//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The econometrics journal"
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
Selecting the order of an ARCH...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
40
ARCH-Modell
40
Estimation theory
27
Schätztheorie
27
Theorie
26
Theory
26
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Volatility
15
Volatilität
15
Time series analysis
14
Zeitreihenanalyse
14
Heteroscedasticity
8
Heteroskedastizität
8
Stochastic process
8
Stochastischer Prozess
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Bayes-Statistik
6
Bayesian inference
6
Estimation
6
Schätzung
6
Regression analysis
5
Regressionsanalyse
5
Statistical distribution
5
Statistische Verteilung
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Markov chain
4
Markov-Kette
4
Method of moments
4
Momentenmethode
4
Correlation
3
Forecasting model
3
GARCH
3
Korrelation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Panel
3
Panel study
3
more ...
less ...
Online availability
All
Undetermined
10
Free
4
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Conference paper
1
Konferenzbeitrag
1
Language
All
English
59
Author
All
Bauwens, Luc
2
Dellaportas, P.
2
Dēmos, Antōnēs A.
2
Hafner, Christian M.
2
Preminger, Arie
2
Rahbek, Anders
2
Vrontos, I. D.
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Ardia, David
1
Arvanitis, Stelios
1
Aue, Alexander
1
Berger, Yves G.
1
Bohn Nielsen, Heino
1
Boswijk, Herman Peter
1
Brown, Bryan W.
1
Carson, Richard T.
1
Di, Jianing
1
Du, Zaichao
1
Fan, Yanqin
1
Gangopadhyay, Ashis
1
Grammig, Joachim
1
Greene, William
1
Haiqing Xu
1
Han, Heejoon
1
Haug, Stephan
1
Herwartz, Helmut
1
Hodgson, Douglas J.
1
Horváth, Lajos
1
Huang, Da
1
Huang, Xiao
1
Hubner, Stefan
1
Hui, Yer Van
1
Hušková, Marie
1
Härdle, Wolfgang
1
Jensen, Morten Berg
1
Jiang, Jiancheng
1
Jungbacker, Borus
1
Kamionka, Thierry
1
Karanasos, Menelaos
1
more ...
less ...
Published in...
All
The econometrics journal
Journal of econometrics
324
Energy economics
272
Finance research letters
219
Economic modelling
180
Applied economics
176
Discussion paper / Tinbergen Institute
176
Economics letters
165
Journal of empirical finance
148
International review of economics & finance : IREF
140
International review of financial analysis
140
Research in international business and finance
134
The North American journal of economics and finance : a journal of financial economics studies
131
International journal of forecasting
124
Journal of banking & finance
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
119
Journal of forecasting
117
Journal of international financial markets, institutions & money
105
Applied financial economics
104
Econometric theory
103
Journal of risk and financial management : JRFM
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Applied economics letters
92
Econometric reviews
90
Working paper
88
The European journal of finance
85
The journal of futures markets
80
Journal of financial econometrics : official journal of the Society for Financial Econometrics
77
Econometric Institute research papers
73
International Journal of Energy Economics and Policy : IJEEP
71
Computational economics
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
CREATES research paper
65
International journal of finance & economics : IJFE
57
Cogent economics & finance
53
International journal of economics and financial issues : IJEFI
52
Journal of international money and finance
52
CESifo working papers
51
IMF Working Papers
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
2
Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application
Munkin, Murat K.
;
Trivedi, Pravin K.
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10001449258
Saved in:
3
Simulated maximum likelihood estimation in transition models
Kamionka, Thierry
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001443686
Saved in:
4
A note on the estimation of mixture models under endogenous sampling
Silva, João Santos
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 46-52
Persistent link: https://www.econbiz.de/10001781040
Saved in:
5
The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
Greene, William
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 98-119
Persistent link: https://www.econbiz.de/10002121971
Saved in:
6
A new technique for simulating the likelihood of stochastic differential equations
Nicolau, João
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10001683694
Saved in:
7
Maximum likelihood estimates for the Hildreth-Houck random coefficients model
Zaman, Asad
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001683712
Saved in:
8
Quasi-maximum likelihood estimation of discretely observed diffusions
Huang, Xiao
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10009381873
Saved in:
9
Large deviations of generalized method of moments and empirical likelihood estimators
Otsu, Taisuke
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 321-329
Persistent link: https://www.econbiz.de/10009382621
Saved in:
10
Estimation of discrete games with correlated types
Haiqing Xu
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 241-270
Persistent link: https://www.econbiz.de/10010498720
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->