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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper series"
~person:"Krämer, Walter"
~person:"Teräsvirta, Timo"
~person:"Wooldridge, Jeffrey M."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Schätztheorie
Theorie
Zeitreihenanalyse
Estimation theory
41
Theory
15
Time series analysis
9
Correlation
6
Korrelation
6
Statistical test
5
Statistischer Test
5
Autocorrelation
4
Autokorrelation
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Estimation
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Nichtlineare Regression
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Nonlinear regression
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Regression analysis
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Regressionsanalyse
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Multivariate analysis
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Panel
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Statistical distribution
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VAR model
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VAR-Modell
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Börsenkurs
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
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Krämer, Walter
Teräsvirta, Timo
Wooldridge, Jeffrey M.
Phillips, Peter C. B.
24
Kohn, Robert
23
Sheather, Simon J.
23
Linton, Oliver
21
Nielsen, Morten Ørregaard
18
Lee, Lung-fei
17
Hahn, Jinyong
16
Li, Qi
16
Johansen, Søren
15
Baltagi, Badi H.
13
Jansson, Michael
13
Kristensen, Dennis
12
Ullah, Aman
12
Hettmansperger, Thomas P.
11
McKean, Joseph W.
11
Saikkonen, Pentti
11
Su, Liangjun
11
Cattaneo, Matias D.
10
Cavaliere, Giuseppe
10
Chen, Songnian
10
Han, Chirok
10
Tran-van-Hoa
10
White, Halbert
10
Giles, David E. A.
9
Jong, Robert M. de
9
Leybourne, Stephen James
9
Newey, Whitney K.
9
Shin, Dong-wan
9
Stengos, Thanasēs
9
Taylor, Robert
9
Andrews, Donald W. K.
8
Chan, Ngai Hang
8
Davidson, James E. H.
8
Francq, Christian
8
Gao, Jiti
8
Hassler, Uwe
8
Otsu, Taisuke
8
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CREATES research paper
Econometric theory
Economics letters
Journal of time series econometrics
Working paper series
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Journal of econometrics
11
Econometric reviews
10
Working paper series in economics and finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion paper / Tinbergen Institute
4
Discussion paper series / IZA
4
Working paper / National Bureau of Economic Research, Inc.
4
Arbeidsnotat / Norges Bank
3
Arbeidsnotat / Norges Bank / Norges Bank
3
CESifo working papers
3
Discussion paper / Department of Economics, University of California San Diego
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic literature
3
BLS working papers
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
Journal of human resources : JHR
2
NBER working paper series
2
SSE EFI working paper series in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working paper
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied economics letters
1
CEA_372Cass working paper series
1
CESifo Working Paper
1
CORE discussion papers : DP
1
Discussion paper
1
Discussion papers / Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos
1
Econometric analysis of financial markets
1
Econometrics discussion papers
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
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ECONIS (ZBW)
41
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
6
On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M.
- In:
Economics letters
194
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
Saved in:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
8
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
2014
Persistent link: https://www.econbiz.de/10010237808
Saved in:
9
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
10
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
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