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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Econometric reviews"
~subject:"1992"
~subject:"Volatility"
~subject:"Water conservation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
1992
Volatility
Water conservation
Estimation theory
444
Schätztheorie
444
Theorie
139
Theory
139
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Regression analysis
64
Regressionsanalyse
64
Estimation
56
Panel
56
Panel study
56
Schätzung
56
Statistical test
56
Statistischer Test
56
Method of moments
35
Momentenmethode
35
Autocorrelation
29
Autokorrelation
29
Statistical theory
29
Statistische Methodenlehre
29
Cointegration
24
Bootstrap approach
23
Bootstrap-Verfahren
23
Kointegration
23
Simulation
23
Modellierung
22
Monte-Carlo-Simulation
22
Scientific modelling
22
Volatilität
22
Statistical distribution
21
Statistische Verteilung
21
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Kleinste-Quadrate-Methode
18
Least squares method
18
Entropie
16
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22
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2
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Article
39
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Aufsatz in Zeitschrift
Article in journal
41
Collection of articles of several authors
1
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1
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English
41
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Dufour, Jean-Marie
2
Juodis, Artūras
2
McAleer, Michael
2
Adkins, Lee Chester
1
Amado, Cristina
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Cappuccio, Nunzio
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Chaoyi
1
Chen, Qiang
1
Coudin, Elise
1
De Angelis, Luca
1
Fernandez, Linda
1
Fornari, Fabio
1
Galbraith, John W.
1
Gu, Wentao
1
Guggenberger, Patrik
1
Hansen, Peter Reinhard
1
Hibiki, Akira
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Kanatani, Taro
1
Khanna, Neha
1
Kilian, Lutz
1
Koopman, Siem Jan
1
Large, Jeremy
1
Leccadito, Arturo
1
Lechner, Michael
1
León-González, Roberto
1
Lubian, Diego
1
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1
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Applying maximum entropy to econometric problems
Econometric reviews
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
45
Economic modelling
27
Computational economics
23
Econometric theory
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
21
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Applied economics
18
International journal of forecasting
18
Quantitative finance
17
Econometrics : open access journal
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Finance research letters
16
International journal of theoretical and applied finance
16
Applied economics letters
15
European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of forecasting
14
Journal of banking & finance
13
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
12
Finance and stochastics
10
Journal of economic dynamics & control
10
Journal of the American Statistical Association : JASA
10
Risks : open access journal
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Journal of quantitative economics
8
Journal of risk
7
Quantitative economics : QE ; journal of the Econometric Society
7
Asia-Pacific financial markets
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Energy economics
6
International journal of financial engineering
6
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
4
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
5
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
6
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
7
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
8
Practical procedures to deal with common support problems in matching estimation
Lechner, Michael
;
Strittmatter, Anthony
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 193-207
Persistent link: https://www.econbiz.de/10012180727
Saved in:
9
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
10
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
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