//--> //--> //--> //-->
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:"article"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
17,170
Schätztheorie
17,166
Theorie
5,377
Theory
5,377
Estimation
2,704
Schätzung
2,670
Zeitreihenanalyse
2,637
Time series analysis
2,636
Regression analysis
1,899
Regressionsanalyse
1,897
Nichtparametrisches Verfahren
1,559
Nonparametric statistics
1,559
Forecasting model
1,043
Prognoseverfahren
1,043
USA
964
United States
961
Volatility
874
Volatilität
874
Panel
861
Panel study
861
Statistical test
799
Statistischer Test
798
Statistical distribution
711
Statistische Verteilung
711
ARCH model
605
ARCH-Modell
605
Bayesian inference
583
Bayes-Statistik
579
Cointegration
555
Kointegration
550
Börsenkurs
544
Share price
544
Capital income
537
Kapitaleinkommen
537
Stochastic process
535
Stochastischer Prozess
535
Sampling
525
Stichprobenerhebung
524
Monte Carlo simulation
494
Monte-Carlo-Simulation
493
more ...
less ...
Online availability
All
Undetermined
4,949
Free
1,114
Type of publication
All
Article
Book / Working Paper
18,143
Journal
9
Other
1
Type of publication (narrower categories)
All
Article in journal
15,687
Aufsatz in Zeitschrift
15,687
Aufsatz im Buch
1,179
Book section
1,179
Conference paper
88
Konferenzbeitrag
88
Systematic review
64
Übersichtsarbeit
64
Collection of articles of several authors
50
Sammelwerk
50
Rezension
47
Bibliografie enthalten
14
Bibliography included
14
Conference proceedings
10
Konferenzschrift
10
Case study
3
Fallstudie
3
Festschrift
2
Interview
2
Reprint
2
Bibliografie
1
Bibliography
1
Mehrbändiges Werk
1
Multi-volume publication
1
Nachruf
1
more ...
less ...
Language
All
English
16,635
German
213
French
188
Spanish
68
Italian
31
Portuguese
14
Hungarian
8
Polish
6
Danish
4
Undetermined
2
Finnish
1
Dutch
1
Norwegian
1
Russian
1
more ...
less ...
Author
All
Phillips, Peter C. B.
95
Baltagi, Badi H.
70
Lee, Lung-fei
68
Li, Qi
65
Linton, Oliver
59
Ullah, Aman
56
Newey, Whitney K.
55
Andrews, Donald W. K.
53
Tsionas, Efthymios G.
51
Su, Liangjun
50
Wooldridge, Jeffrey M.
45
Kumbhakar, Subal
42
Pesaran, M. Hashem
42
Robinson, Peter M.
41
White, Halbert
41
Gouriéroux, Christian
40
Ohtani, Kazuhiro
40
Gao, Jiti
38
Chen, Songnian
36
Parmeter, Christopher F.
36
Simar, Léopold
36
Horowitz, Joel
35
McAleer, Michael
35
Bera, Anil K.
34
Perron, Pierre
34
Dufour, Jean-Marie
33
Hahn, Jinyong
33
Hsiao, Cheng
33
Fan, Yanqin
32
Florens, Jean-Pierre
32
Krämer, Walter
32
Lütkepohl, Helmut
32
Bai, Jushan
31
Cai, Zongwu
31
Chen, Xiaohong
30
Giles, David E. A.
30
Hansen, Bruce E.
30
Hendry, David F.
29
Zhang, Xinyu
29
Hausman, Jerry A.
28
more ...
less ...
Institution
All
College of Law and Business
2
School of Quantitative Methods and Mathematical Sciences
2
University of Western Sydney
2
University of Wollongong
2
Royal Statistical Society
1
Università cattolica del Sacro Cuore
1
Published in...
