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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric theory"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
ARCH-Modell
Prognoseverfahren
Estimation theory
1,063
Schätztheorie
1,063
Theorie
443
Theory
443
Time series analysis
236
Zeitreihenanalyse
236
Nichtparametrisches Verfahren
135
Nonparametric statistics
135
Regression analysis
116
Regressionsanalyse
116
Estimation
68
Schätzung
68
ARCH model
61
Statistical test
58
Statistischer Test
58
Statistical distribution
41
Statistische Verteilung
41
Autocorrelation
38
Autokorrelation
38
Cointegration
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Kointegration
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Statistical theory
32
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Einheitswurzeltest
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Method of moments
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Induktive Statistik
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Statistical inference
27
Stochastic process
27
Stochastischer Prozess
27
Maximum likelihood estimation
23
Maximum-Likelihood-Schätzung
23
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21
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21
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Francq, Christian
9
Zakoïan, Jean-Michel
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Robert, Christian P.
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Horváth, Lajos
4
Chan, Ngai Hang
3
Kokoszka, Piotr
3
Zheng, John Xu
3
Berkes, István
2
Fan, Yanqin
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Guay, Alain
2
Iglesias, Emma M.
2
Monfort, Alain
2
Saikkonen, Pentti
2
White, Halbert
2
Yang, Lijian
2
Zaffaroni, Paolo
2
Zhang, Rongmao
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Andersen, Torben
1
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1
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1
Avarucci, Marco
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1
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1
Bekiros, Stelios
1
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1
Bertholon, Henri
1
Beutner, Eric
1
Bierens, Herman J.
1
Blazsek, Szabolcs
1
Bolduc, Denis
1
Breitung, Jörg
1
Bu, Ruijun
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Carnero, M. Angeles
1
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Econometric theory
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
172
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Economics letters
79
Journal of forecasting
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
69
Discussion paper / Tinbergen Institute
66
Econometric reviews
62
Working paper / Department of Econometrics and Business Statistics, Monash University
32
The econometrics journal
30
Discussion paper / Center for Economic Research, Tilburg University
28
Insurance / Mathematics & economics
25
Finance research letters
24
Journal of empirical finance
24
NBER Working Paper
22
CREATES research paper
21
European journal of operational research : EJOR
21
Journal of the American Statistical Association : JASA
21
Statistics in transition : an international journal of the Polish Statistical Association
21
Discussion paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Technical working paper / National Bureau of Economic Research
19
Oxford bulletin of economics and statistics
18
Applied economics
17
CORE discussion paper : DP
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of risk and financial management : JRFM
17
Report / Econometric Institute, Erasmus University Rotterdam
17
Working paper
17
Computational economics
16
Econometrics : open access journal
16
Economic modelling
16
Europäische Hochschulschriften / 5
16
Journal of banking & finance
16
Journal of quantitative economics : official journal of the Indian Econometric Society
16
Journal of risk
15
NBER technical working paper series
15
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ECONIS (ZBW)
123
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
6
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
7
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
8
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
9
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
10
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
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