//--> //--> //-->
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
subject:"Stichprobenerhebung"
~subject:"Method of moments"
~subject:"Volatilität"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stichprobenerhebung
Method of moments
Volatilität
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
37
Schätzung
37
Panel
24
Panel study
24
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
21
Bayesian inference
21
Forecasting model
20
Prognoseverfahren
20
Theorie
16
Theory
16
Cointegration
11
Kointegration
11
Statistical test
11
Statistischer Test
11
VAR model
9
VAR-Modell
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical theory
8
Statistische Methodenlehre
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Factor analysis
7
Momentenmethode
7
Australia
6
Australien
6
Börsenkurs
6
Causality analysis
6
Faktorenanalyse
6
IV-Schätzung
6
Instrumental variables
6
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Forschungsbericht
1
Language
All
English
16
Author
All
Gao, Jiti
5
Martin, Gael M.
4
Forbes, Catherine Scipione
2
Frazier, David T.
2
Hong, Han
2
King, Maxwell L.
2
Li, Degui
2
Maneesoonthorn, Worapree
2
Poskitt, Donald Stephen
2
Robert, Christian P.
2
Sarafidis, Vasilis
2
Zhang, Xibin
2
Anderson, Heather M.
1
Chen, Xiangjin B.
1
Creel, Michael D.
1
Cui, Guowei
1
Grose, Simone D.
1
Harris, David
1
Juodis, Arturas
1
Kew, Hsein
1
Kristensen, Dennis
1
Liu, Zhichao
1
McCabe, Brendon P. M.
1
Norkute, Milda
1
Phillips, Peter C. B.
1
Sarafid, Vasilis
1
Shang, Han Lin
1
Silvapulle, Mervyn J.
1
Silvapulle, Paramsothy
1
Taylor, Robert
1
Yamagata, Takashi
1
Zhu, Huanjun
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
253
Economics letters
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Econometric reviews
66
Discussion paper / Tinbergen Institute
51
CEMMAP working papers / Centre for Microdata Methods and Practice
47
Econometric theory
41
Statistics in transition : an international journal of the Polish Statistical Association
34
The econometrics journal
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Cowles Foundation Discussion Paper
28
Cowles Foundation discussion paper
28
Econometrics : open access journal
27
Economic modelling
25
Journal of the American Statistical Association : JASA
25
Journal of empirical finance
24
NBER Working Paper
22
CESifo working papers
21
CREATES research paper
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Applied economics letters
17
Discussion paper / Center for Economic Research, Tilburg University
16
International journal of forecasting
16
Quantitative finance
16
Applied economics
14
Discussion paper series / IZA
14
Journal of banking & finance
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Discussion paper / Central Bureau voor de Statistiek
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of applied econometrics
13
NBER working paper series
13
Working paper / National Bureau of Economic Research, Inc.
13
Cambridge working papers in economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
16
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
3
A linear estimator for factor-augmented fixed-t panels with endogenous regressors
Juodis, Arturas
;
Sarafid, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012606877
Saved in:
4
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
5
On GMM inference : partial identification, identification strength, and non-standard asymptotics
Poskitt, Donald Stephen
-
2020
Persistent link: https://www.econbiz.de/10012610875
Saved in:
6
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
-
2019
Persistent link: https://www.econbiz.de/10012606743
Saved in:
7
Bayesian indirect inference and the ABC of GMM
Creel, Michael D.
;
Gao, Jiti
;
Hong, Han
;
Kristensen, Dennis
-
2016
Persistent link: https://www.econbiz.de/10011781486
Saved in:
8
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
9
Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781404
Saved in:
10
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
11
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
12
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
13
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10010189540
Saved in:
14
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010245446
Saved in:
15
Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao
;
Forbes, Catherine Scipione
;
Anderson, …
-
2017
Persistent link: https://www.econbiz.de/10011782265
Saved in:
16
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->