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subject:"Panel study"
~isPartOf:"CREATES research paper"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Panel study
Volatilität
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
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11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
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6
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19
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Graue Literatur
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19
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19
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English
19
Author
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Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Ergemen, Yunus Emre
2
Gørgens, Tue
2
Kristensen, Dennis
2
Würtz, Allan H.
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Bredahl Kock, Anders
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creel, Michael D.
1
Demetrescum, Matei
1
Floor Brix, Anne
1
Gijbels, Irène
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kruse, Robinson
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Skeels, Christopher L.
1
Taylor, Robert
1
Todorov, Viktor
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
1
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1
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CREATES research paper
Discussion paper / Tinbergen Institute
41
CEMMAP working papers / Centre for Microdata Methods and Practice
39
Discussion paper series / IZA
30
Working paper / Department of Econometrics and Business Statistics, Monash University
29
CESifo working papers
28
Cambridge working papers in economics
14
Working paper
14
Cowles Foundation discussion paper
11
Discussion paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Working papers
10
SFB 649 discussion paper
8
Department of Economics working paper series
7
Discussion papers in economics
7
Documento de trabajo
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Working paper series
7
CEMFI working paper
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
GRIPS discussion papers
6
Memorandum / Department of Economics, University of Oslo
6
Working paper / Department of Economics, Lund University
6
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / CEPR
5
ERID working paper
5
Econometrics papers
5
Economics / Discussion papers : the open-access, open-assessment e-journal
5
Queen's Economics Department working paper
5
Research paper series / Swiss Finance Institute
5
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working papers / TSE : WP
5
CAMA working paper series
4
CORE discussion papers : DP
4
Department of Economics working paper series / McMaster University, Department of Economics
4
Discussion paper / Institute of Social and Economic Research
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
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ECONIS (ZBW)
19
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
4
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
5
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421766
Saved in:
6
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
8
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
10
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
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