All
Journal of econometrics
1,627
Economics letters
970
Econometric theory
725
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
622
Econometric reviews
447
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
The econometrics journal
271
Journal of applied econometrics
221
Applied economics letters
198
Oxford bulletin of economics and statistics
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
183
European journal of operational research : EJOR
183
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
The review of economics and statistics
153
Econometrics : open access journal
152
International journal of forecasting
152
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
132
Journal of forecasting
125
Insurance / Mathematics & economics
118
Computational economics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Statistical papers
103
Statistics in transition : an international journal of the Polish Statistical Association
100
Journal of economic dynamics & control
91
The review of economic studies
86
American journal of agricultural economics
81
International economic review
75
Journal of banking & finance
75
Journal of empirical finance
74
Finance research letters
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
72
Metrika : international journal for theoretical and applied statistics
70
Annales d'économie et de statistique
69
Operations research
68
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
60
Journal of risk and financial management : JRFM
60
more ...
less ...
Source
All
ECONIS (ZBW)
17,167
BASE
3
RePEc
3
Showing
7,051
-
7,100
of
17,173
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
7051
Asymptotic theory for the QMLE in GARCH-X models with stationary and nonstationary covariates
Han, Heejoon
;
Kristensen, Dennis
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 416-429
Persistent link: https://www.econbiz.de/10010488481
Saved in:
7052
Testing the unconfoundedness assumption via inverse probability weighted estimators of (L)ATT
Donald, Stephen G.
;
Hsu, Yu-Chin
;
Lieli, Robert P.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 395-415
Persistent link: https://www.econbiz.de/10010488493
Saved in:
7053
A nonparametric test of the predictive regression model
Juhl, Ted
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 387-394
Persistent link: https://www.econbiz.de/10010488497
Saved in:
7054
Selecting the correct number of factors in approximate factor models : the large panel case with group bridge estimators
Caner, Mehmet
;
Han, Xu
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 359-374
Persistent link: https://www.econbiz.de/10010488511
Saved in:
7055
Estimation and inference for linear panel data models under misspecification when both n and T are large
Galvão Júnior, Antônio Fialho
;
Kato, Kengo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 285-309
Persistent link: https://www.econbiz.de/10010488560
Saved in:
7056
Estimating mixture of Gaussian processes by kernel smoothing
Huang, Mian
;
Li, Runze
;
Wang, Hansheng
;
Yao, Weixin
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 259-270
Persistent link: https://www.econbiz.de/10010488564
Saved in:
7057
Quasi-maximum likelihood estimation of GARCH models with heavy-tailed likelihoods
Fan, Jianqing
;
Qi, Lei
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 178-205
Persistent link: https://www.econbiz.de/10010488571
Saved in:
7058
Some pitfalls in smooth transition models estimation : a Monte Carlo study
Maugeri, Novella
- In:
Computational economics
44
(
2014
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10010489076
Saved in:
7059
QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
Saved in:
7060
Fast methods for large-scale non-elliptical portfolio optimization
Paolella, Marc S.
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010489123
Saved in:
7061
A hierarchical process of applicant screening by Korean employers
Hlasny, Vladimir
- In:
Journal of labor research
35
(
2014
)
3
,
pp. 246-270
Persistent link: https://www.econbiz.de/10010489143
Saved in:
7062
Yet another ACD model : the autoregressive conditional directional duration (ACDD) model
Jeyasreedharan, Nagaratnam
;
Allen, David E.
;
Yang, Wenling
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010489145
Saved in:
7063
A simple estimator for partial linear regression with endogenous nonparametric variables
Delgado, Michael S.
;
Parmeter, Christopher F.
