//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Chib, Siddhartha"
~person:"Phillips, Peter C. B."
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~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
Monte Carlo simulation
Volatility
Volatilität
Theorie
48
Theory
48
Time series analysis
17
Zeitreihenanalyse
17
Estimation theory
12
Stochastic process
8
Stochastischer Prozess
8
Einheitswurzeltest
7
Unit root test
7
Markov chain
6
Markov-Kette
6
Monte-Carlo-Simulation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Panel
6
Panel study
6
Regression analysis
6
Regressionsanalyse
6
Autocorrelation
4
Autokorrelation
4
Cointegration
4
Estimation
4
Kointegration
4
Nichtlineare Regression
4
Nonlinear regression
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Modellierung
3
Multivariate Analyse
3
Multivariate analysis
3
Scientific modelling
3
Autoregression
2
Bias
2
Forecasting model
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Martingal
2
more ...
less ...
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
17
Author
All
Chib, Siddhartha
Phillips, Peter C. B.
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Koop, Gary
7
Li, Qi
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Giles, David E. A.
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Lung-fei
6
Yu, Jun
6
Diebold, Francis X.
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
Stengos, Thanasēs
5
Baillie, Richard
4
Baltagi, Badi H.
4
Bera, Anil K.
4
Chan, Joshua
4
Fry, Tim R. L.
4
Ghysels, Eric
4
Hallin, Marc
4
Harvey, Andrew C.
4
Lütkepohl, Helmut
4
Nachane, Dilip M.
4
Ng, Serena
4
Pesaran, M. Hashem
4
Renault, Eric
4
Rilstone, Paul
4
Schmidt, Peter
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Trenkler, Götz
4
Vinod, Hrishikesh D.
4
more ...
less ...
Published in...
All
Journal of econometrics
Journal of economic dynamics & control
Journal of international money and finance
Journal of quantitative economics : official journal of the Indian Econometric Society
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometric theory
6
The review of economic studies
4
Oxford bulletin of economics and statistics
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Computational economics
1
Economics letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
2
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
3
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
4
Semiparametric Bayes analysis of longitudinal data treatment models
Chib, Siddhartha
;
Hamilton, Barton Hughes
- In:
Journal of econometrics
110
(
2002
)
1
,
pp. 67-89
Persistent link: https://www.econbiz.de/10001689443
Saved in:
5
Bayesian analysis of cross-section and clustered data treatment models
Chib, Siddhartha
;
Hamilton, Barton Hughes
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10001487308
Saved in:
6
Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
Saved in:
7
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
8
Estimation and comparison of multiple change-point models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001243492
Saved in:
9
Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
Saved in:
10
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->