//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Francq, Christian"
~person:"Hualde, Javier"
~person:"Hyndman, Rob J."
~person:"Kanaya, Shin"
~person:"Linton, Oliver"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Statistical distribution"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~subject:"nonstationarity"
~type_genre:"Article in journal"
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
| 20 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Method of moments
Statistical distribution
Statistical inference
Zeitreihenanalyse
nonstationarity
Estimation theory
30
Schätztheorie
30
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Theorie
8
Theory
8
Regression analysis
6
Regressionsanalyse
6
Time series analysis
6
Volatility
3
Volatilität
3
Estimation
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
ARMA model
1
ARMA-Modell
1
Bias
1
Core
1
IV-Schätzung
1
Induktive Statistik
1
Instrumental variables
1
Momentenmethode
1
Probability theory
1
Robust statistics
1
Robustes Verfahren
1
Statistische Verteilung
1
Systematischer Fehler
1
Variational method
1
Variationsrechnung
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
16
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
Author
All
Francq, Christian
Hualde, Javier
Hyndman, Rob J.
Kanaya, Shin
Linton, Oliver
Phillips, Peter C. B.
8
Chan, Ngai Hang
6
Horváth, Lajos
5
Politis, Dimitris N.
5
Saikkonen, Pentti
5
Cavaliere, Giuseppe
4
Gao, Jiti
4
Johansen, Søren
4
Leybourne, Stephen James
4
Robinson, Peter M.
4
Zakoïan, Jean-Michel
4
Zhang, Rongmao
4
Asai, Manabu
3
Chambers, Marcus J.
3
Chen, Xiaohong
3
Georgiev, Iliyan
3
Grégoir, Stéphane
3
Guggenberger, Patrik
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Han, Chirok
3
Jong, Robert M. de
3
Kokoszka, Piotr
3
Lee, Lung-fei
3
Li, Deyuan
3
Li, Qi
3
Ling, Shiqing
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Pötscher, Benedikt M.
3
Seo, Won-Ki
3
Smith, Richard J.
3
Sun, Yixiao
3
Taylor, Robert
3
Velasco, Carlos
3
Xiao, Zhijie
3
Zaffaroni, Paolo
3
Zinde-Walsh, Victoria
3
more ...
less ...
Published in...
All
CREATES research paper
Discussion papers in economics
Econometric theory
Journal of time series econometrics
Journal of econometrics
25
Cambridge working papers in economics
4
International journal of forecasting
4
Economics letters
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Annals of economics and statistics
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
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
3
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
4
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
5
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:
6
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
7
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
8
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
9
Local linear fitting under near epoch dependence : uniform consistency with convergence rates
Li, Degui
;
Lu, Zu-di
;
Linton, Oliver
- In:
Econometric theory
28
(
2012
)
5
,
pp. 935-958
Persistent link: https://www.econbiz.de/10009714729
Saved in:
10
Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
27
(
2011
)
3
,
pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->