//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Econometric reviews"
type_genre:"Bibliography included"
~isPartOf:"Advances in spatial and network economics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Schätzung"
~subject:"Statistical theory"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Statistical theory
Estimation theory
538
Schätztheorie
538
Theorie
132
Theory
132
Time series analysis
110
Zeitreihenanalyse
110
Nichtparametrisches Verfahren
102
Nonparametric statistics
102
Estimation
93
Regression analysis
76
Regressionsanalyse
76
Statistical test
65
Statistischer Test
65
Panel
63
Panel study
63
Method of moments
39
Momentenmethode
39
Volatility
39
Volatilität
39
Autocorrelation
34
Autokorrelation
34
Statistical distribution
30
Statistische Verteilung
30
Cointegration
29
Bootstrap approach
27
Bootstrap-Verfahren
27
Kointegration
27
Statistische Methodenlehre
27
ARCH model
25
ARCH-Modell
25
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Maximum likelihood estimation
24
Maximum-Likelihood-Schätzung
24
Modellierung
24
Scientific modelling
24
Stochastic process
24
Stochastischer Prozess
24
more ...
less ...
Online availability
All
Undetermined
69
Free
6
Type of publication
All
Article
119
Type of publication (narrower categories)
All
Bibliography included
Aufsatz in Zeitschrift
Article in journal
119
Language
All
English
119
Author
All
Teräsvirta, Timo
3
Zhang, Xibin
3
Bera, Anil K.
2
Grassi, Stefano
2
King, Maxwell L.
2
Kumbhakar, Subal
2
Lee, Lung-fei
2
Lucas, André
2
Miller, J. Isaac
2
Sancetta, Alessio
2
Silvapulle, Mervyn J.
2
Silvapulle, Paramsothy
2
Smyth, Russell
2
Sun, Yiguo
2
Alptekin, Aynur
1
Amado, Cristina
1
Andrade e Silva, João
1
Andrews, Donald W. K.
1
Armah, Nii Ayi
1
Bao, Yong
1
Barassi, Marco R.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bernstein, David H.
1
Bewley, Ronald A.
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Broadstock, David C.
1
Brooks, Robert
1
Brownlees, Christian
1
Brune, Barbara
1
Bruns, Stephan B.
1
Brännlund, Runar
1
Buccheri, Giuseppe
1
Bura, Efstathia
1
Cai, Jun
1
Cai, Yuzhi
1
Calzolari, Giorgio
1
more ...
less ...
Published in...
All
Econometric reviews
Advances in spatial and network economics
Energy economics
Journal of financial econometrics
Journal of econometrics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Economics letters
129
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
61
Applied economics letters
56
Economic modelling
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Econometric theory
47
Journal of applied econometrics
44
Applied economics
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
The econometrics journal
31
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrics : open access journal
28
Journal of banking & finance
27
Journal of the American Statistical Association : JASA
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
The review of economics and statistics
26
International journal of forecasting
22
Journal of empirical finance
22
Computational economics
20
Finance research letters
19
International journal of economics and financial issues : IJEFI
19
Journal of forecasting
19
Oxford bulletin of economics and statistics
19
American journal of agricultural economics
18
European journal of operational research : EJOR
18
Insurance / Mathematics & economics
16
International economic review
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Annales d'économie et de statistique
15
Journal of quantitative economics : official journal of the Indian Econometric Society
14
Journal of economic dynamics & control
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
Quantitative finance
13
The empirical economics letters : a monthly international journal of economics
13
more ...
less ...
Source
All
ECONIS (ZBW)
119
Showing
1
-
10
of
119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
Saved in:
2
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
3
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
4
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
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:
7
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:
8
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:
9
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
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:
10
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->