//--> //--> //--> //-->
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:"Ullah, Aman"
subject:"Theory"
~isPartOf:"Journal of econometrics"
~person:"Powell, James"
~person:"Zakoïan, Jean-Michel"
~subject:"Nonparametric quantile instrumental variables"
~subject:"Schätztheorie"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theory
Nonparametric quantile instrumental variables
Schätztheorie
Estimation theory
17
ARCH model
7
ARCH-Modell
7
Estimation
6
Schätzung
6
Theorie
6
Regression analysis
4
Regressionsanalyse
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikomaß
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Dynamic portfolio
2
Filtered historical simulation
2
Forecasting model
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Quantile regression
2
Quasi-maximum likelihood
2
Share price
2
Simulation
2
Strict stationarity
2
VAR model
2
VAR-Modell
2
Accuracy of VaR estimation
1
Aktienindex
1
Analysis of variance
1
Asymptotic mean squared errors
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Conference paper
1
Konferenzbeitrag
1
Language
All
English
17
Author
All
Ullah, Aman
Powell, James
Zakoïan, Jean-Michel
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Magnus, Jan R.
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
more ...
less ...
Published in...
All
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Economics letters
13
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Econometric reviews
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CORE discussion paper : DP
3
Working paper / Massachusetts Institute of Technology, Department of Economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Handbook of applied econometrics and statistical inference
2
Indian economic review : official journal of Delhi School of Economics
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
NBER working paper series
2
The econometrics journal
2
Working paper series
2
Working papers series in theoretical and applied economics
2
Advances in econometrics
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrics : open access journal
1
Economics discussion paper
1
Economics to econometrics : contributions in honor of Daniel L. McFadden
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Essays in honor of Peter C. B. Phillips
1
Handbook of econometrics ; Vol. 4
1
Handbook of empirical economics and finance
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
International economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
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
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
3
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
4
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong
;
Pouzo, Demian
;
Powell, James
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
Saved in:
5
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
6
A quantile correlated random coefficients panel data model
Graham, Bryan S.
;
Hahn, Jinyong
;
Poirier, Alexandre
; …
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 305-335
Persistent link: https://www.econbiz.de/10012110390
Saved in:
7
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
8
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
9
Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Saved in:
10
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->