//--> //--> //--> //-->
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:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Chan, Ngai Hang"
~person:"Jong, Robert M. de"
~person:"Kokoszka, Piotr"
~person:"Taylor, Robert"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~subject:"Commodity derivative"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Method of moments"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~subject:"nonstationarity"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Panel study
ARCH model
Commodity derivative
Maximum-Likelihood-Schätzung
Method of moments
Statistical inference
Zeitreihenanalyse
nonstationarity
Estimation theory
30
Schätztheorie
30
Time series analysis
15
Theorie
10
Theory
10
ARCH-Modell
9
Heteroscedasticity
5
Heteroskedastizität
5
Einheitswurzeltest
3
Maximum likelihood estimation
3
Structural break
3
Strukturbruch
3
Unit root test
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
Statistical test
2
Statistischer Test
2
Volatility
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Causality analysis
1
Commodity exchange
1
Commodity price
1
Correlation
1
Fractional integration
1
Kausalanalyse
1
Korrelation
1
more ...
less ...
Online availability
All
Undetermined
5
Free
4
Type of publication
All
Article
19
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
Author
All
Chan, Ngai Hang
Jong, Robert M. de
Kokoszka, Piotr
Taylor, Robert
Zakoïan, Jean-Michel
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Linton, Oliver
8
Teräsvirta, Timo
8
Cavaliere, Giuseppe
7
Phillips, Peter C. B.
7
Kristensen, Dennis
6
Saikkonen, Pentti
6
Horváth, Lajos
5
Politis, Dimitris N.
5
Rahbek, Anders
5
Andersen, Torben
4
Christensen, Kim
4
Francq, Christian
4
Gao, Jiti
4
Kanaya, Shin
4
Lee, Lung-fei
4
Leybourne, Stephen James
4
MacKinnon, James G.
4
Podolskij, Mark
4
Proietti, Tommaso
4
Robinson, Peter M.
4
Zhang, Rongmao
4
Asai, Manabu
3
Bugni, Federico A.
3
Chambers, Marcus J.
3
Chen, Xiaohong
3
Georgiev, Iliyan
3
Grégoir, Stéphane
3
Guggenberger, Patrik
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Hualde, Javier
3
Kock, Anders Bredahl
3
Kruse, Robinson
3
more ...
less ...
Published in...
All
CREATES research paper
Econometric theory
Journal of time series econometrics
Journal of econometrics
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Queen's Economics Department working paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Discussion papers of interdisciplinary research project 373
2
Handbook of financial time series
2
Journal of empirical finance
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
CORE discussion paper : DP
1
Econometric analysis of financial and economic time series ; part B
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
Econometrics : open access journal
1
International journal of forecasting
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Measuring risk in complex stochastic systems
1
Oxford bulletin of economics and statistics
1
Risk and decision analysis
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
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
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
4
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
5
A property of the Hodrick-Prescott filter and its application
Sakarya, Neslihan
;
Jong, Robert M. de
- In:
Econometric theory
36
(
2020
)
5
,
pp. 840-870
Persistent link: https://www.econbiz.de/10012307241
Saved in:
6
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
7
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
8
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
9
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
10
Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan
;
Chan, Ngai Hang
;
Lian, Peng
- In:
Econometric theory
30
(
2014
)
2
,
pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->