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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Audrino, Francesco"
~person:"Grose, Simone D."
~person:"Lee, Lung-fei"
~person:"Tu, Yundong"
~subject:"ARMA model"
~subject:"Autocorrelation"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
ARMA model
Autocorrelation
Correlation
Forecasting model
Zeitreihenanalyse
Estimation theory
19
Schätztheorie
19
Time series analysis
7
Autokorrelation
5
Estimation
5
Schätzung
5
Bias
4
Systematischer Fehler
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Method of moments
3
Momentenmethode
3
Regional economics
3
Regionalökonomik
3
Regression analysis
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Regressionsanalyse
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Räumliche Interaktion
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Theorie
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Theory
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Bootstrap-Verfahren
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Cointegration
2
Fixed effects
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Kointegration
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Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Robust statistics
2
Robustes Verfahren
2
Spatial autoregression
2
USA
2
United States
2
ARCH model
1
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1
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Audrino, Francesco
Grose, Simone D.
Lee, Lung-fei
Tu, Yundong
Gao, Jiti
31
Hyndman, Rob J.
15
Peng, Bin
14
Martin, Gael M.
10
Dong, Chaohua
8
Poskitt, Donald Stephen
7
Hassler, Uwe
6
Linton, Oliver
6
Li, Degui
5
Shin, Dong-wan
5
Vahid, Farshid
5
Yan, Yayi
5
Athanasopoulos, George
4
Baltagi, Badi H.
4
Francq, Christian
4
Gonzalo, Jesús
4
Koo, Bonsoo
4
Phillips, Peter C. B.
4
Wooldridge, Jeffrey M.
4
Yang, Yanrong
4
Cai, Biqing
3
Forbes, Catherine Scipione
3
Frazier, David T.
3
Hwang, Eunju
3
Jiang, Bin
3
Jin, Fei
3
Leybourne, Stephen James
3
McCabe, Brendan Peter Martin
3
Moura, Guilherme Valle
3
Nadarajah, K.
3
Pan, Guangming
3
Pesaran, M. Hashem
3
Tjostheim, Dag
3
Zakoïan, Jean-Michel
3
Abeysinghe, Tilak
2
Bergmeir, Christoph
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
13
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
Regional science & urban economics
4
Working papers on finance
4
Econometric reviews
3
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Econometrics : open access journal
1
Essays in honor of Joon Y. Park : econometric theory
1
Journal of empirical finance
1
Quantitative economics : QE ; journal of the Econometric Society
1
Quantitative finance and economics
1
Spatial economic analysis : the journal of the Regional Studies Association
1
University of St. Gallen Department of Economics Discussion Paper
1
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ECONIS (ZBW)
12
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1
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
2
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
3
Estimation of spatial autoregressive models for origin-destination flows : a partial likelihood approach
Jeong, Hanbat
;
Lin, Yanli
;
Lee, Lung-fei
- In:
Economics letters
229
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014456221
Saved in:
4
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
5
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
6
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
Saved in:
7
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
8
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
Saved in:
9
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
10
On spurious regressions with partial unit root processes
Tu, Yundong
- In:
Economics letters
150
(
2017
),
pp. 142-145
Persistent link: https://www.econbiz.de/10011765085
Saved in:
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