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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
ARCH-Modell
Estimation theory
721
Schätztheorie
721
Theorie
162
Theory
162
Nichtparametrisches Verfahren
147
Nonparametric statistics
147
Time series analysis
126
Zeitreihenanalyse
126
Regression analysis
123
Regressionsanalyse
123
Panel
96
Panel study
96
Statistical test
92
Statistischer Test
92
Estimation
86
Schätzung
86
Method of moments
49
Momentenmethode
49
Autocorrelation
45
Autokorrelation
44
Bootstrap approach
39
Bootstrap-Verfahren
39
Modellierung
39
Scientific modelling
39
Statistical distribution
37
Statistische Verteilung
37
Cointegration
35
Kointegration
34
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
Volatility
34
Volatilität
34
Induktive Statistik
32
Statistical inference
32
Instrumental variables
30
Statistical theory
30
ARCH model
29
Heteroscedasticity
28
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Undetermined
22
Free
3
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Article
72
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Article in journal
Systematic review
Aufsatz in Zeitschrift
72
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English
72
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Teräsvirta, Timo
4
Bera, Anil K.
2
King, Maxwell L.
2
Orme, Chris D.
2
Preminger, Arie
2
Rahbek, Anders
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Amado, Cristina
1
Andrews, Donald W. K.
1
Arvanitis, Stelios
1
Bermudez, P. de Zea
1
Bollerslev, Tim
1
Bosquet, Clément
1
Boswijk, Herman Peter
1
Boulhol, Hervé
1
Brooks, Robert
1
Cai, Jun
1
Camponovo, Lorenzo
1
Catani, Paul
1
Chaudhuri, Saraswata
1
Cho, Jin Seo
1
Chu, Chia-shang James
1
Chua, Chew Lian
1
Cordeiro, Gauss M.
1
Coudin, Elise
1
Cribari-Neto, Francisco
1
DeLima, Pedro J. F.
1
Dolado, Juan J.
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
Fan, Yanqin
1
Fermanian, Jean-David
1
Galbraith, John W.
1
Godfrey, L. G.
1
González-Rivera, Gloria
1
Guay, Alain
1
Guggenberger, Patrik
1
Hafner, Christian M.
1
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Econometric reviews
The econometrics journal
Journal of econometrics
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric theory
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
65
Economics letters
57
International journal of forecasting
22
Statistics in transition : an international journal of the Polish Statistical Association
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Finance research letters
16
Journal of empirical finance
14
Journal of forecasting
14
European journal of operational research : EJOR
13
Insurance / Mathematics & economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of risk
13
Applied economics
12
Econometrics : open access journal
12
International economic review
12
Computational economics
11
International journal of economics and financial issues : IJEFI
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Journal of risk and financial management : JRFM
11
Oxford bulletin of economics and statistics
11
The review of economic studies
11
American journal of agricultural economics
10
Applied economics letters
10
Journal of time series econometrics
10
Economic modelling
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of the American Statistical Association : JASA
9
Statistical papers
9
The North American journal of economics and finance : a journal of financial economics studies
9
The review of economics and statistics
9
Annales d'économie et de statistique
8
Journal of financial econometrics
8
Journal of mathematical finance
8
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
8
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ECONIS (ZBW)
72
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
3
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
4
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
5
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
6
Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
Li, Chaojun
;
Liu, Yan
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10013543277
Saved in:
7
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
8
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
9
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
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