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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:"Kohn, Robert"
~person:"Linton, Oliver"
~subject:"DSGE model"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Statistical test"
~subject:"Volatilität"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
DSGE model
Momentenmethode
Monte Carlo simulation
Statistical test
Volatilität
Theorie
22
Theory
22
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Estimation theory
7
Time series analysis
6
Zeitreihenanalyse
6
Regression analysis
3
Regressionsanalyse
3
Stochastic process
3
Stochastischer Prozess
3
Core
2
Forecasting model
2
Markov chain
2
Markov-Kette
2
Prognoseverfahren
2
Statistischer Test
2
1926-2000
1
ARCH model
1
ARCH-Modell
1
Auxiliary particle filter
1
Bayes-Statistik
1
Bayesian inference
1
Bid-ask spread
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Capital structure
1
Clustering of nonparametric curves
1
Conditioning variables
1
Correlogram
1
DSGE-Modell
1
Dependence
1
Distribution function
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Efficient market hypothesis
1
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Aufsatz in Zeitschrift
Article in journal
13
Language
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English
13
Author
All
Kohn, Robert
Linton, Oliver
Chib, Siddhartha
11
Lee, Lung-fei
11
Phillips, Peter C. B.
10
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Yu, Jun
8
Giles, David E. A.
7
Gouriéroux, Christian
7
Koop, Gary
7
Li, Qi
7
Schmidt, Peter
7
Aït-Sahalia, Yacine
6
Bera, Anil K.
6
Bollerslev, Tim
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Khalaf, Lynda
6
McAleer, Michael
6
Andrews, Donald W. K.
5
Baltagi, Badi H.
5
Boswijk, Herman Peter
5
Brooks, Robert
5
Diebold, Francis X.
5
Granger, C. W. J.
5
Hallin, Marc
5
Horowitz, Joel
5
Ohtani, Kazuhiro
5
Pesaran, M. Hashem
5
Renault, Eric
5
Schorfheide, Frank
5
Singh, Radhey S.
5
Swanson, Norman R.
5
Tauchen, George Eugene
5
Windmeijer, Frank
5
Ahn, Seung Chan
4
Delgado, Miguel A.
4
Donald, Stephen G.
4
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International review of economics & finance : IREF
Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Econometric theory
8
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
International journal of forecasting
2
The review of economic studies
2
Insurance / Mathematics & economics
1
International financial forecasting
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The econometrics journal
1
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ECONIS (ZBW)
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1
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
2
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
3
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:
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
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 186-202
Persistent link: https://www.econbiz.de/10003940097
Saved in:
6
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
7
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 325-368
Persistent link: https://www.econbiz.de/10001638902
Saved in:
8
Testing additivity in generalized nonparametric regression models with estimated parameters
Gozalo, Pedro L.
;
Linton, Oliver
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10001589520
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:
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