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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Zeitreihenanalyse
Estimation theory
1,639
Schätztheorie
1,639
Theorie
368
Theory
368
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Time series analysis
309
Regression analysis
268
Regressionsanalyse
268
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
116
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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Undetermined
190
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Article
373
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1
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Article in journal
368
Aufsatz in Zeitschrift
368
Collection of articles of several authors
6
Sammelwerk
6
Conference paper
2
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2
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2
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2
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English
374
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Phillips, Peter C. B.
11
Todorov, Viktor
10
Taylor, Robert
9
Linton, Oliver
8
Andersen, Torben
7
Leybourne, Stephen James
7
Li, Jia
7
Tauchen, George Eugene
7
Francq, Christian
6
Zhu, Ke
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Mykland, Per A.
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Chambers, Marcus J.
4
Harvey, David I.
4
Li, Dong
4
Li, Qi
4
Ng, Serena
4
Park, Joon Y.
4
Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
Zhang, Lan
4
Baillie, Richard
3
Baltagi, Badi H.
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Harvey, Andrew C.
3
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Econometric theory
171
Economics letters
155
Discussion paper / Tinbergen Institute
109
Econometric reviews
99
International journal of forecasting
71
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CREATES research paper
65
Journal of forecasting
62
Applied economics letters
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometrics : open access journal
53
NBER Working Paper
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
The econometrics journal
46
Economic modelling
45
Cowles Foundation discussion paper
43
Journal of applied econometrics
41
Applied economics
40
Journal of time series econometrics
40
Journal of empirical finance
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of the American Statistical Association : JASA
38
Computational economics
36
NBER working paper series
36
Oxford bulletin of economics and statistics
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
SFB 649 discussion paper
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Working paper / National Bureau of Economic Research, Inc.
30
EUI working paper / ECO
29
Working paper
27
Working paper series
27
Discussion paper
25
Discussion paper / Centre for Economic Forecasting
24
Journal of banking & finance
24
LSE STICERD Research Paper
24
Technical working paper / National Bureau of Economic Research
24
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ECONIS (ZBW)
374
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1
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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2
Structural VAR models in the frequency domain
Guay, Alain
;
Pelgrin, Florian
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332268
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
4
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
5
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
7
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
8
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
9
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
10
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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