//--> //--> //--> //-->
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:"Germany"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"The econometrics journal"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Theory"
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 theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Germany
ARCH-Modell
Theory
Estimation theory
483
Schätztheorie
483
Regression analysis
97
Regressionsanalyse
97
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Time series analysis
78
Zeitreihenanalyse
78
Theorie
68
Statistical test
67
Statistischer Test
67
Panel
48
Panel study
48
Estimation
38
Schätzung
38
Induktive Statistik
36
Statistical inference
36
Method of moments
34
Momentenmethode
34
Bootstrap approach
28
Bootstrap-Verfahren
28
Instrumental variables
27
Autocorrelation
26
Autokorrelation
25
Cointegration
25
Kointegration
25
IV-Schätzung
24
Modellierung
24
Scientific modelling
24
Heteroscedasticity
23
Heteroskedastizität
23
Statistical distribution
23
Statistische Verteilung
23
Einheitswurzeltest
18
Unit root test
18
Forecasting model
17
Prognoseverfahren
17
Stochastic process
17
Stochastischer Prozess
17
more ...
less ...
Online availability
All
Free
27
Undetermined
5
Type of publication
All
Article
45
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Arbeitspapier
38
Graue Literatur
38
Non-commercial literature
38
Working Paper
38
Language
All
English
Author
All
Phillips, Peter C. B.
15
Andrews, Donald W. K.
11
Sun, Yixiao
4
Chen, Xiaohong
3
Shimotsu, Katsumi
3
Yu, Jun
3
Brown, Donald J.
2
Chao, John C.
2
Hausman, Jerry A.
2
Jin, Sainan
2
Mandelbrot, Benoît B.
2
Perron, Pierre
2
Sul, Donggyu
2
Swanson, Norman R.
2
Wegkamp, Marten H.
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Abrevaya, Jason
1
Armstrong, Timothy B.
1
Arvanitis, Stelios
1
Bai, Jushan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barral, Julien
1
Berry, Steven
1
Bravo, Francesco
1
Breslaw, Jon A.
1
Buchinsky, Moshe
1
Calvet, Laurent E.
1
Choi, Chi-young
1
Coudin, Elise
1
Danilov, Dmitry L.
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
Fan, Jianqing
1
Fan, Yanqin
1
Fan, Zhenhong
1
Fisher, Adlai
1
Frühwirth-Schnatter, Sylvia
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
The econometrics journal
Journal of econometrics
418
Economics letters
403
Econometric theory
310
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
222
Série des documents de travail / Centre de Recherche en Économie et Statistique
154
Econometric reviews
146
Journal of applied econometrics
139
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
124
Oxford bulletin of economics and statistics
103
Discussion paper / Tinbergen Institute
96
Working paper / National Bureau of Economic Research, Inc.
87
Discussion paper / Center for Economic Research, Tilburg University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
81
Statistical papers
81
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
78
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
The review of economic studies
61
Applied economics
60
International economic review
59
Discussion paper series / IZA
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
55
Working paper series
55
Technical working paper / National Bureau of Economic Research
54
American journal of agricultural economics
51
Journal of the Royal Statistical Society
41
SFB 649 discussion paper
41
Journal of economic dynamics & control
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Report / Econometric Institute, Erasmus University Rotterdam
37
Discussion paper
36
Discussion paper / Tinbergen Institute / Tinbergen Institute
36
International economic journal
35
International journal of forecasting
35
The Indian economic journal
35
more ...
less ...
Source
All
ECONIS (ZBW)
83
Showing
1
-
10
of
83
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Foundations of demand estimation
Berry, Steven
;
Haile, Philip A.
-
2021
Persistent link: https://www.econbiz.de/10012629945
Saved in:
4
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
5
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
6
Finite-sample optimal estimation and inference on average treatment effects under unconfoundedness
Armstrong, Timothy B.
;
Kolesár, Michal
-
2017
Persistent link: https://www.econbiz.de/10011797261
Saved in:
7
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
8
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
9
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie
;
Storti, Giuseppe
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
Saved in:
10
A note on sufficiency in binary panel models
Jochmans, Koen
;
Magnac, Thierry
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 259-269
Persistent link: https://www.econbiz.de/10011757406
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->