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person:"Akkerboom, Hans"
subject:"Statistische Methodenlehre"
~person:"Bauwens, Luc"
~person:"Hall, Alastair R."
~person:"Hong, Yongmiao"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Forecasting model
Estimation theory
52
Schätztheorie
52
Theorie
23
Theory
23
Time series analysis
20
Zeitreihenanalyse
20
Statistical theory
10
Method of moments
8
Momentenmethode
8
Estimation
7
Schätzung
7
ARCH model
5
ARCH-Modell
5
Correlation
5
Korrelation
5
Börsenkurs
4
Heteroscedasticity
4
Heteroskedastizität
4
Prognoseverfahren
4
Regression analysis
4
Regressionsanalyse
4
Share price
4
Statistical test
4
Statistischer Test
4
Structural break
4
Strukturbruch
4
Volatility
4
Volatilität
4
Autocorrelation
3
Autokorrelation
3
Bayes-Statistik
3
Bayesian inference
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Forecasting
3
Nichtlineare Regression
3
Nonlinear regression
3
Analysis of variance
2
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Article
14
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Aufsatz in Zeitschrift
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14
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5
Graue Literatur
5
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5
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5
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4
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4
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14
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Akkerboom, Hans
Bauwens, Luc
Hall, Alastair R.
Hong, Yongmiao
Kumar, Dilip
10
Baltagi, Badi H.
7
Cai, Zongwu
7
Hansen, Bruce E.
7
King, Maxwell L.
7
Swanson, Norman R.
7
White, Halbert
7
Andrews, Donald W. K.
6
Demetrescu, Matei
6
Hendry, David F.
6
Kapetanios, George
6
Lahiri, Kajal
6
Phillips, Peter C. B.
6
Rossi, Barbara
6
Shang, Han Lin
6
Taylor, James W.
6
Teräsvirta, Timo
6
Bera, Anil K.
5
Dufour, Jean-Marie
5
Fosten, Jack
5
Godfrey, L. G.
5
Koop, Gary
5
Kuan, Chung-ming
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Pesaran, M. Hashem
5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Andersen, Torben
4
Baillie, Richard
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clark, Todd E.
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Ericsson, Neil R.
4
Ghysels, Eric
4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Annales d'économie et de statistique
1
International journal of forecasting
1
Journal of empirical finance
1
L'hétérogénéité en économétrie : numéro spécial
1
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ECONIS (ZBW)
14
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
5
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
6
A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
Saved in:
7
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
8
Consistent testing for serial correlation of unknown form
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 837-864
Persistent link: https://www.econbiz.de/10001203921
Saved in:
9
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
Saved in:
10
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
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