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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
ARCH-Modell
Estimation theory
524
Schätztheorie
524
Theorie
149
Theory
149
Time series analysis
113
Zeitreihenanalyse
113
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Estimation
79
Schätzung
79
Regression analysis
71
Regressionsanalyse
71
Statistical test
60
Statistischer Test
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57
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Volatility
42
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42
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Autokorrelation
40
Method of moments
37
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37
Statistical distribution
30
Statistische Verteilung
30
ARCH model
28
Stochastic process
28
Stochastischer Prozess
28
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27
Scientific modelling
27
Statistische Methodenlehre
27
Bootstrap approach
25
Bootstrap-Verfahren
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Capital income
25
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24
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23
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71
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English
72
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Teräsvirta, Timo
5
Amado, Cristina
2
Bera, Anil K.
2
Kim, Chang-Jin
2
King, Maxwell L.
2
Nelson, Charles R.
2
Orme, Chris D.
2
Rahbek, Anders
2
Agosto, Arianna
1
Andrews, Donald W. K.
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Bermudez, P. de Zea
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Brooks, Robert
1
Brownlees, Christian
1
Cai, Jun
1
Campbell, John Y.
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
1
Cho, Jin Seo
1
Chourdakis, Kyriakos
1
Chu, Chia-shang James
1
Chua, Chew Lian
1
Cordeiro, Gauss M.
1
Cribari-Neto, Francisco
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
DeLima, Pedro J. F.
1
Dolado, Juan J.
1
Dotsis, George
1
Dufays, Arnaud
1
Fermanian, Jean-David
1
Fornari, Fabio
1
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Econometric reviews
Journal of empirical finance
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Econometric theory
58
Economics letters
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Discussion paper / Tinbergen Institute
32
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
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)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
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:
3
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
4
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:
5
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
6
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
7
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:
8
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
9
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
10
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
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