- In:
Economics letters
124
(
2014
)
1
,
pp. 100-103
Persistent link: https://www.econbiz.de/10010490581
Saved in:
7064
Canonical correlation analysis : macroeconomic variables versus stock returns
Mazuruse, Peter
- In:
Journal of financial economic policy
6
(
2014
)
2
,
pp. 179-196
Persistent link: https://www.econbiz.de/10010490604
Saved in:
7065
A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei
;
Wang, Jying-Nan
;
Kuan, Chung-ming
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
Saved in:
7066
Estimating the extensive margin of trade
Silva, João Santos
;
Tenreyro, Silvana
;
Wei, Kehai
- In:
Journal of international economics
93
(
2014
)
1
,
pp. 67-75
Persistent link: https://www.econbiz.de/10010491960
Saved in:
7067
Choosing the variables to estimate singular DSGE models
Canova, Fabio
;
Ferroni, Filippo
;
Matthes, Christian
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1099-1117
Persistent link: https://www.econbiz.de/10010492704
Saved in:
7068
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
Saved in:
7069
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics letters
124
(
2014
)
2
,
pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
Saved in:
7070
A simple spatial dependence test robust to local and distributional misspecifications
Fang, Ying
;
Park, Sung Y.
;
Zhang, Jinfeng
- In:
Economics letters
124
(
2014
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10010493724
Saved in:
7071
Estimating aggregate autoregressive processes when only macro data are available
Jondeau, Eric
;
Pelgrin, Florian
- In:
Economics letters
124
(
2014
)
3
,
pp. 341-347
Persistent link: https://www.econbiz.de/10010493972
Saved in:
7072
Dynamic pricing with an unknown demand model : asymptotically optimal semi-myopic policies
Keskin, N. Bora
;
Zeevi, Assaf
- In:
Operations research
62
(
2014
)
5
,
pp. 1142-1167
Persistent link: https://www.econbiz.de/10010494050
Saved in:
7073
Spurious regressions and near-multicollinearity, with an application to aid, policies and growth
Chatelain, Jean-Bernard
;
Ralf, Kirsten
- In:
Journal of macroeconomics
39
(
2014
)
1
,
pp. 85-96
Persistent link: https://www.econbiz.de/10010494123
Saved in:
7074
Copula model estimation and test of inventory portfolio pledge rate
Zhou, Li
;
Dong, Jing
- In:
International journal of business and economics …
3
(
2014
)
4
,
pp. 150-154
Persistent link: https://www.econbiz.de/10010494128
Saved in:
7075
On the generalised Pearson distribution for application in financial time series modelling
Stavroyiannis, Stavros
- In:
Global business & economics review
16
(
2014
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010495081
Saved in:
7076
The role of constant instruments in dynamic panel estimation
Han, Chirok
;
Kim, Hyoungjong
- In:
Economics letters
124
(
2014
)
3
,
pp. 500-503
Persistent link: https://www.econbiz.de/10010495098
Saved in:
7077
Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle
;
Turatti, Douglas Eduardo
- In:
Economics letters
124
(
2014
)
3
,
pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
Saved in:
7078
Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping
;
Feng, Xingdong
;
Huang, Zhuo
- In:
Economics letters
124
(
2014
)
3
,
pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
Saved in:
7079
A semiparametric conditional duration model
Dungey, Mardi H.
;
Long, Xiangdong
;
Ullah, Aman
;
Wang, Yun
- In:
Economics letters
124
(
2014
)
3
,
pp. 362-366
Persistent link: https://www.econbiz.de/10010495203
Saved in:
7080
A generalized panel data switching regression model
Malikov, Emir
;
Kumbhakar, Subal
- In:
Economics letters
124
(
2014
)
3
,
pp. 353-357
Persistent link: https://www.econbiz.de/10010495214
Saved in:
7081
Estimation and efficiency measurement in stochastic production frontiers with ordinal outcomes
Griffiths, William E.
;
Zhang, Xiaohui
;
Zhao, Xueyan
- In:
Journal of productivity analysis
42
(
2014
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10010429275
Saved in:
7082
Understanding prediction intervals for firm specific inefficiency scores from parametric stochastic frontier models
Wheat, Phill
;
Greene, William H.
;
Smith, Andrew S. J.
- In:
Journal of productivity analysis
42
(
2014
)
1
,
pp. 55-65
Persistent link: https://www.econbiz.de/10010429277
Saved in:
7083
Technical efficiency with state-contingent production frontiers using maximum entropy estimators
Macedo, Pedro
;
Silva, Elvira
;
Scotto, Manuel González
- In:
Journal of productivity analysis
41
(
2014
)
1
,
pp. 131-140
Persistent link: https://www.econbiz.de/10010429330
Saved in:
7084
Estimation and inference under economic restrictions
Parmeter, Christopher F.
