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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of quantitative economics"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Estimation
Zeitreihenanalyse
Estimation theory
324
Schätztheorie
324
Time series analysis
74
Nichtparametrisches Verfahren
69
Nonparametric statistics
69
Regression analysis
65
Regressionsanalyse
65
Schätzung
63
Statistical test
47
Statistischer Test
47
Panel
46
Panel study
46
Method of moments
30
Momentenmethode
30
Autocorrelation
28
Autokorrelation
28
Volatility
28
Volatilität
28
Statistical distribution
24
Statistische Verteilung
24
Bootstrap-Verfahren
20
Stochastic process
20
Stochastischer Prozess
20
ARCH model
19
ARCH-Modell
19
Forecasting model
19
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Prognoseverfahren
19
Cointegration
16
Correlation
16
Korrelation
16
Modellierung
16
Scientific modelling
16
Kointegration
15
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Article
128
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128
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128
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English
128
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Teräsvirta, Timo
4
Lucas, André
3
Peng, Liang
3
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dong, Chaohua
2
Gao, Jiti
2
Grassi, Stefano
2
Hsiao, Cheng
2
Koopman, Siem Jan
2
Kumbhakar, Subal
2
Lee, Ji Hyung
2
Li, Qi
2
Liang, Zhongwen
2
Liu, Xiaohui
2
McElroy, Tucker
2
Medeiros, Marcelo C.
2
Pai Xu
2
Perron, Pierre
2
Su, Liangjun
2
Zinde-Walsh, Victoria
2
Albuquerque, Pedro H.
1
Amado, Cristina
1
Atwood, Joseph A.
1
Baillie, Richard
1
Baltagi, Badi H.
1
Bao, Yong
1
Barassi, Marco R.
1
Bauwens, Luc
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Bera, Anil K.
1
Berenguer-Rico, Vanessa
1
Bermudez, P. de Zea
1
Bierens, Herman J.
1
Brownlees, Christian
1
Buccheri, Giuseppe
1
Cai, Yuzhi
1
Cai, Zongwu
1
Calzolari, Giorgio
1
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Econometric reviews
Journal of financial econometrics
Journal of quantitative economics
Journal of econometrics
307
Economics letters
112
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
International journal of forecasting
48
Econometric theory
45
Economic modelling
38
Journal of time series econometrics
38
The econometrics journal
35
Computational economics
34
Applied economics letters
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Discussion papers / CEPR
29
Finance research letters
26
Applied economics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Discussion paper / Centre for Economic Policy Research
20
European journal of operational research : EJOR
19
Insurance / Mathematics & economics
19
Journal of empirical finance
17
Journal of forecasting
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of economic dynamics & control
14
Journal of risk
14
Journal of banking & finance
13
Journal of applied econometrics
12
Quantitative finance
12
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Regional science & urban economics
10
Journal of econometric methods
9
Theoretical economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of economics and finance
8
Journal of mathematical finance
8
Robustness in econometrics
8
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ECONIS (ZBW)
128
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1
On the estimation of a class of threshold regression models
Ramamohan Rao, T. V. S.
- In:
Journal of quantitative economics
22
(
2024
)
1
,
pp. 199-209
Persistent link: https://www.econbiz.de/10014518790
Saved in:
2
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
6
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
7
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
8
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
9
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
10
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
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