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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Schätzung"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Schätzung
Volatilität
Zeitreihenanalyse
Estimation theory
101
Schätztheorie
101
Time series analysis
49
Estimation
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
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
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6
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English
69
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Enders, Walter
2
Li, Jing
2
Schweikert, Karsten
2
Teräsvirta, Timo
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Baillie, Richard
1
Banerjee, Anurag Narayan
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Baruník, Jozef
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Bekiros, Stelios
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Blazsek, Szabolcs
1
Bu, Ruijun
1
Byoung Hark Yoo
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Cheng, Jie
1
Chevallier, Julien
1
Chu, Ba
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
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De Angelis, Luca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
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Eisenstat, Eric
1
Ericsson, Neil R.
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1
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1
Feld, Martin H.-J. M.
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1
Flachaire, Emmanuel
1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
327
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Economics letters
113
Econometric reviews
95
International journal of forecasting
54
Econometric theory
47
Economic modelling
42
Journal of time series econometrics
39
Computational economics
37
The econometrics journal
36
Applied economics letters
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Discussion papers / CEPR
30
Finance research letters
30
Applied economics
22
Discussion paper / Centre for Economic Policy Research
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
European journal of operational research : EJOR
21
Journal of financial econometrics
21
Journal of empirical finance
20
Journal of quantitative economics
20
Journal of forecasting
19
Energy economics
18
Quantitative finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of banking & finance
17
Insurance / Mathematics & economics
16
Journal of applied econometrics
14
Journal of risk
14
Working paper / National Bureau of Economic Research, Inc.
11
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of econometric methods
10
Journal of economic dynamics & control
10
Regional science & urban economics
10
Theoretical economics letters
10
Robustness in econometrics
9
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
International journal of economics and finance
8
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ECONIS (ZBW)
69
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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
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:
3
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:
4
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
Saved in:
5
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:
6
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:
7
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:
8
Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity
Lee, Myoung-jae
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 81-91
Persistent link: https://www.econbiz.de/10012594174
Saved in:
9
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:
10
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
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