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source:"econis"
subject:"Schätztheorie"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Yu, Jun"
~subject:"Monte Carlo simulation"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Monte Carlo simulation
Theorie
Volatilität
Theory
16
Time series analysis
7
Zeitreihenanalyse
7
Stochastic process
6
Stochastischer Prozess
6
Latent variable models
4
Bayes-Statistik
3
Bayesian inference
3
Decision theory
3
Markov chain
3
Markov chain Monte Carlo
3
Markov-Kette
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Panel
3
Panel study
3
Statistical test
3
Statistischer Test
3
Volatility
3
Bayes factor
2
EM algorithm
2
Phillips curve
2
Phillips-Kurve
2
Statistical theory
2
Statistische Methodenlehre
2
AIC
1
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Anti-persistent errors
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Bubble testing
1
Bubbles
1
Capital income
1
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Undetermined
6
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Article
14
Book / Working Paper
2
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Language
All
English
16
Author
All
Yu, Jun
Phillips, Peter C. B.
36
Laporte, Gilbert
29
Gendreau, Michel
28
Tsionas, Efthymios G.
27
Lim, Andrew
24
Cheng, T. C. E.
22
Zhu, Joe
21
Goerigk, Marc
19
Kao, Chiang
19
Kumbhakar, Subal
19
Podinovski, Victor V.
18
Vanhoucke, Mario
18
Boysen, Nils
17
Vidal, Thibaut
17
Koop, Gary
16
Lee, Lung-fei
16
Briskorn, Dirk
15
Figueira, José Rui
15
Färe, Rolf
15
Gouriéroux, Christian
15
Puerto, Justo
15
Speranza, Maria Grazia
15
Swanson, Norman R.
15
Hao, Jin-Kao
14
Linton, Oliver
14
Ljubić, Ivana
14
Pesaran, M. Hashem
14
Teunter, Ruud H.
14
Dauzère-Péres, Stéphane
13
Escudero, Laureano F.
13
Ghysels, Eric
13
Ruiz, Rubén
13
Savelsbergh, Martin W. P.
13
Aparicio, Juan
12
Archetti, Claudia
12
Diebold, Francis X.
12
McAleer, Michael
12
Rodríguez-Chía, Antonio M.
12
Xiao, Zhijie
12
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European journal of operational research : EJOR
Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Econometric reviews
3
Econometric theory
3
The econometrics journal
2
The review of financial studies
2
Annals of economics and finance
1
Asia-Pacific financial markets
1
Econometrics : open access journal
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Finance research letters
1
Games and economic behavior
1
Global economy journal : GEJ
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
3
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
4
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
5
Double asymptotics for explosive continuous time models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
6
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
7
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
Saved in:
8
Bayesian hypothesis testing in latent variable models
Li, Yong
;
Yu, Jun
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 237-246
Persistent link: https://www.econbiz.de/10009509225
Saved in:
9
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
10
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
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