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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Monte Carlo simulation"
~isPartOf:"The econometrics journal"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Heteroskedastizität"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
ARCH-Modell
Autokorrelation
Heteroskedastizität
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
55
Panel
39
Panel study
39
Time series analysis
37
Zeitreihenanalyse
37
Statistical test
36
Statistischer Test
36
Theorie
31
Theory
31
Estimation
28
Schätzung
28
Induktive Statistik
19
Statistical inference
19
Modellierung
16
Scientific modelling
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Instrumental variables
15
Statistical distribution
15
Statistische Verteilung
15
ARCH model
14
Autocorrelation
14
Heteroscedasticity
13
Method of moments
13
Momentenmethode
13
Monte-Carlo-Simulation
13
Forecasting model
12
IV-Schätzung
12
Prognoseverfahren
12
Cointegration
11
Kointegration
11
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Undetermined
15
Free
3
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Article
46
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Aufsatz in Zeitschrift
46
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
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4
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English
46
Author
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Lee, Lung-fei
2
Sun, Yixiao
2
Zhang, Zhengyu
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Arvanitis, Stelios
1
Baillie, Richard
1
Baltagi, Badi H.
1
Bansal, Prateek
1
Berger, Yves G.
1
Breslaw, Jon A.
1
Cai, Michael
1
Carrasco, Marine
1
Chang, Pao-li
1
Chong, Terence Tai-Leung
1
Coudin, Elise
1
Cripps, Edward
1
Daziano, Ricardo A.
1
Del Negro, Marco
1
Doukali, Mohamed
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
Fiebig, Denzil G.
1
Ginker, Tim
1
Gu, Yuanyuan
1
Guevara, Angelo
1
Guo, Gangzheng
1
Gørgens, Tue
1
Hafner, Christian M.
1
Herbst, Edward P.
1
Huang, Da
1
Hubner, Stefan
1
Härdle, Wolfgang
1
Jiang, Jiancheng
1
Jiang, Xuejun
1
Kalliovirta, Leena
1
Kang, Kyu Ho
1
Kao, Chihwa
1
Kapetanios, George
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
The econometrics journal
Journal of econometrics
183
Economics letters
86
Econometric theory
81
Econometric reviews
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics letters
29
Computational economics
29
Economic modelling
27
Econometrics : open access journal
25
Applied economics
24
International journal of forecasting
22
Journal of empirical finance
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Finance research letters
18
Journal of forecasting
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of time series econometrics
16
Regional science & urban economics
16
Journal of risk
15
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Journal of the American Statistical Association : JASA
14
International journal of economics and financial issues : IJEFI
13
Journal of economic dynamics & control
12
Journal of financial econometrics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of banking & finance
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of mathematical finance
9
Risks : open access journal
9
Spatial economic analysis : the journal of the Regional Studies Association
9
Oxford bulletin of economics and statistics
8
Quantitative economics : QE ; journal of the Econometric Society
8
Quantitative finance
8
The journal of risk model validation
8
Insurance / Mathematics & economics
7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
The European journal of finance
7
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ECONIS (ZBW)
46
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
4
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
Saved in:
5
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
6
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
7
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
8
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
9
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Saved in:
10
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
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