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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~isPartOf:"Working paper series"
~language:"eng"
~person:"Francq, Christian"
~person:"Hyndman, Rob J."
~person:"Kanaya, Shin"
~person:"Linton, Oliver"
~person:"Politis, Dimitris N."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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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
Estimation theory
47
Schätztheorie
47
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Theorie
16
Theory
16
Time series analysis
14
Regression analysis
6
Regressionsanalyse
6
Estimation
5
Schätzung
5
Volatility
5
Volatilität
5
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
3
Stochastischer Prozess
3
Bootstrap approach
2
Bootstrap-Verfahren
2
APARCH
1
ARMA model
1
ARMA-Modell
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Bias
1
Block bootstrap
1
Capital income
1
Conditional heteroskedasticity
1
Core
1
Correlation
1
Einheitswurzeltest
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
IV-Schätzung
1
Induktive Statistik
1
Instrumental variables
1
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English
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Francq, Christian
Hyndman, Rob J.
Kanaya, Shin
Linton, Oliver
Politis, Dimitris N.
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Teräsvirta, Timo
8
Cavaliere, Giuseppe
7
Kohn, Robert
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Zakoïan, Jean-Michel
7
Chan, Ngai Hang
6
Kristensen, Dennis
6
Saikkonen, Pentti
6
Canepa, Alessandra
5
Gouriéroux, Christian
5
Horváth, Lajos
5
Andersen, Torben
4
Christensen, Kim
4
Gao, Jiti
4
Leybourne, Stephen James
4
MacKinnon, James G.
4
Podolskij, Mark
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Zhang, Rongmao
4
Asai, Manabu
3
Breitung, Jörg
3
Broze, Laurence
3
Bugni, Federico A.
3
Carter, Chris K.
3
Chambers, Marcus J.
3
Chen, Xiaohong
3
Comte, Fabienne
3
Georgiev, Iliyan
3
Ghysels, Eric
3
Grassi, Stefano
3
Grégoir, Stéphane
3
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CREATES research paper
Econometric theory
Journal of time series econometrics
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Working paper series
Journal of econometrics
22
Working paper / Department of Econometrics and Business Statistics, Monash University
18
CEMMAP working papers / Centre for Microdata Methods and Practice
11
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
Journal of the American Statistical Association : JASA
3
Discussion papers / Department of Economics, University of California San Diego
2
Handbook of financial time series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Recent work / Department of Economics, UCSD
1
The econometrics journal
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ECONIS (ZBW)
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
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
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
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
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
6
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:
7
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:
8
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
9
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:
10
Tapered block bootstrap for unit root testing
Parker, Cameron
;
Paparoditis, Efstathios
;
Politis, …
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 37-67
Persistent link: https://www.econbiz.de/10010510047
Saved in:
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