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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Kointegration"
~subject:"Monte-Carlo-Simulation"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Kointegration
Monte-Carlo-Simulation
Zeitreihenanalyse
Estimation theory
109
Schätztheorie
109
Time series analysis
54
Estimation
36
Schätzung
35
Volatility
22
Volatilität
22
ARCH model
17
ARCH-Modell
17
Regression analysis
15
Regressionsanalyse
15
Cointegration
13
Statistical test
11
Statistischer Test
11
Stochastic process
11
Stochastischer Prozess
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Forecasting model
8
Monte Carlo simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
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6
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Article
63
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63
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English
64
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Enders, Walter
2
Lee, Junsoo
2
Li, Jing
2
Schweikert, Karsten
2
Teräsvirta, Timo
2
Abbara, Omar
1
Albano, Giuseppina
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Cacace, Filippo
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chang, Sheng-kai
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Eliasson, Ann-Charlotte
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Falk, Barry
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Flachaire, Emmanuel
1
Germani, Alfredo
1
Gil-Alaña, Luis A.
1
Gong, Jinguo
1
Harvey, David I.
1
Haurin, Donald R.
1
Hou, Weijie
1
Hungnes, Håvard
1
Iglesias, Emma M.
1
Im, KyungSo
1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
229
Econometric reviews
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economics letters
65
Econometric theory
45
International journal of forecasting
42
Journal of time series econometrics
40
Computational economics
38
The econometrics journal
27
Economic modelling
24
Applied economics letters
21
Applied economics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Finance research letters
18
European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of quantitative economics
13
Insurance / Mathematics & economics
12
Journal of forecasting
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Essays in honor of Joon Y. Park : econometric theory
10
Quantitative finance
10
Discussion papers / CEPR
9
Energy economics
9
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
7
International journal of economics and finance
7
Journal of economic dynamics & control
7
Journal of risk
7
Operations research
6
Working paper / National Bureau of Economic Research, Inc.
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of computational economics and econometrics : IJCEE
5
International journal of production economics
5
Journal of applied econometrics
5
Journal of econometric methods
5
Journal of international financial markets, institutions & money
5
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ECONIS (ZBW)
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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
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
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:
4
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
5
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
Saved in:
6
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
7
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
8
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
9
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
Saved in:
10
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
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