//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Kelejian, Harry H."
~person:"Koopman, Siem Jan"
~subject:"Autokorrelation"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Autokorrelation
USA
Estimation theory
116
Schätztheorie
116
Time series analysis
59
Zeitreihenanalyse
59
Theorie
28
Theory
28
Volatility
24
Estimation
22
Schätzung
22
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Autocorrelation
18
State space model
16
Stochastic process
16
Stochastischer Prozess
16
Zustandsraummodell
16
Forecasting model
15
Prognoseverfahren
15
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Correlation
13
Korrelation
13
Regional economics
11
Regionalökonomik
11
Räumliche Interaktion
11
Spatial interaction
11
ARCH model
9
ARCH-Modell
9
Method of moments
9
Momentenmethode
9
Capital income
8
Heteroscedasticity
8
Heteroskedastizität
8
Kalman filter
8
Kapitaleinkommen
8
Bayes-Statistik
7
Bayesian inference
7
Börsenkurs
7
more ...
less ...
Online availability
All
Free
25
Undetermined
5
Type of publication
All
Book / Working Paper
30
Article
15
Type of publication (narrower categories)
All
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
45
Author
All
Corsi, Fulvio
Kelejian, Harry H.
Koopman, Siem Jan
Phillips, Peter C. B.
37
Lee, Lung-fei
28
Sun, Yixiao
26
Teräsvirta, Timo
23
Diebold, Francis X.
22
Todorov, Viktor
19
Swanson, Norman R.
18
Li, Jia
17
Tauchen, George Eugene
17
Baltagi, Badi H.
16
Kumar, Dilip
16
Stock, James H.
16
Li, Yingying
15
Cavaliere, Giuseppe
14
Hafner, Christian M.
14
Lucas, André
14
Maheswaran, S.
14
Brandt, Michael W.
13
Ghysels, Eric
13
Kim, Donggyu
12
McAleer, Michael
12
Pesaran, M. Hashem
12
Andersen, Torben
11
Francq, Christian
11
Härdle, Wolfgang
11
Jin, Fei
11
Mairesse, Jacques
11
Mancino, Maria Elvira
11
Sentana, Enrique
11
Zakoïan, Jean-Michel
11
Bauwens, Luc
10
Bollerslev, Tim
10
Hurvich, Clifford M.
10
Prucha, Ingmar R.
10
Rahbek, Anders
10
Silvennoinen, Annastiina
10
Andrews, Donald W. K.
9
Audrino, Francesco
9
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
13
Journal of econometrics
4
CESifo Working Paper Series
2
CESifo working papers
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Papers in regional science : the journal of the Regional Science Association International
2
Tinbergen Institute Discussion Paper 15-138/III
2
Discussion paper series / LSE Financial Markets Group
1
Global COE Hi-Stat discussion paper series
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of regional science
1
Quaderni del Dipartimento di economia politica e statistica
1
Research paper series / Swiss Finance Institute
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Working paper series / University of Maryland, Department of Economics
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
41
-
45
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
Das, Debabrata
;
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Papers in regional science : the journal of the …
82
(
2003
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001736177
Saved in:
42
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
43
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
Saved in:
44
Infrastructure productivity estimation and its underlying econometric specifications : a sensitivity analysis
Kelejian, Harry H.
- In:
Papers in regional science : the journal of the …
76
(
1996
),
pp. 115-131
Persistent link: https://www.econbiz.de/10001223829
Saved in:
45
A generalized moments estimator for the autoregressive parameter in a spatial model
Kelejian, Harry H.
;
Prucha, Ingmar R.
-
1995
Persistent link: https://www.econbiz.de/10000921450
Saved in:
First
Prev
1
2
3
4
5
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->