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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
ARCH-Modell
Estimation theory
872
Schätztheorie
872
Theorie
374
Theory
374
Time series analysis
179
Zeitreihenanalyse
179
Nichtparametrisches Verfahren
132
Nonparametric statistics
132
Estimation
105
Schätzung
105
Regression analysis
95
Regressionsanalyse
95
Statistical test
80
Statistischer Test
80
Panel
74
Panel study
74
Statistische Methodenlehre
72
Method of moments
50
Momentenmethode
50
Volatility
47
Volatilität
47
Cointegration
42
Kointegration
41
Autocorrelation
40
Autokorrelation
40
ARCH model
37
Simulation
37
Statistical distribution
35
Statistische Verteilung
35
Bootstrap approach
33
Bootstrap-Verfahren
33
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Stochastic process
31
Stochastischer Prozess
31
Modellierung
29
Probability theory
29
Scientific modelling
29
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39
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1
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Article
118
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118
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118
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English
118
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Andrews, Donald W. K.
5
Teräsvirta, Timo
5
Ploberger, Werner
3
Bera, Anil K.
2
Bierens, Herman J.
2
Dufour, Jean-Marie
2
Erickson, Timothy
2
Hong, Yongmiao
2
Jensen, Søren Tolver
2
Johansen, Søren
2
King, Maxwell L.
2
Nelson, Charles R.
2
Nelson, Daniel B.
2
Orme, Chris D.
2
Rahbek, Anders
2
Savin, N. Eugene
2
Silvennoinen, Annastiina
2
Startz, Richard
2
Stock, James H.
2
Tauchen, George Eugene
2
Watson, Mark W.
2
Abbara, Omar
1
Aigner, Dennis J.
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Bai, Jushan
1
Balestra, Pietro
1
Bermudez, P. de Zea
1
Blazsek, Szabolcs
1
Bohrer, Robert
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Brooks, Robert
1
Brownlees, Christian
1
Bu, Ruijun
1
Buse, Adolf
1
Cai, Jun
1
Carnero, M. Angeles
1
Catani, Paul
1
Chan, Jennifer So Kuen
1
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Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Econometric theory
58
Economics letters
54
Discussion paper / Tinbergen Institute
32
Journal of empirical finance
28
Finance research letters
24
Journal of forecasting
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
The econometrics journal
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
NBER Working Paper
16
Econometrics : open access journal
15
International journal of forecasting
15
Journal of risk
15
CORE discussion paper : DP
14
CREATES research paper
14
Journal of banking & finance
14
Journal of risk and financial management : JRFM
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Computational economics
13
International journal of economics and financial issues : IJEFI
13
Technical working paper / National Bureau of Economic Research
13
The European journal of finance
13
Applied economics
12
Discussion paper / Department of Economics, University of California San Diego
12
Economic modelling
12
Europäische Hochschulschriften / 5
12
Journal of financial econometrics
12
The review of economics and statistics
12
Working paper series
12
International economic review
11
Journal of mathematical finance
11
Journal of time series econometrics
11
Applied economics letters
10
Discussion papers of interdisciplinary research project 373
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
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ECONIS (ZBW)
118
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1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
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6
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
9
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
10
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
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