//--> //--> //--> //-->
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:"Craig, Ben R."
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Andrews, Donald W. K."
~person:"Fan, Jianqing"
~person:"Francq, Christian"
~person:"Hsiao, Cheng"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Statistical test"
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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Statistical test
Estimation theory
77
Schätztheorie
77
Time series analysis
21
Zeitreihenanalyse
21
Regression analysis
17
Regressionsanalyse
17
Estimation
15
Schätzung
15
ARCH model
14
ARCH-Modell
14
Statistischer Test
12
Volatility
12
Volatilität
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Panel
11
Panel study
11
Theorie
11
Theory
11
Bootstrap approach
9
Bootstrap-Verfahren
9
Forecasting model
9
Prognoseverfahren
9
Stochastic process
8
Stochastischer Prozess
8
Correlation
7
Korrelation
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Method of moments
7
Momentenmethode
7
Börsenkurs
6
Einheitswurzeltest
6
Share price
6
Structural break
6
Strukturbruch
6
Unit root test
6
Capital income
5
Factor model
5
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
11
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Collection of articles of several authors
1
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
12
Author
All
Craig, Ben R.
Andrews, Donald W. K.
Fan, Jianqing
Francq, Christian
Hsiao, Cheng
Imbens, Guido
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Sun, Yixiao
6
Cai, Zongwu
4
White, Halbert
4
Escanciano, Juan Carlos
3
Lavergne, Pascal
3
Li, Qi
3
Moreira, Marcelo J.
3
Robinson, Peter M.
3
Shi, Xiaoxia
3
Su, Liangjun
3
Varneskov, Rasmus Tangsgaard
3
Andersen, Torben
2
Armstrong, Timothy B.
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Caner, Mehmet
2
Demetrescu, Matei
2
Doko Tchatoka, Firmin
2
Gao, Jiti
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Guggenberger, Patrik
2
Hausman, Jerry A.
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Hsu, Yu-Chin
2
Kim, Min Seong
2
Kristensen, Dennis
2
Lu, Xun
2
Motegi, Kaiji
2
Phillips, Peter C. B.
2
Rossi, Barbara
2
Wagner, Martin
2
Werker, Bas J. M.
2
Woutersen, Tiemen
2
Yang, Jingjing
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation Discussion Paper
7
Cowles Foundation discussion paper
6
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
Quantitative economics : QE ; journal of the Econometric Society
2
CAFE Research Paper
1
CREATES research paper
1
Econometric reviews
1
Econometric theory
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Oxford bulletin of economics and statistics
1
Queen's Economics Department working paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The review of economic studies : RES
1
Working paper / Department of Economics, Lund University
1
Working paper / Federal Reserve Bank of Cleveland
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
4
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
5
Inference based on many conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10011818293
Saved in:
6
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
7
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl
;
Long, Wei
;
Hsiao, Cheng
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
Saved in:
8
Nonparametric inference based on conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10010258282
Saved in:
9
Model specification test with correlated but not cointegrated variables
Gan, Li
;
Hsiao, Cheng
;
Shu Xu
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 80-85
Persistent link: https://www.econbiz.de/10010255463
Saved in:
10
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->