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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Lucas, André"
~person:"Sentana, Enrique"
~subject:"Schätztheorie"
~type_genre:"Arbeitspapier"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Schätztheorie
Estimation theory
71
Time series analysis
23
Zeitreihenanalyse
23
Statistical test
19
Statistischer Test
19
Theorie
19
Theory
19
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Volatility
10
Volatilität
10
ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
Statistical distribution
7
Statistische Verteilung
7
Stochastic process
7
Stochastischer Prozess
7
VAR model
7
VAR-Modell
7
Hessian matrix
6
Modellierung
6
Scientific modelling
6
Autocorrelation
5
Autokorrelation
5
Generalized extremum tests
5
Multivariate Verteilung
5
Multivariate distribution
5
Regression analysis
5
Regressionsanalyse
5
Correlation
4
Forecasting model
4
Korrelation
4
Method of moments
4
Momentenmethode
4
Multivariate Analyse
4
Multivariate analysis
4
Prognoseverfahren
4
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Free
44
Undetermined
7
Type of publication
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Book / Working Paper
71
Type of publication (narrower categories)
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Arbeitspapier
Thesis
Working Paper
70
Graue Literatur
63
Non-commercial literature
63
Article in journal
32
Aufsatz in Zeitschrift
32
Aufsatz im Buch
3
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3
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1
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English
68
German
3
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Lucas, André
Sentana, Enrique
Härdle, Wolfgang
114
Phillips, Peter C. B.
97
Pesaran, M. Hashem
77
Gao, Jiti
74
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
60
Linton, Oliver
59
McAleer, Michael
53
Newey, Whitney K.
48
Gouriéroux, Christian
45
Lütkepohl, Helmut
43
Kapetanios, George
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Swanson, Norman R.
36
Johansen, Søren
34
Scaillet, Olivier
34
Weidner, Martin
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
31
Cai, Zongwu
30
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Kilian, Lutz
29
Kiviet, J. F.
29
Smith, Richard J.
29
Andrews, Donald W. K.
28
Kitagawa, Toru
28
Croux, Christophe
27
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Discussion paper / Tinbergen Institute
22
CEMFI working paper
21
Discussion papers / CEPR
4
Discussion paper / Centre for Economic Policy Research
3
Documento de trabajo / Centro de Estudios Monetarios y Financieros
3
DISIA working paper
2
Discussion papers in statistics and econometrics
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
2
Working papers
2
A discusión : trabajos en curso ; working papers
1
Cahier scientifique
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Tinbergen Institue / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers in economics
1
NBP working paper
1
Oxford Financial Research Centre economics series
1
Reihe Quantitative Ökonomie : Ökon
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Sveriges Riksbank working paper series
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ECONIS (ZBW)
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Highly irregular serial correlation tests
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2023
Persistent link: https://www.econbiz.de/10014383929
Saved in:
2
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2023
Persistent link: https://www.econbiz.de/10013499445
Saved in:
3
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
4
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2022
Persistent link: https://www.econbiz.de/10013540684
Saved in:
5
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
6
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
7
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
8
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
9
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
10
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
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