//--> //--> //-->
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:"Huber, Martin"
subject:"Germany"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Camponovo, Lorenzo"
~person:"Nielsen, Morten Ørregaard"
~person:"Runde, Ralf"
~person:"Zhu, Ke"
~subject:"Time series analysis"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Germany
Time series analysis
Estimation theory
16
Schätztheorie
16
Zeitreihenanalyse
7
Bootstrap approach
5
Bootstrap-Verfahren
5
ARCH model
4
ARCH-Modell
4
Cluster analysis
3
Clusteranalyse
3
Clustered data
3
Induktive Statistik
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portmanteau test
3
Regional cluster
3
Regionales Cluster
3
Statistical inference
3
Wild bootstrap
3
Wild cluster bootstrap
3
Cluster-robust variance estimator
2
Cointegration
2
Heteroscedasticity
2
Heteroskedastizität
2
Kointegration
2
Robust inference
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
1960-1992
1
ARCH-type model
1
ARMA model
1
ARMA-Modell
1
Adaptive inference
1
Asymmetric power GARCH
1
Asymmetry testing
1
Augmented DAR model
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Huber, Martin
Camponovo, Lorenzo
Nielsen, Morten Ørregaard
Runde, Ralf
Zhu, Ke
Phillips, Peter C. B.
11
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Li, Jia
6
Todorov, Viktor
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Yingying
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
4
Li, Qi
4
Ng, Serena
4
Sun, Yixiao
4
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
Johansen, Søren
3
Kim, Dukpa
3
Koop, Gary
3
Li, Degui
3
Li, Dong
3
Li, Guodong
3
Li, Wai Keung
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Marcellino, Massimiliano
3
more ...
less ...
Published in...
All
Journal of econometrics
CREATES research paper
11
Queen's Economics Department working paper
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric theory
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Discussion paper series / IZA
2
CAE working paper
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric analysis of financial markets
1
Econometric reviews
1
IZA Discussion Paper
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Quantitative finance and economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
Universität Dortmund / Research Paper
1
Working papers SES
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
2
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
3
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
4
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
Saved in:
5
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
6
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Saved in:
7
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->