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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:"Kruse, Robinson"
~person:"Leybourne, Stephen James"
~person:"MacKinnon, James G."
~person:"Taylor, Robert"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autocorrelation"
~subject:"Statistical inference"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~subject:"nonstationarity"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Autocorrelation
Statistical inference
Volatility
Zeitreihenanalyse
nonstationarity
Estimation theory
36
Schätztheorie
36
Time series analysis
18
Theorie
9
Theory
9
Bootstrap approach
5
Bootstrap-Verfahren
5
Heteroscedasticity
5
Heteroskedastizität
5
Einheitswurzeltest
4
Induktive Statistik
4
Structural break
4
Strukturbruch
4
Unit root test
4
Cluster analysis
3
Clusteranalyse
3
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Regional cluster
3
Regionales Cluster
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Volatilität
3
cluster-robust variance estimator
3
wild cluster bootstrap
3
Autokorrelation
2
Method of moments
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
clustered data
2
robust inference
2
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11
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4
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13
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11
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13
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13
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
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English
Author
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Chan, Ngai Hang
Jong, Robert M. de
Kruse, Robinson
Leybourne, Stephen James
MacKinnon, James G.
Taylor, Robert
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Teräsvirta, Timo
10
Cavaliere, Giuseppe
9
Linton, Oliver
8
Phillips, Peter C. B.
8
Kristensen, Dennis
7
Horváth, Lajos
6
Saikkonen, Pentti
6
Georgiev, Iliyan
5
Politis, Dimitris N.
5
Andersen, Torben
4
Christensen, Kim
4
Francq, Christian
4
Gao, Jiti
4
Kanaya, Shin
4
Podolskij, Mark
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Silvennoinen, Annastiina
4
Sun, Yixiao
4
Zakoïan, Jean-Michel
4
Zhang, Rongmao
4
Asai, Manabu
3
Bugni, Federico A.
3
Chambers, Marcus J.
3
Grégoir, Stéphane
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Hualde, Javier
3
Kock, Anders Bredahl
3
Kokoszka, Piotr
3
Lee, Lung-fei
3
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CREATES research paper
Econometric theory
Journal of time series econometrics
Journal of econometrics
15
Queen's Economics Department working paper
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economics letters
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
An Elgar reference collection
2
Discussion paper / Institute for Economic Research, Queen's University
2
The international library of critical writings in econometrics
2
CREDIT research paper
1
Discussion paper
1
Econometric analysis of financial and economic time series ; part B
1
Econometric reviews
1
Econometrics : open access journal
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
1
Risk and decision analysis
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
24
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1
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
2
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:
3
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
4
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
5
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
6
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:
7
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:
8
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
9
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:
10
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:
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