//--> //--> //--> //-->
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
source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Swanson, Norman R."
~subject:"ARMA-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
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:"Theory"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
ARMA-Modell
Estimation theory
Statistische Verteilung
USA
Volatilität
Theorie
62
Theory
62
Time series analysis
24
Zeitreihenanalyse
24
Forecasting model
13
Prognoseverfahren
13
Ökonometrie
7
Econometrics
6
Nichtlineare Regression
6
Nonlinear regression
6
Cointegration
5
Estimation
5
Kointegration
5
Schätzung
5
United States
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Saisonale Schwankungen
4
Seasonal variations
4
Statistical distribution
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
ARCH model
3
ARCH-Modell
3
Großbritannien
3
Statistical test
3
Statistischer Test
3
United Kingdom
3
ARMA model
2
Aggregation
2
Capital income
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
28
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
29
Author
All
Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Swanson, Norman R.
McAleer, Michael
15
Li, Qi
9
Steel, Mark F. J.
9
Chib, Siddhartha
8
Diebold, Francis X.
8
Gouriéroux, Christian
8
King, Maxwell L.
8
Asai, Manabu
7
Aït-Sahalia, Yacine
7
Baltagi, Badi H.
7
Lee, Lung-fei
7
Maasoumi, Esfandiar
7
Phillips, Peter C. B.
7
Bollerslev, Tim
6
Cavaliere, Giuseppe
6
Kohn, Robert
6
Koop, Gary
6
Park, Joon Y.
6
Schmidt, Peter
6
Andersen, Torben
5
Ghysels, Eric
5
Linton, Oliver
5
Lütkepohl, Helmut
5
Ohtani, Kazuhiro
5
Pesaran, M. Hashem
5
Renault, Eric
5
Slottje, Daniel Jonathan
5
Srivastava, Virendra K.
5
Taylor, Robert
5
Ullah, Aman
5
Ahn, Seung Chan
4
Andrews, Donald W. K.
4
Atkinson, Scott Estes
4
Bera, Anil K.
4
Boswijk, Herman Peter
4
Chan, Joshua
4
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
Working papers / Rutgers University, Department of Economics
29
Report / Econometric Institute, Erasmus University Rotterdam
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Department of Economics, University of California San Diego
7
Journal of applied econometrics
7
Discussion paper / Tinbergen Institute
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric theory
4
Economics letters
4
International journal of forecasting
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Econometric Institute research papers
3
Econometric Society monographs
3
Macroeconomic dynamics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
DAE working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of empirical finance
2
Journal of macroeconomics
2
Nonparametric dynamic modelling
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The review of economic studies
2
The review of economics and statistics
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
Applied financial economics
1
Applied mathematical finance
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Institute for Empirical Macroeconomics
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
2
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
3
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
4
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
5
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
6
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
7
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
8
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
9
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
10
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->