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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Econometric reviews"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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Kapitaleinkommen
Statistical theory
ARCH-Modell
Volatilität
Estimation theory
437
Schätztheorie
437
Theorie
131
Theory
131
Time series analysis
87
Zeitreihenanalyse
87
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Regression analysis
64
Regressionsanalyse
64
Panel
56
Panel study
56
Statistical test
56
Statistischer Test
56
Estimation
54
Schätzung
54
Method of moments
35
Momentenmethode
35
Autocorrelation
29
Autokorrelation
29
Statistische Methodenlehre
27
Cointegration
24
Bootstrap approach
23
Bootstrap-Verfahren
23
Kointegration
23
Modellierung
22
Scientific modelling
22
Simulation
22
Volatility
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Statistical distribution
21
Statistische Verteilung
21
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Kleinste-Quadrate-Methode
18
Least squares method
18
Stochastic process
16
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20
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2
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Article
56
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2
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58
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58
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1
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English
58
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Teräsvirta, Timo
4
Maasoumi, Esfandiar
3
Bera, Anil K.
2
Boswijk, Herman Peter
2
King, Maxwell L.
2
McAleer, Michael
2
Orme, Chris D.
2
Amado, Cristina
1
Andrews, Donald W. K.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bollerslev, Tim
1
Brooks, Robert
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
Cho, Jin Seo
1
Chu, Chia-shang James
1
Chua, Chew Lian
1
Cordeiro, Gauss M.
1
Cribari-Neto, Francisco
1
De Angelis, Luca
1
DeLima, Pedro J. F.
1
Dolado, Juan J.
1
Fermanian, Jean-David
1
Fornari, Fabio
1
Galbraith, John W.
1
Godfrey, L. G.
1
González-Rivera, Gloria
1
Gu, Wentao
1
Halunga, Andreea G.
1
Hansen, Peter Reinhard
1
Hao, Kang
1
Harris, David
1
Heuvel, Edwin R. van den
1
Hornik, Kurt
1
Hoshikawa, Toshiya
1
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Econometric reviews
Journal of econometrics
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Econometric theory
71
Economics letters
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Discussion paper / Tinbergen Institute
45
Journal of empirical finance
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Finance research letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The econometrics journal
25
CREATES research paper
24
Journal of forecasting
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
NBER Working Paper
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics
19
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Computational economics
18
Econometrics : open access journal
18
International journal of forecasting
18
Journal of risk and financial management : JRFM
18
Quantitative finance
17
Journal of risk
16
SFB 649 discussion paper
16
The European journal of finance
16
CORE discussion paper : DP
15
International journal of economics and financial issues : IJEFI
15
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
Technical working paper / National Bureau of Economic Research
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper / National Bureau of Economic Research, Inc.
14
Applied economics
13
Discussion paper / Department of Economics, University of California San Diego
13
Discussion papers of interdisciplinary research project 373
13
Journal of financial economics
13
NBER working paper series
13
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
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
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:
4
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:
5
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:
6
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:
7
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:
8
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
9
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:
10
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
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