//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Annals of economics and statistics"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Jong, Robert M. de"
~person:"Linton, Oliver"
~person:"Taylor, Robert"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Commodity derivative"
~subject:"Method of moments"
~subject:"Statistical inference"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
~subject:"nonstationarity"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 19 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Commodity derivative
Method of moments
Statistical inference
Unit root test
Zeitreihenanalyse
nonstationarity
Estimation theory
41
Schätztheorie
41
Theorie
14
Theory
14
Time series analysis
13
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Regression analysis
6
Regressionsanalyse
6
Estimation
4
Heteroscedasticity
4
Heteroskedastizität
4
Schätzung
4
Einheitswurzeltest
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Structural break
3
Strukturbruch
3
Volatility
3
Volatilität
3
ARMA model
2
ARMA-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Momentenmethode
2
Probability theory
2
Wahrscheinlichkeitsrechnung
2
Asymmetric Power GARCH
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Commodity exchange
1
Commodity price
1
Core
1
more ...
less ...
Online availability
All
Undetermined
5
Free
4
Type of publication
All
Article
20
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
Author
All
Jong, Robert M. de
Linton, Oliver
Taylor, Robert
Zakoïan, Jean-Michel
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Cavaliere, Giuseppe
8
Teräsvirta, Timo
8
Phillips, Peter C. B.
7
Chan, Ngai Hang
6
Kristensen, Dennis
6
Saikkonen, Pentti
6
Francq, Christian
5
Horváth, Lajos
5
Leybourne, Stephen James
5
Politis, Dimitris N.
5
Andersen, Torben
4
Christensen, Kim
4
Gao, Jiti
4
Georgiev, Iliyan
4
Kanaya, Shin
4
MacKinnon, James G.
4
Podolskij, Mark
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Zhang, Rongmao
4
Asai, Manabu
3
Bugni, Federico A.
3
Chambers, Marcus J.
3
Chen, Xiaohong
3
Grégoir, Stéphane
3
Guggenberger, Patrik
3
Gørgens, Tue
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Han, Chirok
3
Harris, David
3
Hualde, Javier
3
Kock, Anders Bredahl
3
more ...
less ...
Published in...
All
Annals of economics and statistics
CREATES research paper
Econometric theory
Journal of time series econometrics
Journal of econometrics
28
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Cambridge working papers in economics
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometrics papers
5
Queen's Economics Department working paper
4
Janeway Institute working paper series
3
Handbook of financial time series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Oxford bulletin of economics and statistics
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
CORE discussion paper : DP
1
Cambridge-INET working papers
1
Cowles Foundation discussion paper
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
4
A property of the Hodrick-Prescott filter and its application
Sakarya, Neslihan
;
Jong, Robert M. de
- In:
Econometric theory
36
(
2020
)
5
,
pp. 840-870
Persistent link: https://www.econbiz.de/10012307241
Saved in:
5
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
6
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
7
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
8
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
9
Averaging of an increasing number of moment condition estimators
Chen, Xiaohong
;
Jacho-Chávez, David T.
;
Linton, Oliver
- In:
Econometric theory
32
(
2016
)
1
,
pp. 30-70
Persistent link: https://www.econbiz.de/10011578413
Saved in:
10
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->