;
Sun, Kai
;
Henderson, Daniel J.
; …
- In:
Journal of productivity analysis
41
(
2014
)
1
,
pp. 111-129
Persistent link: https://www.econbiz.de/10010429332
Saved in:
7085
Nonparametric measures of returns to scale : an application to German water supply
Zschille, Michael
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
3
,
pp. 1029-1053
Persistent link: https://www.econbiz.de/10010429785
Saved in:
7086
A note on covariance matrix estimation in quantile regressions
Guo, Hongtao
;
Xiao, Zhijie
- In:
Frontiers of economics in China : selected publications …
9
(
2014
)
2
,
pp. 165-173
Persistent link: https://www.econbiz.de/10010429833
Saved in:
7087
Functional neuroimaging applications in marketing : some methodological and statistical considerations
Mostafa, Mohamed M.
- In:
Qualitative market research : an international journal
17
(
2014
)
4
,
pp. 343-372
Persistent link: https://www.econbiz.de/10010430677
Saved in:
7088
Nonparametric expectile regression for conditional autoregressive expected shortfall estimation
Righi, Marcelo Brutti
;
Yang, Yi
;
Ceretta, Paulo Sergio
- In:
Risk manangement post financial crisis : a period of …
,
(pp. 83-95)
.
2014
Persistent link: https://www.econbiz.de/10010430687
Saved in:
7089
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
7090
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 217-232
Persistent link: https://www.econbiz.de/10010433385
Saved in:
7091
Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter
Horowitz, Joel
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 158-173
Persistent link: https://www.econbiz.de/10010433394
Saved in:
7092
Pre and post break parameter inference
Elliott, Graham
;
Müller, Ulrich K.
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 141-157
Persistent link: https://www.econbiz.de/10010433401
Saved in:
7093
A vendor managed inventory model using continuous approximations for route length estimates and Markov chain modeling for cost estimates
Larsen, Christian
;
Turkensteen, Marcel
- In:
International journal of production economics
157
(
2014
),
pp. 120-132
Persistent link: https://www.econbiz.de/10010437502
Saved in:
7094
Second order risk aggregation with the Bernstein copula
Coqueret, Guillaume
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 150-158
Persistent link: https://www.econbiz.de/10010437578
Saved in:
7095
The fundamentals of sovereign debt sustainability : evidence from 15 OECD countries
Schoder, Christian
- In:
Empirica : journal of european economics
41
(
2014
)
2
,
pp. 247-271
Persistent link: https://www.econbiz.de/10010437629
Saved in:
7096
The determinants of unit non-response in the Ifo Business Survey
Seiler, Christian
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
8
(
2014
)
3
,
pp. 161-177
Persistent link: https://www.econbiz.de/10010438223
Saved in:
7097
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
Saved in:
7098
Estimating volatility pattern in stock markets : the Indian case
Das, Saheli
;
Kulkarni, Archana
;
Kamaiah, Bandi
- In:
The IUP journal of applied economics
13
(
2014
)
4
,
pp. 42-51
Persistent link: https://www.econbiz.de/10010438488
Saved in:
7099
Calibration of the uni-variate Cox-Ingersoll-Ross model and parameters selection through the Kullback-Leibler divergence
Dang-Nguyen, Stephane
;
Le Caillec, Jean-Marc
;
Hillion, Alain
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010438521
Saved in:
7100
Estimation of semiparametric sorting models : explaining geographical concentration of business services
Koster, Hans
;
Ommeren, Jos van
;
Rietveld, Piet
- In:
Regional science & urban economics
44
(
2014
),
pp. 14-28
Persistent link: https://www.econbiz.de/10010439130
Saved in:
First
Prev
138
139
140
141
142
143
144
145
146
147
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->