZA) 8 HAL 7 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 5 CESifo 4 Industrial Relations Section, Department of Economics 3 London School of Economics (LSE) 3 School of Economics and Management, University of Aarhus 3 School of Economics and Political Science, Universität St. Gallen 3 Tinbergen Instituut 3 C.E.P.R. Discussion Papers 2 Crawford School of Public Policy, Australian National University 2 Department of Accounting, Economics and Finance, Bristol Business School 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 2 Economic Research Southern Africa (ERSA) 2 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Tilburg University, Center for Economic Research 2 Tinbergen Institute 2 University of Bonn, Germany 2 Université Paris-Dauphine (Paris IX) 2 Økonomisk institutt, Universitetet i Oslo 2 Banque de France 1 Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1 Center for Financial Studies 1 Centre for Research and Analysis of Migration (CReAM), University College London (UCL) 1 Centro de Estudios Andaluces, Government of Andalusia 1 Cowles Foundation for Research in Economics, Yale University 1 DIAL 1 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 1 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 1 Departamento de Economia, Universidade de Évora 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics, Trinity College Dublin 1 Department of Economics, University of Warwick 1 Duke University, Department of Economics 1 Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE) 1 EconWPA 1
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Published in...
All
IZA Discussion Papers 16 MPRA Paper 9 Working Paper 6 Tinbergen Institute Discussion Papers 5 CESifo Working Paper Series 4 Computational Statistics & Data Analysis 4 Discussion paper 4 Journal of econometrics 4 Post-Print / HAL 4 STICERD - Econometrics Paper Series 4 Statistical Inference for Stochastic Processes 4 Statistics & Probability Letters 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 CEPR Discussion Papers 3 CESifo Working Paper 3 CREATES Research Papers 3 Discussion paper / Tinbergen Institute 3 European journal of operational research : EJOR 3 Journal of Applied Statistics 3 LSE Research Online Documents on Economics 3 Statistical Papers / Springer 3 Tinbergen Institute Discussion Paper 3 Working Papers / HAL 3 Working Papers / Industrial Relations Section, Department of Economics 3 Working paper 3 cemmap working paper 3 ASARC Working Papers 2 Annals of the Institute of Statistical Mathematics 2 Applied economics 2 Applied economics letters 2 Discussion Paper / Tilburg University, Center for Economic Research 2 Discussion Papers / Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 2 Discussion paper series / IZA 2 Diskussionsbeiträge 2 EconPol Working Paper 2 EconPol working paper series 2 Economics Papers from University Paris Dauphine 2 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 2 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 2 Hannover Economic Papers (HEP) 2
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Source
All
RePEc 180 ECONIS (ZBW) 91 EconStor 48 BASE 3 Other ZBW resources 2
Showing 91 - 100 of 324
Cover Image
Measuring the Influence of Networks on Transaction Costs Using a Non-parametric Regression Technique
Henningsen, Géraldine; Henningsen, Arne; Henning, … - 2013
All business transactions as well as achieving innovations take up resources, subsumed under the concept of transaction costs. One of the major factors in transaction costs theory is information. Firm networks can catalyse the interpersonal information exchange and hence, increase the access to...
Persistent link: https://www.econbiz.de/10012101003
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Cover Image
After-School Care and Parents' Labor Supply
Felfe, Christina; Lechner, Michael; Thiemann, Petra - Institute for the Study of Labor (IZA) - 2013
Does after-school care provision promote mothers' employment and balance the allocation of paid work among parents of schoolchildren? We address this question by exploiting variation in cantonal (state) regulations of after-school care provision in Switzerland. To establish exogeneity of...
Persistent link: https://www.econbiz.de/10011098408
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Cover Image
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
Allen, David E.; McAleer, Michael; Powell, Robert; … - Tinbergen Instituut - 2013
This paper features an analysis of the relationship between the S&P 500 Index and the VIX using daily data obtained from both the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacic). We explore the relationship between the S&P 500 daily continuously compounded...
Persistent link: https://www.econbiz.de/10011256625
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Cover Image
After-School Care and Parents' Labor Supply
Felfe, Christina; Lechner, Michael; Thiemann, Petra - CESifo - 2013
Does after-school care provision promote mothers’ employment and balance the allocation of paid work among parents of schoolchildren? We address this question by exploiting variation in cantonal (state) regulations of after-school care provision in Switzerland. To establish exogeneity of...
Persistent link: https://www.econbiz.de/10010877962
Saved in:
Cover Image
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Journal of Risk and Financial Management 6 (2013) 1, pp. 6-30
This paper features an analysis of the relationship between the S&P 500 Index and the VIX using daily data obtained from the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship between the S&P 500 daily return series and a similar...
Persistent link: https://www.econbiz.de/10011843238
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On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators
Bernardino, Elena Di; Rullière, Didier - HAL - 2013
We study the impact of certain transformations within the class of Archimedean copulas. We give some admissibility conditions for these transformations, and define some equivalence classes for both transformations and generators of Archimedean copulas. We extend the $r$-fold composition of the...
Persistent link: https://www.econbiz.de/10010698400
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Cover Image
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Journal of Risk and Financial Management 6 (2013) 1, pp. 6-30
This paper features an analysis of the relationship between the S&P 500 Index and the VIX using daily data obtained from the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship between the S&P 500 daily return series and a similar...
Persistent link: https://www.econbiz.de/10010700565
Saved in:
Cover Image
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators
Bernardino, Elena Di; Rullière, Didier - HAL - 2013
We study the impact of certain transformations within the class of Archimedean copulas. We give some admissibility conditions for these transformations, and define some equivalence classes for both transformations and generators of Archimedean copulas. We extend the $r$-fold composition of the...
Persistent link: https://www.econbiz.de/10010701842
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Cover Image
A new data set on competition in national banking markets
Clerides, Sofronis; Delis, Manthos D.; Kokas, Sotirios - University of Cyprus Department of Economics - 2013
We estimate the degree of competition in the banking sectors of 148 countries worldwide over the period 1997-2010. We employ three methods, namely those of Lerner (1934), Koetter, Kolari and Spierdijk (2012) and Boone (2008a). For the estimation of marginal cost required under all methods, we...
Persistent link: https://www.econbiz.de/10010633806
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Cover Image
Measuring the Influence of Networks on Transaction Costs Using a Non-parametric Regression Technique
Henningsen, Géraldine; Henningsen, Arne; Henning, … - Institut for Fødevare- og Ressourceøkonomi, … - 2013
All business transactions as well as achieving innovations take up resources, subsumed under the concept of transaction costs. One of the major factors in transaction costs theory is information. Firm networks can catalyse the interpersonal information exchange and hence, increase the access to...
Persistent link: https://www.econbiz.de/10010665220
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