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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:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper series"
~person:"Francq, Christian"
~person:"Phillips, Peter C. B."
~person:"Tjostheim, Dag"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Statistical inference
Zeitreihenanalyse
Estimation theory
39
Schätztheorie
39
Time series analysis
16
Regression analysis
11
Regressionsanalyse
11
Cointegration
8
Kointegration
8
Theorie
8
Theory
8
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Nichtlineare Regression
4
Nonlinear regression
4
Correlation
3
Heteroscedasticity
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Heteroskedastizität
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Korrelation
3
Statistical distribution
3
Statistische Verteilung
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Bayes-Statistik
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Bayesian average
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Bayesian inference
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Einheitswurzeltest
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Estimation
2
Induktive Statistik
2
Sampling
2
Schätzung
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Statistical theory
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Statistische Methodenlehre
2
Stichprobenerhebung
2
Unit root test
2
conditional mean estimation
2
ergodic theorem
2
summary statistic
2
08.10.1993
1
APARCH
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Francq, Christian
Phillips, Peter C. B.
Tjostheim, Dag
Gao, Jiti
52
Peng, Bin
23
Nielsen, Morten Ørregaard
17
Hyndman, Rob J.
13
Linton, Oliver
12
Johansen, Søren
11
Martin, Gael M.
11
Dong, Chaohua
10
Poskitt, Donald Stephen
10
Yang, Yanrong
9
Li, Degui
8
Taylor, Robert
8
Teräsvirta, Timo
8
Yan, Yayi
8
Cavaliere, Giuseppe
7
Kohn, Robert
7
Kristensen, Dennis
6
Saikkonen, Pentti
6
Canepa, Alessandra
5
Chan, Ngai Hang
5
Cheng, Tingting
5
Horváth, Lajos
5
Liu, Fei
5
Pan, Guangming
5
Politis, Dimitris N.
5
Sarafidis, Vasilis
5
Zakoïan, Jean-Michel
5
Zhang, Xibin
5
Andersen, Torben
4
Christensen, Kim
4
Feng, Guohua
4
Frazier, David T.
4
Grose, Simone D.
4
Jiang, Bin
4
Kanaya, Shin
4
Leybourne, Stephen James
4
MacKinnon, James G.
4
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CREATES research paper
Econometric theory
Journal of time series econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper series
Cowles Foundation discussion paper
39
Journal of econometrics
27
Cowles Foundation Discussion Paper
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Cowles Foundation paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrics : open access journal
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The econometrics journal
2
Annals of economics and statistics
1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Cheng Hsiao
1
Handbook of financial time series
1
International economic review
1
Journal of the American Statistical Association : JASA
1
Oxford bulletin of economics and statistics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The review of economic studies
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Working papers in economics
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ECONIS (ZBW)
19
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
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:
4
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:
5
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2016
-
Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
Saved in:
6
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:
7
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2014
Persistent link: https://www.econbiz.de/10010245240
Saved in:
8
Estimation for single-index and partially linear single-index nonstationary time series models
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
-
2014
Persistent link: https://www.econbiz.de/10010245242
Saved in:
9
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
10
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:
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