//--> //--> //--> //-->
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
subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"Study paper"
~person:"Barigozzi, Matteo"
~person:"Bollerslev, Tim"
~person:"Heckman, James J."
~person:"Kim, Donggyu"
~subject:"Educational achievement"
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:"Estimation"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Zeitreihenanalyse
Educational achievement
Schätzung
21
Volatility
15
Volatilität
15
Time series analysis
11
Estimation theory
10
Schätztheorie
10
Börsenkurs
6
Share price
6
ARCH model
5
ARCH-Modell
5
Capital income
5
Forecasting model
5
High-frequency data
5
Kapitaleinkommen
5
Prognoseverfahren
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Factor analysis
4
Faktorenanalyse
4
Financial market
3
Finanzmarkt
3
Market microstructure
3
Marktmikrostruktur
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Sparsity
3
Analysis
2
Bildungsniveau
2
Correlation
2
Factor model
2
GARCH
2
Instrumental variables
2
Korrelation
2
Mathematical analysis
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Undetermined
13
Free
1
Type of publication
All
Article
20
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
21
Author
All
Barigozzi, Matteo
Bollerslev, Tim
Heckman, James J.
Kim, Donggyu
Todorov, Viktor
14
Tauchen, George Eugene
9
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Li, Jia
5
Lu, Xun
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Callaway, Brantly
4
Francq, Christian
4
Gouriéroux, Christian
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Wang, Wendun
4
Xiu, Dacheng
4
Barnett, William A.
3
Botosaru, Irene
3
Cai, Zongwu
3
Fan, Jianqing
3
Fernández-Val, Iván
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Gallant, A. Ronald
3
Han, Xu
3
Heinesen, Eskil
3
Hoderlein, Stefan
3
more ...
less ...
Published in...
All
Journal of econometrics
Study paper
NBER Working Paper
33
NBER working paper series
33
Working paper / National Bureau of Economic Research, Inc.
33
Discussion paper series / IZA
24
IZA Discussion Paper
11
CREATES research paper
5
Journal of financial economics
5
Working paper / IFAU - Institute for Labour Market Policy Evaluation
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Finance and economics discussion series
4
Journal of political economy
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
ECARES working paper
3
ERID working paper
3
International economic review
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The American economic review
3
UCD Geary Institute discussion paper series
3
CFS working paper series
2
CREATES Research Paper
2
Journal of applied econometrics
2
Journal of financial econometrics
2
Journal of labor economics
2
KAIST College of Business Working Paper Series
2
KAIST College of Business Working Paper Series No
2
The journal of finance : the journal of the American Finance Association
2
Working papers / Financial Institutions Center
2
, Vol. , pp. -
1
American Economic Review papers and proceedings
1
Applied economics letters
1
CESR-Schaeffer Working Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economic modelling
1
Economics working paper series
1
European economic review : EER
1
FEDS Working Paper
1
Handbook of econometrics : volume 6B
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intergenerational transmission of family influence
Eshaghnia, Sadegh S. M.
;
Heckman, James J.
;
Landersø, …
-
2022
Persistent link: https://www.econbiz.de/10013426596
Saved in:
2
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
4
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
5
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
6
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
9
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
10
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->