//--> //--> //--> //-->
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:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Khalaf, Lynda"
~person:"Kohn, Robert"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Statistical test"
~subject:"Stochastic process"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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
| 13 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Momentenmethode
Monte Carlo simulation
Statistical test
Stochastic process
Volatilität
Theorie
15
Theory
15
Estimation theory
5
Statistischer Test
5
Monte-Carlo-Simulation
4
Time series analysis
3
Zeitreihenanalyse
3
Markov chain
2
Markov-Kette
2
Multiple Regression
2
Multiple regression
2
Regression analysis
2
Regressionsanalyse
2
Simulation
2
1962-2000
1
ARCH model
1
ARCH-Modell
1
Asset pricing
1
Asymmetry
1
Autocorrelation
1
Autokorrelation
1
Auxiliary particle filter
1
Bayes-Statistik
1
Bayesian inference
1
Benchmark neutrality
1
Benchmarking
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Correlation
1
DSGE model
1
DSGE-Modell
1
Dynamic equilibrium
1
Dynamic panel model
1
Dynamisches Gleichgewicht
1
Electricity price
1
Energiekonsum
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
13
Language
All
English
13
Author
All
Khalaf, Lynda
Kohn, Robert
Phillips, Peter C. B.
16
Chib, Siddhartha
11
Lee, Lung-fei
11
Yu, Jun
10
Ullah, Aman
9
Gouriéroux, Christian
8
King, Maxwell L.
8
McAleer, Michael
8
Srivastava, Virendra K.
8
Giles, David E. A.
7
Koop, Gary
7
Li, Qi
7
Schmidt, Peter
7
Aït-Sahalia, Yacine
6
Bera, Anil K.
6
Bollerslev, Tim
6
Ghysels, Eric
6
Granger, C. W. J.
6
Linton, Oliver
6
Renault, Eric
6
Taylor, Robert
6
Andrews, Donald W. K.
5
Baltagi, Badi H.
5
Boswijk, Herman Peter
5
Brooks, Robert
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
Gonzalo, Jesús
5
Hallin, Marc
5
Horowitz, Joel
5
Ohtani, Kazuhiro
5
Pesaran, M. Hashem
5
Singh, Radhey S.
5
Swanson, Norman R.
5
Tauchen, George Eugene
5
Windmeijer, Frank
5
Xiao, Zhijie
5
Ahn, Seung Chan
4
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
2
International journal of forecasting
2
Journal of applied econometrics
2
American journal of agricultural economics
1
Annales d'économie et de statistique
1
Insurance / Mathematics & economics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
2
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
3
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
4
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
Saved in:
5
Finite sample multivariante structural change tests with application to energy demand models
Bernard, Jean-Thomas
;
Idoudi, Nadhem
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1219-1244
Persistent link: https://www.econbiz.de/10003571448
Saved in:
6
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
7
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
Saved in:
8
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
Saved in:
9
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
Saved in:
10
Nonparametric regression using Bayesian variable selection
Smith, Michael S.
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10001204706
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->