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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Applied economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"VAR model"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
VAR model
Volatilität
Zeitreihenanalyse
Estimation theory
152
Schätztheorie
152
Time series analysis
60
Estimation
48
Schätzung
48
ARCH model
24
ARCH-Modell
24
Volatility
20
Regression analysis
19
Regressionsanalyse
19
Cointegration
17
Kointegration
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Statistical distribution
13
Statistische Verteilung
13
Statistical test
12
Statistischer Test
12
Capital income
10
Einheitswurzeltest
10
Forecasting model
10
Kapitaleinkommen
10
Panel
10
Panel study
10
Prognoseverfahren
10
Stochastic process
10
Stochastischer Prozess
10
Unit root test
10
VAR-Modell
10
Markov chain
9
Markov-Kette
9
Structural break
9
Strukturbruch
9
cointegration
9
Bayes-Statistik
8
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75
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Aufsatz in Zeitschrift
Article in journal
75
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English
75
Author
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Blazsek, Szabolcs
3
Licht, Adrian
3
Enders, Walter
2
Kim, Jong-Min
2
Li, Jing
2
Teräsvirta, Timo
2
Abbara, Omar
1
Ahmad, Yamin
1
Anatolyev, Stanislav
1
Ayala, Astrid Loretta
1
Baillie, Richard
1
Bampinas, Georgios
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Brugnolini, Luca
1
Bu, Ruijun
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Catania, Leopoldo
1
Celani, Alessandro
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Chen, W. D.
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
De Angelis, Luca
1
Di Iorio, Francesca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Eisenstat, Eric
1
Emirmahmutoglu, Furkan
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Fachin, Stefano
1
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Applied economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Econometric reviews
73
Economics letters
65
Econometric theory
47
International journal of forecasting
47
Journal of time series econometrics
39
Computational economics
31
The econometrics journal
28
Finance research letters
26
Economic modelling
25
Applied economics letters
20
Journal of financial econometrics
18
Journal of empirical finance
17
Journal of quantitative economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
15
Quantitative finance
14
European journal of operational research : EJOR
13
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
12
Journal of economic dynamics & control
10
Insurance / Mathematics & economics
9
Journal of banking & finance
9
Theoretical economics letters
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
7
Journal of risk
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research in international business and finance
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance and stochastics
5
International journal of computational economics and econometrics : IJCEE
5
International journal of financial engineering
5
International journal of production economics
5
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ECONIS (ZBW)
75
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
3
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
4
Bayesian flexible local projections
Brugnolini, Luca
;
Catania, Leopoldo
;
Hansen, Pernille
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10014632013
Saved in:
5
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
6
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
7
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
8
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
9
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
10
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
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