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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"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
ARCH-Modell
Estimation theory
753
Schätztheorie
753
Theorie
371
Theory
371
Time series analysis
126
Zeitreihenanalyse
126
Nichtparametrisches Verfahren
116
Nonparametric statistics
116
Regression analysis
78
Regressionsanalyse
78
Statistische Methodenlehre
72
Estimation
70
Schätzung
70
Statistical test
69
Statistischer Test
69
Panel
68
Panel study
68
Method of moments
45
Momentenmethode
45
Autocorrelation
32
Autokorrelation
32
Simulation
31
Volatility
30
Volatilität
30
Bootstrap approach
29
Bootstrap-Verfahren
29
Cointegration
29
Probability theory
29
Wahrscheinlichkeitsrechnung
29
Kointegration
28
Induktive Statistik
26
Statistical distribution
26
Statistical inference
26
Statistische Verteilung
26
IV-Schätzung
25
Instrumental variables
25
Modellierung
25
Scientific modelling
25
Sampling
24
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1
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Article
94
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94
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English
94
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Andrews, Donald W. K.
5
Teräsvirta, Timo
4
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, Daniel B.
2
Orme, Chris D.
2
Rahbek, Anders
2
Savin, N. Eugene
2
Stock, James H.
2
Tauchen, George Eugene
2
Watson, Mark W.
2
Aigner, Dennis J.
1
Amado, Cristina
1
Bai, Jushan
1
Balestra, Pietro
1
Bermudez, P. de Zea
1
Bohrer, Robert
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Brooks, Robert
1
Brownlees, Christian
1
Buse, Adolf
1
Catani, Paul
1
Cho, Jin Seo
1
Chu, Chia-shang James
1
Chua, Chew Lian
1
Cordeiro, Gauss M.
1
Cribari-Neto, Francisco
1
Cumby, Robert
1
Davidson, Russell
1
DeJong, David Neil
1
DeLima, Pedro J. F.
1
Dhaene, Geert
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
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
27
Finance research letters
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
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
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 European journal of finance
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)
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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
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:
3
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:
4
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Saved in:
5
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
6
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
7
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
8
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
9
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
10
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
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