//--> //--> //--> //-->
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:"Panel"
subject:"Stochastic process"
~isPartOf:"Applied economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of forecasting"
~subject:"Theory"
~subject:"Volatility"
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
Panel
Stochastic process
Theory
Volatility
Estimation theory
615
Schätztheorie
615
Theorie
334
Time series analysis
129
Zeitreihenanalyse
129
Forecasting model
87
Prognoseverfahren
87
Estimation
77
Schätzung
77
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Statistical theory
47
Statistische Methodenlehre
47
Regression analysis
43
Regressionsanalyse
43
USA
38
United States
38
ARCH model
26
ARCH-Modell
26
Panel study
24
Volatilität
24
Probability theory
22
Statistical test
22
Statistischer Test
22
Wahrscheinlichkeitsrechnung
22
Cointegration
18
Kointegration
18
Sampling
18
Stichprobenerhebung
18
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Statistical distribution
17
Statistische Verteilung
17
Börsenkurs
16
Induktive Statistik
16
Share price
16
Simulation
16
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
371
Type of publication (narrower categories)
All
Article in journal
369
Aufsatz in Zeitschrift
369
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
371
Author
All
Andrews, Donald W. K.
18
Newey, Whitney K.
13
Phillips, Peter C. B.
10
Horowitz, Joel
8
Robinson, Peter M.
7
Imbens, Guido
6
Lewbel, Arthur
5
Bai, Jushan
4
Chernozhukov, Victor
4
Dufour, Jean-Marie
4
Kitamura, Yuichi
4
Matzkin, Rosa L.
4
Nelson, Daniel B.
4
Ploberger, Werner
4
Smith, Richard J.
4
Stock, James H.
4
Tauchen, George Eugene
4
White, Halbert
4
Davidson, Russell
3
Gallant, A. Ronald
3
Graham, Bryan S.
3
Hahn, Jinyong
3
Hirano, Keisuke
3
Pakes, Ariel
3
Perron, Pierre
3
Powell, James
3
Ravishanker, Nalini
3
Sims, Christopher A.
3
Vuong, Quang H.
3
Ai, Chunrong
2
Altonji, Joseph G.
2
Arellano, Manuel
2
Aït-Sahalia, Yacine
2
Banerjee, Anurag Narayan
2
Berry, Steven
2
Bierens, Herman J.
2
Bonham, Carl Stanley
2
Chan, Ngai Hang
2
Chen, Xiaohong
2
Chesher, Andrew
2
more ...
less ...
Published in...
All
Applied economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of forecasting
Journal of econometrics
641
Economics letters
497
Econometric theory
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
280
Econometric reviews
207
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Journal of applied econometrics
148
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
124
Discussion paper / Tinbergen Institute
122
Oxford bulletin of economics and statistics
113
Discussion paper / Center for Economic Research, Tilburg University
91
Working paper / National Bureau of Economic Research, Inc.
90
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
79
Statistical papers
79
The econometrics journal
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Discussion paper series / IZA
69
The review of economic studies
62
Working paper series
62
International economic review
59
Annales d'économie et de statistique
57
CEMMAP working papers / Centre for Microdata Methods and Practice
57
Metrika : international journal for theoretical and applied statistics
57
Cowles Foundation discussion paper
55
American journal of agricultural economics
54
Technical working paper / National Bureau of Economic Research
54
Economic modelling
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Working paper
46
Working paper / Department of Econometrics and Business Statistics, Monash University
46
CESifo working papers
45
Discussion paper
44
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
44
more ...
less ...
Source
All
ECONIS (ZBW)
371
Showing
1
-
10
of
371
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
7
Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique
;
Allison, Paul D.
;
Williams, Richard
- In:
Applied economics
51
(
2019
)
20
,
pp. 2221-2232
Persistent link: https://www.econbiz.de/10012196670
Saved in:
8
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
9
Re-examination of convergence hypothesis among Indian states in panel stationarity testing framework with structural breaks
Mishra, Ankita
;
Mishra, Vinod
- In:
Applied economics
50
(
2018
)
3
,
pp. 268-286
Persistent link: https://www.econbiz.de/10011846815
Saved in:
10
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->