//--> //--> //-->
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:"Dufour, Jean-Marie"
subject:"Statistical theory"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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
Statistical theory
Volatility
Zeitreihenanalyse
Estimation theory
3
Schätztheorie
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Asymptotic distribution
1
Bias
1
Börsenkurs
1
Capital income
1
Durbin-Wu-Hausman test
1
Exogeneity
1
Finite-sample theory
1
Generalized method of moments
1
Higher-order process
1
Identification robust
1
Incomplete model
1
Invariance
1
Kapitaleinkommen
1
Markov Chain Monte Carlo
1
Markov chain
1
Markov-Kette
1
Method of moments
1
Modelle
1
Momentenmethode
1
Monte Carlo test
1
Monte Carlo tests
1
Non-Gaussian
1
Pivotal
1
Power
1
Schätzmethodik und Testmethodik
1
Share price
1
Statistical distribution
1
Statistical test
1
Statistik
1
Statistische Verteilung
1
Statistischer Test
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Stock returns
1
Systematischer Fehler
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Dufour, Jean-Marie
Phillips, Peter C. B.
12
Todorov, Viktor
10
Taylor, Robert
9
Linton, Oliver
8
Andersen, Torben
7
Leybourne, Stephen James
7
Li, Jia
7
Tauchen, George Eugene
7
Francq, Christian
6
Robinson, Peter M.
6
Zhu, Ke
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Mykland, Per A.
5
Ng, Serena
5
Xiao, Zhijie
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Chambers, Marcus J.
4
Ghysels, Eric
4
Gouriéroux, Christian
4
Harvey, David I.
4
Li, Dong
4
Li, Qi
4
Magnus, Jan R.
4
Park, Joon Y.
4
Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
Zhang, Lan
4
Baillie, Richard
3
Baltagi, Badi H.
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
more ...
less ...
Published in...
All
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
CORE discussion paper : DP
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Tinbergen Institute
1
Econometric analysis of financial and economic time series ; part a
1
Essays in honor of Joon Y. Park : econometric theory
1
International economic review
1
Journal of quantitative economics
1
Model reliability
1
The econometrics journal
1
The review of economics and statistics
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->