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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"
~language:"eng"
~person:"Francq, Christian"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~subject:"generalized polynomial trend"
~subject:"nonstationarity"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Method of moments
Statistical inference
Zeitreihenanalyse
generalized polynomial trend
nonstationarity
Estimation theory
27
Schätztheorie
27
Theorie
9
Theory
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Regression analysis
6
Regressionsanalyse
6
Time series analysis
4
Volatility
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Core
1
Estimation
1
GARCH
1
IV-Schätzung
1
Induktive Statistik
1
Instrumental variables
1
Momentenmethode
1
Probability theory
1
Robust statistics
1
Robustes Verfahren
1
Schätzung
1
Score statistic
1
Statistical distribution
1
Statistical method
1
Statistical theory
1
Statistische Methode
1
Statistische Methodenlehre
1
Statistische Verteilung
1
Stochastic process
1
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English
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Francq, Christian
Hyndman, Rob J.
Linton, Oliver
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Baltagi, Badi H.
8
Phillips, Peter C. B.
8
Teräsvirta, Timo
8
Cavaliere, Giuseppe
7
Han, Chirok
7
Leybourne, Stephen James
7
Taylor, Robert
7
Chan, Ngai Hang
6
Hahn, Jinyong
6
Hassler, Uwe
6
Kristensen, Dennis
6
Lee, Lung-fei
6
Saikkonen, Pentti
6
Gao, Jiti
5
Hayakawa, Kazuhiko
5
Horváth, Lajos
5
Politis, Dimitris N.
5
Rahbek, Anders
5
Su, Liangjun
5
Andersen, Torben
4
Chambers, Marcus J.
4
Christensen, Kim
4
Gørgens, Tue
4
Hafner, Christian M.
4
Hall, Alastair R.
4
Hualde, Javier
4
Jin, Fei
4
Kanaya, Shin
4
Kruse, Robinson
4
Krämer, Walter
4
Li, Qi
4
MacKinnon, James G.
4
McCabe, Brendan Peter Martin
4
Okui, Ryo
4
Pesaran, M. Hashem
4
Podolskij, Mark
4
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CREATES research paper
Econometric theory
Economics letters
Journal of time series econometrics
Journal of econometrics
21
Working paper / Department of Econometrics and Business Statistics, Monash University
18
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cambridge working papers in economics
8
Econometrics papers
5
International journal of forecasting
4
Janeway Institute working paper series
3
Handbook of financial time series
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
Cambridge-INET working papers
1
Cowles Foundation discussion paper
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The econometrics journal
1
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1
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ECONIS (ZBW)
13
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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
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Local linear fitting under near epoch dependence
Lu, Zudi
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10003407421
Saved in:
9
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
Saved in:
10
Mixing properties of a general class of GARCH (1,1) models without moment assumptions on the observed process
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
22
(
2006
)
5
,
pp. 815-834
Persistent link: https://www.econbiz.de/10003379097
Saved in:
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