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
~subject:"Schätztheorie"
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
Bias Correction of Persistence...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
60
Theory
60
Estimation theory
53
Time series analysis
53
Zeitreihenanalyse
51
Bayesian inference
40
Bayes-Statistik
38
Volatility
30
China
29
Forecasting model
29
Prognoseverfahren
29
Volatilität
28
Estimation
24
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Schätzung
24
Stochastic process
23
Stochastischer Prozess
23
ECONOMETRICS
21
Cointegration
20
ECONOMIC MODELS
19
State space model
18
exponential smoothing
18
Markov chain
17
Markov-Kette
17
Zustandsraummodell
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Option pricing theory
16
Optionspreistheorie
16
India
15
Malaysia
15
forecasting
15
ARMA model
14
ARMA-Modell
14
Australia
14
Bangladesh
12
Exponential smoothing
12
Kointegration
12
more ...
less ...
Online availability
All
Free
33
Undetermined
9
Type of publication
All
Book / Working Paper
32
Article
21
Type of publication (narrower categories)
All
Arbeitspapier
31
Working Paper
31
Graue Literatur
30
Non-commercial literature
30
Article in journal
20
Aufsatz in Zeitschrift
20
Aufsatz im Buch
2
Book section
2
Forschungsbericht
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
53
Author
All
Poskitt, Donald Stephen
39
Martin, Gael M.
22
Frazier, David T.
9
Grose, Simone D.
7
Robert, Christian P.
7
Skeels, Christopher L.
7
Zhao, Xueyan
7
Maneesoonthorn, Worapree
5
Forbes, Catherine Scipione
4
Li, Chuhui
4
Nadarajah, K.
4
Lütkepohl, Helmut
3
McCabe, Brendan Peter Martin
2
Rousseau, Judith
2
Windmeijer, Frank
2
Yao, Wenying
2
Zhang, Lina
2
Athanasopoulos, George
1
Frazier, D. T.
1
Hannan, Edward J.
1
Hu, Shuowen
1
King, Maxwell L.
1
Leung, Patrick
1
MacDougall, A. J.
1
Martin, M.
1
McCabe, Brendon P. M.
1
Rahman Khan, Md. Atikur
1
Roberts, Christian P.
1
Vahid, Farshid
1
Zhang, Xibin
1
Zischke, Ryan
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Journal of econometrics
6
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the Royal Statistical Society
2
Econometric reviews
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
1
Economics letters
1
Foundations and trends in econometrics
1
International journal of forecasting
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
The econometrics journal
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
2
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
Saved in:
3
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
Saved in:
4
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:
5
The finite-sample properties of autoregressive approximations of factionally-integrated and non-invertible processes
Grose, Simone D.
;
Poskitt, Donald Stephen
-
2006
Persistent link: https://www.econbiz.de/10003360998
Saved in:
6
Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, M.
;
Grose, Simone D.
- In:
Econometric theory
33
(
2017
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
Saved in:
7
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
8
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
Saved in:
9
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
10
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
