//--> //--> //-->
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:"Econometric theory"
~person:"Cavaliere, Giuseppe"
~person:"Chan, Ngai Hang"
~subject:"Heteroscedasticity"
~subject:"Zeitreihenanalyse"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Panel study
Heteroscedasticity
Zeitreihenanalyse
Estimation theory
13
Schätztheorie
13
Time series analysis
7
Autocorrelation
4
Autokorrelation
4
ARCH model
3
ARCH-Modell
3
Einheitswurzeltest
3
Unit root test
3
Regression analysis
2
Regressionsanalyse
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Causality analysis
1
Heteroskedastizität
1
Induktive Statistik
1
Kausalanalyse
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Method of moments
1
Momentenmethode
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Statistical distribution
1
Statistical inference
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Structural break
1
Strukturbruch
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Cavaliere, Giuseppe
Chan, Ngai Hang
Phillips, Peter C. B.
9
Johansen, Søren
4
Leybourne, Stephen James
4
Peng, Liang
4
Sun, Yixiao
4
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Jong, Robert M. de
3
Nielsen, Morten Ørregaard
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Taylor, Robert
3
Velasco, Carlos
3
Vogelsang, Timothy J.
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chao, John C.
2
Chen, Songnian
2
Chen, Xiaohong
2
Choi, In
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Hahn, Jinyong
2
Han, Chirok
2
Harris, David
2
Hayakawa, Kazuhiko
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Horváth, Lajos
2
Inoue, Atsushi
2
Jin, Sainan
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
more ...
less ...
Published in...
All
Econometric theory
CREATES research paper
3
Discussion papers / Department of Economics, University of Copenhagen
3
CREATES Research Paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Queen's Economics Department working paper
2
Econometric Theory
1
Econometric analysis of financial and economic time series ; part B
1
Econometric reviews
1
Econometrics : open access journal
1
Handbook of financial time series
1
Journal of econometrics
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
3
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:
4
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
5
Toward a unified interval estimation of autoregressions
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2012
)
3
,
pp. 705-717
Persistent link: https://www.econbiz.de/10009545785
Saved in:
6
Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
Chan, Ngai Hang
;
Peng, Liang
;
Zhang, Dabao
- In:
Econometric theory
27
(
2011
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10009127139
Saved in:
7
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
8
On the first-order autoregressive process with infinite variance
Chan, Ngai Hang
- In:
Econometric theory
5
(
1989
)
3
,
pp. 354-362
Persistent link: https://www.econbiz.de/10001079351
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->