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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Chen, Songnian"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Todorov, Viktor"
~person:"Westerlund, Joakim"
~person:"Zakoïan, Jean-Michel"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Börsenkurs
Estimation theory
Forecasting model
Monte Carlo simulation
Statistical inference
Zeitreihenanalyse
Schätztheorie
74
Regression analysis
22
Regressionsanalyse
22
Time series analysis
22
Volatility
19
Volatilität
19
Estimation
18
Schätzung
18
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Stochastic process
15
Stochastischer Prozess
15
ARCH model
10
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10
Share price
10
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9
Kapitaleinkommen
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Panel study
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Prognoseverfahren
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Theorie
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Theory
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Bootstrap approach
6
Bootstrap-Verfahren
6
Einheitswurzeltest
6
Stochastic volatility
6
Structural break
6
Strukturbruch
6
Unit root test
6
Endogeneity
5
Heteroscedasticity
5
Heteroskedastizität
5
High-frequency data
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Quantile regression
5
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73
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73
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73
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English
74
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Craig, Ben R.
Chen, Songnian
Imbens, Guido
Park, Joon Y.
Taylor, Robert
Todorov, Viktor
Westerlund, Joakim
Zakoïan, Jean-Michel
Phillips, Peter C. B.
33
Linton, Oliver
22
Lee, Lung-fei
21
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Francq, Christian
13
Gao, Jiti
13
Fan, Yanqin
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Hong, Han
10
Newey, Whitney K.
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Fan, Jianqing
8
Gallant, A. Ronald
8
Kohn, Robert
8
Koopman, Siem Jan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Technical working paper / National Bureau of Economic Research
15
Discussion paper series / Harvard Institute of Economic Research
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Working paper / National Bureau of Economic Research, Inc.
12
Economics letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
NBER working paper series
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Oxford bulletin of economics and statistics
6
CREATES research paper
5
Discussion paper series / IZA
5
ERID working paper
5
Queen's Economics Department working paper
5
Working paper
5
Working paper / Department of Economics, Lund University
5
Discussion paper / Center for Economic Research, Tilburg University
4
Econometric reviews
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
The econometrics journal
4
The review of economic studies
4
CORE discussion paper : DP
3
Journal of the American Statistical Association : JASA
3
Working paper series
3
Annales d'économie et de statistique
2
CAEPR working papers
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cowles Foundation discussion paper
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Quantitative economics : QE ; journal of the Econometric Society
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and statistics
1
Bundesbank Series 1 Discussion Paper
1
CAMA working paper series
1
CAMP working paper series
1
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ECONIS (ZBW)
74
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Quantile regression with censoring and sample selection
Chen, Songnian
;
Wang, Qian
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 205-226
Persistent link: https://www.econbiz.de/10014364740
Saved in:
3
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
6
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
7
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
Saved in:
8
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
9
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
10
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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