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subject:"Panel"
subject:"Stochastic process"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"State University of New York at Albany / Department of Economics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Noise Trading"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Maximum-Likelihood-Schätzung
Noise Trading
Schätzung
Estimation theory
20
Schätztheorie
20
Theorie
7
Theory
7
Time series analysis
5
Zeitreihenanalyse
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Aggregation
3
Bayes-Statistik
2
Bayesian inference
2
Core
2
Maximum likelihood estimation
2
Option pricing theory
2
Optionspreistheorie
2
Aggregate demand
1
Analysis of variance
1
Bias
1
CAPM
1
Cointegration
1
Consumption theory
1
Cross-section analysis
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Einkommenseffekt
1
Estimation
1
Financial economics
1
Gesamtwirtschaftliche Nachfrage
1
Income effect
1
Induktive Statistik
1
Interest rate
1
Kapitalmarkttheorie
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Konsumtheorie
1
Least squares method
1
Market microstructure
1
Markov chain
1
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6
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Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
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English
6
Author
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Barndorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Hansen, Peter Reinhard
1
Jerison, Michael
1
Kelly, Leah
1
Lahiri, Kajal
1
Lunde, Asger
1
Paul, Manimoy
1
Platen, Eckhard
1
Poulsen, Rolf
1
Shephard, Neil G.
1
Sørensen, Helle
1
Sørensen, Michael
1
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Centre for Analytical Finance <Århus>
State University of New York at Albany / Department of Economics
National Bureau of Economic Research
77
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
International Energy Agency
10
OECD
10
Organisation for Economic Co-operation and Development
5
Federal Reserve System / Division of Research and Statistics
4
University of Western Australia / Department of Economics
4
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Birkbeck College / Department of Economics
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
3
Trinity College Dublin / Department of Economics
3
Umeå universitet
3
Center for Economic Research <Tilburg>
2
Centre for Microdata Methods and Practice <London>
2
Centre for Quantitative Economics & Computing
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Law
2
Federal Reserve Bank of Cleveland
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institut für Höhere Studien
2
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
2
London School of Economics and Political Science
2
Nationalekonomiska Institutionen <Lund>
2
Panepistēmio Kypru / Department of Economics
2
Rodney L. White Center for Financial Research
2
University of Cambridge / Department of Applied Economics
2
University of Exeter / Department of Economics
2
University of New England / Department of Econometrics
2
University of Western Ontario / Department of Economics
2
University of Wisconsin-Madison
2
University of York / Department of Economics and Related Studies
2
Université de Montréal / Département de sciences économiques
2
Universiṭat Bar-Ilan / Department of Economics
2
"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
1
Amsterdams Instituut voor ArbeidsStudies
1
Australian National University / Faculty of Economics and Commerce
1
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Albany discussion papers
1
Discussion papers / Department of Economics, University of Albany, State University of New York
1
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ECONIS (ZBW)
6
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1
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
2
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
3
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
4
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
5
Demand dispersion, metonymy and ideal panel data
Jerison, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629652
Saved in:
6
Risk comparisons among restricted least squares, pre-test and OLS estimators under model mis-specification : omission of stochastic regressors
Lahiri, Kajal
;
Paul, Manimoy
-
1994
Persistent link: https://www.econbiz.de/10000911324
Saved in:
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