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subject:"Estimation theory"
subject:"Schätzung"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Otago / Commerce Division"
~type_genre:"Aufsatzsammlung"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Estimation theory
Schätzung
Theorie
127
Theory
127
Estimation
15
Option pricing theory
13
Optionspreistheorie
13
Time series analysis
11
Yield curve
11
Zeitreihenanalyse
11
Zinsstruktur
11
Schätztheorie
10
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Statistical test
9
Statistischer Test
9
Cointegration
7
Einheitswurzeltest
7
Kointegration
7
Unit root test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Production function
5
Produktionsfunktion
5
CAPM
4
Endogenes Wachstumsmodell
4
Endogenous growth model
4
Human capital
4
Humankapital
4
Nichtlineare Optimierung
4
Nonlinear programming
4
Option trading
4
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Free
7
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Book / Working Paper
25
Type of publication (narrower categories)
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Aufsatzsammlung
Hochschulschrift
Working Paper
Arbeitspapier
25
Graue Literatur
24
Non-commercial literature
24
Language
All
English
25
Author
All
Rosholm, Michael
5
Ørregaard Nielsen, Morten
4
Tanggaard, Carsten
3
Knowles, Stephen Mark
2
McDougall, R. Stuart
2
Nielsen, Jens Perch
2
Owen, Dorian
2
Bairam, Erkin İbrahim
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
D'Addio, Anna Christina
1
D'Addio, Anna Cristina
1
Hansen, Paul Colin
1
Honoré, Bo E.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Savin, N. Eugene
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Svarer, Michael
1
Sørensen, Helle
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Würtz, Allan H.
1
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Institution
All
Aarhus Universitet / Afdeling for Nationaløkonomi
Centre for Analytical Finance <Århus>
University of Otago / Commerce Division
Ekonomiska forskningsinstitutet <Stockholm>
59
Forschungsinstitut zur Zukunft der Arbeit
39
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
European University Institute / Department of Economics
24
Springer Fachmedien Wiesbaden
23
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
21
Center for Economic Research <Tilburg>
21
University of New England / Department of Econometrics
20
Umeå universitet
17
Institut für Weltwirtschaft
16
University of Exeter / Department of Economics
16
Federal Reserve System / Division of Research and Statistics
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
National Bureau of Economic Research
13
Federal Reserve System / Board of Governors
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Verlag Dr. Kovač
11
Institut für Höhere Studien
10
Friedrich-Schiller-Universität Jena
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Universität Mannheim
9
Centre for Economic Performance
8
Australian National University / Faculty of Economics and Commerce
7
Centre for Microdata Methods and Practice <London>
7
Chambre de commerce et d'industrie de Paris
7
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
Eric Cuvillier <Firma>
7
Goethe-Universität Frankfurt am Main
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
University of Reading / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Deutschland / Bundeswehr / Universität Hamburg
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Rodney L. White Center for Financial Research
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Economics working paper
7
Economics discussion papers
6
Source
All
ECONIS (ZBW)
25
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1
Left-censoring in duration data : theory and applications
D'Addio, Anna Christina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657657
Saved in:
2
Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
Saved in:
3
Testing the semiparametric box-cox model with the bootstrap
Savin, N. Eugene
(
contributor
);
Würtz, Allan H.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001690153
Saved in:
4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
Saved in:
5
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
Saved in:
6
Local whittle analysis of stationary fractional cointegration
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664225
Saved in:
7
Structurally dependent competing risks
Rosholm, Michael
(
contributor
);
Svarer, Michael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001531640
Saved in:
8
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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