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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"ARCH model"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
ARCH model
Maximum-Likelihood-Schätzung
Estimation theory
1,181
Schätztheorie
1,181
Theorie
526
Theory
526
Time series analysis
206
Zeitreihenanalyse
206
Nichtparametrisches Verfahren
132
Nonparametric statistics
132
Regression analysis
114
Regressionsanalyse
114
Schätzung
67
Estimation
66
Statistical test
48
Statistischer Test
48
ARCH-Modell
45
USA
41
United States
41
Statistical distribution
35
Statistical theory
35
Statistische Methodenlehre
35
Statistische Verteilung
35
Autocorrelation
34
Autokorrelation
34
Panel
30
Panel study
30
Causality analysis
29
Kausalanalyse
29
Cointegration
26
Induktive Statistik
26
Kointegration
26
Method of moments
26
Momentenmethode
26
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Statistical inference
26
Volatility
25
Volatilität
25
Einheitswurzeltest
22
Unit root test
22
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Undetermined
7
Free
3
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Article
45
Book / Working Paper
29
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Article in journal
45
Aufsatz in Zeitschrift
45
Arbeitspapier
29
Working Paper
29
Graue Literatur
26
Non-commercial literature
26
Amtsdruckschrift
2
Government document
2
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1
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1
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1
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1
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English
74
Author
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Zakoïan, Jean-Michel
10
Francq, Christian
9
Linton, Oliver
5
Chan, Ngai Hang
4
Horváth, Lajos
4
Fermanian, Jean-David
3
Kokoszka, Piotr
3
Salanié, Bernard
3
Bekaert, Geert
2
Berkes, István
2
Li, Deyuan
2
Ling, Shiqing
2
Monfort, Alain
2
Saikkonen, Pentti
2
Yang, Lijian
2
Zaffaroni, Paolo
2
Zhang, Rongmao
2
Alizadeh, Sassan
1
Andrews, Beth
1
Ang, Andrew
1
Aruoba, S. Borağan
1
Avarucci, Marco
1
Bertholon, Henri
1
Beutner, Eric
1
Bossaerts, Peter L.
1
Brandt, Michael W.
1
Broze, Laurence
1
Burkhauser, Richard V.
1
Chan, Kung-sik
1
Chen, Willa W.
1
Christiano, Lawrence J.
1
Comte, Fabienne
1
Creal, Drew
1
Cuba-Borda, Pablo
1
Dedecker, J.
1
Deo, Rohit S.
1
Diebold, Francis X.
1
Engel, Charles
1
Engle, Robert F.
1
Fan, Qingliang
1
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Published in...
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Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Economics letters
53
Discussion paper / Tinbergen Institute
51
Econometric reviews
38
The econometrics journal
24
Economic modelling
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Applied economics
21
Journal of forecasting
20
International journal of forecasting
19
Journal of applied econometrics
19
CREATES research paper
18
Journal of empirical finance
17
NBER Working Paper
17
Applied economics letters
16
Discussion paper
16
International journal of economics and financial issues : IJEFI
16
Journal of the American Statistical Association : JASA
16
Econometrics : open access journal
15
Finance research letters
15
Journal of banking & finance
15
Oxford bulletin of economics and statistics
15
Computational economics
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Insurance / Mathematics & economics
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
Journal of time series econometrics
13
European journal of operational research : EJOR
12
NBER working paper series
12
The North American journal of economics and finance : a journal of financial economics studies
12
CORE discussion papers : DP
11
Discussion paper / Centre for Economic Forecasting
11
Statistics in transition : an international journal of the Polish Statistical Association
11
Journal of economic dynamics & control
10
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ECONIS (ZBW)
74
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1
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012391705
Saved in:
2
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
3
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
4
Survey under-coverage of top incomes and estimation of inequality : what is the role of the UK’s SPI adjustment?
Burkhauser, Richard V.
;
Hérault, Nicolas
;
Jenkins, Stephen
-
2017
Persistent link: https://www.econbiz.de/10011700605
Saved in:
5
Large system of seemingly unrelated regressions : a penalized quasi-maximum likelihood estimation perspective
Fan, Qingliang
;
Han, Xiao
;
Pan, Guangming
;
Jiang, Bibo
- In:
Econometric theory
36
(
2020
)
3
,
pp. 526-558
Persistent link: https://www.econbiz.de/10012240739
Saved in:
6
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
7
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
8
Spline estimation of a semiparametric GARCH model
Liu, Rong
;
Yang, Lijian
- In:
Econometric theory
32
(
2016
)
4
,
pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Saved in:
9
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:
10
On a family of contrasts for parametric inference in degenerate ARCH models
Truquet, Lionel
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1165-1206
Persistent link: https://www.econbiz.de/10010502121
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