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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"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Theory
Volatility
Estimation theory
481
Schätztheorie
481
Theorie
287
Time series analysis
73
Zeitreihenanalyse
73
Estimation
58
Schätzung
58
Statistical theory
46
Statistische Methodenlehre
46
Nichtparametrisches Verfahren
45
Nonparametric statistics
45
USA
29
United States
29
Regression analysis
24
Regressionsanalyse
24
Panel study
23
Probability theory
20
Wahrscheinlichkeitsrechnung
20
Sampling
18
Statistical test
18
Statistischer Test
18
Stichprobenerhebung
18
ARCH model
15
ARCH-Modell
15
Cointegration
15
Induktive Statistik
15
Kointegration
15
Statistical inference
15
Forecasting model
14
Method of moments
14
Momentenmethode
14
Prognoseverfahren
14
Volatilität
14
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
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12
IV-Schätzung
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311
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Article in journal
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311
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English
311
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Andrews, Donald W. K.
17
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
Sims, Christopher A.
3
Vuong, Quang H.
3
Ai, Chunrong
2
Altonji, Joseph G.
2
Arellano, Manuel
2
Aït-Sahalia, Yacine
2
Berry, Steven
2
Bierens, Herman J.
2
Bonham, Carl Stanley
2
Chen, Xiaohong
2
Chesher, Andrew
2
Cowell, Frank A.
2
Duclos, Jean-Yves
2
Engle, Robert F.
2
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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 econometrics
639
Economics letters
494
Econometric theory
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Econometric reviews
205
Journal of applied econometrics
147
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
123
Oxford bulletin of economics and statistics
112
Statistical papers
79
The econometrics journal
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The review of economic studies
62
International economic review
59
Journal of forecasting
58
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
54
Economic modelling
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of economic dynamics & control
41
Journal of the Royal Statistical Society
41
International journal of forecasting
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of empirical finance
37
Journal of productivity analysis
37
International economic journal
35
The Indian economic journal
35
Applied economics letters
31
Journal of banking & finance
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Jahrbücher für Nationalökonomie und Statistik
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The journal of finance : the journal of the American Finance Association
25
The Indian journal of economics
24
Econometrics : open access journal
23
Journal of international money and finance
23
The Pakistan development review : PDR
23
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ECONIS (ZBW)
311
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1
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:
2
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:
3
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:
4
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:
5
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:
6
The impact of financial liberalization on capital structure adjustment in Pakistan : a doubly censored modelling
Ahsan, Tanveer
;
Qureshi, Muhammad Azeem
- In:
Applied economics
49
(
2017
)
41
,
pp. 4148-4160
Persistent link: https://www.econbiz.de/10011820038
Saved in:
7
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
8
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
9
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
10
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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