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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~person:"Berger, James O."
~person:"Bosq, Denis"
~person:"Breitung, Jörg"
~person:"Ghysels, Eric"
~subject:"Zeitreihenanalyse"
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Estimation theory
Zeitreihenanalyse
Schätztheorie
7
Theorie
6
Theory
6
Time series analysis
2
Chaos theory
1
Chaostheorie
1
Einheitswurzeltest
1
Financial market
1
Finanzmarkt
1
Simulation
1
Unit root test
1
Volatility
1
Volatilität
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Arbeitspapier
7
Working Paper
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6
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Berger, James O.
Bosq, Denis
Breitung, Jörg
Ghysels, Eric
Gouriéroux, Christian
13
Robert, Christian P.
12
Guégan, Dominique
7
Zakoïan, Jean-Michel
7
Monfort, Alain
6
Francq, Christian
5
Philippe, Anne
5
Berred, Alexandre M.
4
Comte, Fabienne
4
Guerre, Emmanuel
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Billio, Monica
3
Broze, Laurence
3
Darolles, Serge
3
Hardouin, C.
3
Léorat, Guillaume
3
Scaillet, Olivier
3
Smith, Richard J.
3
Abowd, John M.
2
Blundell, Richard W.
2
Butucea, Cristina
2
Casella, George
2
Crépon, Bruno
2
Delecroix, Michel
2
Fermanian, Jean-David
2
Renault, Eric
2
Rousseau, Judith
2
Touzi, Nizar
2
Adda, Jérôme
1
Babsiri, Mohamed el
1
Baraud, Yannick
1
Bertail, Patrice
1
Bisaglia, Luisa
1
Bolduc, Denis
1
Bonneu, M.
1
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Journal of econometrics
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
Econometric theory
5
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
4
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
Discussion paper / Centre for Economic Policy Research
2
International economic review
2
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
Annales d'économie et de statistique
1
Applied economics
1
Beiträge zur angewandten Wirtschaftsforschung
1
CEIS Working Paper
1
CORE discussion paper : DP
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
1
Econometric analysis of financial and economic time series ; part a
1
Economie & prévision : EP
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Peter C. B. Phillips
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
L' Actualité économique : revue trimest.
1
Oxford bulletin of economics and statistics
1
Revue de statistique appliquée
1
Schriften zur angewandten Ökonometrie
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Staff working paper / Bank of Canada
1
Statistical papers
1
The review of economics and statistics
1
Tübinger Diskussionsbeitrag
1
Tübinger Diskussionsbeiträge
1
Working paper / IMK, Institut für Makroökonomie
1
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ECONIS (ZBW)
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1
Statistical estimation of the embedding dimension of a dynamic system
Bosq, Denis
;
Guégan, Dominique
;
Léorat, Guillaume
-
1998
Persistent link: https://www.econbiz.de/10000984191
Saved in:
2
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
Estimation of quadratic functions : noninformative priors for non-centrality parameters
Berger, James O.
;
Philippe, Anne
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000936720
Saved in:
5
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
6
Rank tests for unit roots
Breitung, Jörg
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950453
Saved in:
7
Estimation of the embedding dimension of a dynamical system
Bosq, Denis
;
Guégan, Dominique
-
1994
Persistent link: https://www.econbiz.de/10000896441
Saved in:
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