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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"Derivative"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Derivative
Monte-Carlo-Simulation
Estimation theory
1,740
Schätztheorie
1,740
Theorie
371
Theory
371
Zeitreihenanalyse
325
Time series analysis
324
Nichtparametrisches Verfahren
321
Nonparametric statistics
321
Regression analysis
277
Regressionsanalyse
277
Estimation
257
Schätzung
251
Panel
157
Panel study
157
Statistical test
154
Statistischer Test
154
Volatility
137
Volatilität
137
Method of moments
105
Momentenmethode
104
Prognoseverfahren
89
Maximum likelihood estimation
85
Maximum-Likelihood-Schätzung
85
Induktive Statistik
84
Statistical inference
84
Autocorrelation
80
Autokorrelation
80
Instrumental variables
74
Stochastic process
72
Stochastischer Prozess
72
Bootstrap approach
71
Bootstrap-Verfahren
71
Bayes-Statistik
69
Bayesian inference
69
Statistical distribution
67
Statistische Verteilung
67
Cointegration
65
Kointegration
64
Causality analysis
63
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2
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Article
135
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11
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133
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11
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11
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9
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9
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4
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English
146
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Lee, Ji Hyung
5
Clark, Todd E.
4
Hong, Han
4
Marcellino, Massimiliano
4
Taylor, Robert
4
Cai, Zongwu
3
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kapetanios, George
3
Kim, Donggyu
3
Koopman, Siem Jan
3
McCracken, Michael W.
3
Mlikota, Marko
3
Rodrigues, Paulo M. M.
3
Schorfheide, Frank
3
Tu, Yundong
3
Andersen, Torben
2
Aruoba, S. Borağan
2
Dendramis, Yiannis
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Fan, Rui
2
Fiorentini, Gabriele
2
Francq, Christian
2
Fulop, Andras
2
Hansen, Bruce E.
2
Hansen, Peter Reinhard
2
Li, Junye
2
Li, Yong
2
Lunde, Asger
2
Mroz, Thomas A.
2
Ng, Serena
2
Rossi, Barbara
2
Scaillet, Olivier
2
Sekhposyan, Tatevik
2
Sentana, Enrique
2
Shephard, Neil G.
2
Swanson, Norman R.
2
Tsiotas, Georgios
2
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Discussion papers / CEPR
Journal of econometrics
Quantitative finance
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of forecasting
73
Economics letters
48
Discussion paper / Tinbergen Institute
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Econometric reviews
31
Computational economics
29
Working paper / Department of Econometrics and Business Statistics, Monash University
28
The econometrics journal
25
Econometric theory
23
Discussion paper
22
Journal of the American Statistical Association : JASA
22
Applied economics
21
Economic modelling
21
NBER Working Paper
21
NBER working paper series
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Working paper / National Bureau of Economic Research, Inc.
21
Europäische Hochschulschriften / 5
19
Applied economics letters
18
Discussion paper series / IZA
18
European journal of operational research : EJOR
18
Working paper
18
Finance research letters
17
Journal of empirical finance
16
Insurance / Mathematics & economics
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Econometrics : open access journal
14
Journal of banking & finance
14
Oxford bulletin of economics and statistics
13
Risks : open access journal
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Journal of economic dynamics & control
12
Working papers / Rutgers University, Department of Economics
12
CESifo working papers
11
CREATES research paper
11
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ECONIS (ZBW)
146
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141
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
142
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
143
Nonparametric estimation of structural models for high-frequency currency market data
Bansal, Ravi
(
contributor
)
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 251-287
Persistent link: https://www.econbiz.de/10001174116
Saved in:
144
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
- In:
Journal of econometrics
42
(
1989
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
Saved in:
145
The spurious effects of unit roots on vector autoregressions : a Monte Carlo study
Ohanian, Lee E.
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10003643757
Saved in:
146
A Monte Carlo evaluation of the power of some tests for heteroscedasticity
Griffiths, W. E.
;
Surekha, K.
- In:
Journal of econometrics
31
(
1986
)
2
,
pp. 219-231
Persistent link: https://www.econbiz.de/10003565341
Saved in:
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