//--> //--> //--> //-->
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"
~person:"Ghysels, Eric"
~person:"Lütkepohl, Helmut"
~subject:"Sampling"
~subject:"Volatilität"
~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:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Germany
Sampling
Volatilität
Estimation theory
51
Schätztheorie
51
Theorie
25
Theory
25
Time series analysis
22
Zeitreihenanalyse
22
VAR model
13
VAR-Modell
13
Estimation
8
Schätzung
8
Deutschland
7
Heteroscedasticity
6
Heteroskedastizität
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Geldnachfrage
5
Money demand
5
Statistical theory
5
Statistische Methodenlehre
5
Structural vector autoregression
5
Volatility
5
ARCH model
4
ARCH-Modell
4
Cointegration
4
Kointegration
4
Saisonale Schwankungen
4
Seasonal variations
4
Causality analysis
3
Conditional heteroskedasticity
3
Impulse responses
3
Kausalanalyse
3
Simulation
3
Stichprobenerhebung
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
15
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
14
German
1
Author
All
Ghysels, Eric
Lütkepohl, Helmut
Kumar, Dilip
17
Maheswaran, S.
15
Todorov, Viktor
12
Li, Jia
11
Mykland, Per A.
11
Tauchen, George Eugene
11
Teräsvirta, Timo
9
Andersen, Torben
7
Aït-Sahalia, Yacine
7
Francq, Christian
7
Kim, Donggyu
7
Lechner, Michael
7
Li, Yingying
7
Liu, Zhi
7
Bollerslev, Tim
6
Wang, Yazhen
6
Winkelmann, Rainer
6
Wywiał, Janusz
6
Fan, Jianqing
5
Hafner, Christian M.
5
Jing, Bingyi
5
Koopman, Siem Jan
5
Shin, Dong-wan
5
Taylor, Stephen
5
Wolters, Jürgen
5
Zakoïan, Jean-Michel
5
Zhang, Lan
5
Arnerić, Josip
4
Chaudhuri, Arijit
4
Clements, Adam
4
Elliott, Robert J.
4
Escanciano, Juan Carlos
4
Fičura, Milan
4
Huber, Martin
4
Hwang, Eunju
4
Härdle, Wolfgang
4
Jacod, Jean
4
Kleibergen, Frank
4
more ...
less ...
Published in...
All
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Special issue on "money demand in Europe"
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
2
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
3
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
4
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
5
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-261
Persistent link: https://www.econbiz.de/10008839957
Saved in:
6
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
7
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
8
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
9
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
Saved in:
10
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001421492
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->