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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Applied economics letters"
~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 econometrics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Maximum-Likelihood-Schätzung
Volatility
Estimation theory
2,154
Schätztheorie
2,154
Theorie
614
Theory
614
Zeitreihenanalyse
400
Time series analysis
399
Nichtparametrisches Verfahren
361
Nonparametric statistics
361
Regression analysis
300
Regressionsanalyse
300
Estimation
287
Schätzung
283
Panel study
188
Statistical test
177
Statistischer Test
177
Volatilität
128
Method of moments
118
Momentenmethode
117
Induktive Statistik
99
Statistical inference
99
Autocorrelation
89
Autokorrelation
89
Maximum likelihood estimation
86
Cointegration
85
Instrumental variables
84
Kointegration
84
Forecasting model
83
Prognoseverfahren
83
Bootstrap approach
80
Bootstrap-Verfahren
80
Statistical theory
78
Statistische Methodenlehre
78
IV-Schätzung
73
Statistical distribution
72
Statistische Verteilung
72
Causality analysis
67
Kausalanalyse
67
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Article
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404
Conference paper
10
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10
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English
407
Author
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Lee, Lung-fei
11
Su, Liangjun
11
Todorov, Viktor
11
Bai, Jushan
9
Li, Jia
8
Phillips, Peter C. B.
8
Tauchen, George Eugene
8
Baltagi, Badi H.
7
Li, Kunpeng
7
Andersen, Torben
6
Li, Yingying
6
Robinson, Peter M.
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Mykland, Per A.
5
Park, Joon Y.
5
Peng, Bin
5
Hayakawa, Kazuhiko
4
Jin, Sainan
4
Kao, Chihwa
4
Koopman, Siem Jan
4
Li, Dong
4
Li, Guodong
4
Pesaran, M. Hashem
4
Sarafidis, Vasilis
4
Wang, Hansheng
4
Weidner, Martin
4
Westerlund, Joakim
4
Yu, Jihai
4
Zhang, Lan
4
Arellano, Manuel
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Feng, Guohua
3
Fernández-Val, Iván
3
Linton, Oliver
3
Lu, Lina
3
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Applied economics letters
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
Economics letters
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Econometric reviews
99
Discussion paper / Tinbergen Institute
73
The econometrics journal
59
Econometric theory
53
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Economic modelling
42
CREATES research paper
37
Discussion paper series / IZA
34
Working paper / Department of Econometrics and Business Statistics, Monash University
32
CESifo working papers
31
Econometrics : open access journal
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
NBER Working Paper
27
Cowles Foundation discussion paper
25
European journal of operational research : EJOR
25
Journal of the American Statistical Association : JASA
24
Computational economics
23
Journal of empirical finance
23
Journal of risk and financial management : JRFM
23
Cambridge working papers in economics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
International journal of forecasting
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Quantitative economics : QE ; journal of the Econometric Society
22
Working paper
22
Applied economics
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Discussion paper
20
NBER working paper series
20
Journal of forecasting
19
Oxford bulletin of economics and statistics
19
Finance research letters
18
Insurance / Mathematics & economics
18
Quantitative finance
18
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ECONIS (ZBW)
407
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407
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
5
Efficient peer effects estimators with group effects
Kuersteiner, Guido M.
;
Prucha, Ingmar R.
;
Zeng, Ying
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2155-2194
Persistent link: https://www.econbiz.de/10014471449
Saved in:
6
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
9
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
Saved in:
10
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
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