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isPartOf:"Lehrbuch"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
ARCH-Modell
Estimation theory
963
Schätztheorie
963
Theorie
440
Theory
440
Time series analysis
186
Zeitreihenanalyse
186
Nichtparametrisches Verfahren
125
Nonparametric statistics
125
Regression analysis
102
Regressionsanalyse
102
Statistical test
47
Statistischer Test
47
ARCH model
44
Statistical distribution
37
Statistische Verteilung
37
Estimation
35
Schätzung
35
Statistical theory
35
Autocorrelation
33
Autokorrelation
33
Induktive Statistik
25
Panel
25
Panel study
25
Statistical inference
25
Cointegration
24
Kointegration
24
Method of moments
24
Momentenmethode
24
Einheitswurzeltest
22
Unit root test
22
Volatility
19
Volatilität
19
Probability theory
18
Stochastic process
18
Stochastischer Prozess
18
Wahrscheinlichkeitsrechnung
18
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
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57
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22
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Francq, Christian
9
Zakoïan, Jean-Michel
9
Linton, Oliver
5
Horváth, Lajos
4
Robert, Christian P.
4
Akkerboom, Hans
3
Chan, Ngai Hang
3
Kokoszka, Piotr
3
Zheng, John Xu
3
Berkes, István
2
Fan, Yanqin
2
Ghysels, Eric
2
Saikkonen, Pentti
2
White, Halbert
2
Yang, Lijian
2
Zaffaroni, Paolo
2
Zhang, Rongmao
2
Andrews, Beth
1
Ango Nze, Patrick
1
Avarucci, Marco
1
Bates, Charles E.
1
Bertholon, Henri
1
Beutner, Eric
1
Breitung, Jörg
1
Chan, Kung-sik
1
Comte, Fabienne
1
Crépon, Bruno
1
Dauxois, Jean-Yves
1
Dedecker, J.
1
Dhaene, Geert
1
Dupoiron, Stéphanie
1
Dupuis, Jérôme A.
1
Feng, Yuanhua
1
Fermanian, Jean-David
1
Forchini, Giovanni
1
Gao, Feng
1
Giraitis, Liudas
1
Gouriéroux, Christian
1
Guay, Alain
1
Gupta, Abhimanyu
1
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Lehrbuch
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Economics letters
44
Econometric reviews
42
Discussion paper / Tinbergen Institute
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
The econometrics journal
17
CORE discussion paper : DP
14
Finance research letters
14
International journal of forecasting
13
Journal of empirical finance
13
CREATES research paper
12
Europäische Hochschulschriften / 5
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
Journal of risk
12
NBER Working Paper
12
Working paper series
12
Applied economics
11
Econometrics : open access journal
11
International economic review
11
International journal of economics and financial issues : IJEFI
11
Technical working paper / National Bureau of Economic Research
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Computational economics
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Journal of time series econometrics
10
Oxford bulletin of economics and statistics
10
Working papers in economics and econometrics
10
American journal of agricultural economics
9
CORE discussion papers : DP
9
Discussion paper / Center for Economic Research, Tilburg University
9
Economic modelling
9
Journal of banking & finance
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
Annales d'économie et de statistique
8
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ECONIS (ZBW)
79
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
3
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
4
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
5
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
6
A general class of non-nested test statistics for models defined through moment restrictions
Parente, Paulo M. D. C.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011950988
Saved in:
7
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
8
Spline estimation of a semiparametric GARCH model
Liu, Rong
;
Yang, Lijian
- In:
Econometric theory
32
(
2016
)
4
,
pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Saved in:
9
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
10
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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