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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"The econometrics journal"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Heteroskedastizität
Prognoseverfahren
Estimation theory
483
Schätztheorie
483
Regression analysis
131
Regressionsanalyse
131
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Zeitreihenanalyse
73
Theorie
62
Theory
62
Statistical test
58
Statistischer Test
58
Estimation
41
Schätzung
41
Panel
39
Panel study
39
Robust statistics
31
Robustes Verfahren
31
Statistical distribution
25
Statistische Verteilung
25
Autocorrelation
22
Autokorrelation
21
Heteroscedasticity
21
Induktive Statistik
21
Statistical inference
21
Bootstrap approach
20
Bootstrap-Verfahren
20
Forecasting model
19
Modellierung
19
Scientific modelling
19
Correlation
16
Korrelation
16
Volatility
16
Volatilität
16
ARCH model
15
ARCH-Modell
15
Instrumental variables
15
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15
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55
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26
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57
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Graue Literatur
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Non-commercial literature
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Dette, Holger
10
Sibbertsen, Philipp
7
Fried, Roland
6
Gather, Ursula
5
Krämer, Walter
5
Hartung, Joachim
4
Steland, Ansgar
4
Becker, Claudia
3
Runde, Ralf
3
Weihs, Claus
3
Braess, Dietrich
2
Gilberg, Frank
2
Perron, Pierre
2
Ploberger, Werner
2
Scheffner, Axel
2
Sun, Yixiao
2
Urfer, Wolfgang
2
Velasco, Carlos
2
Venetis, Ioannis
2
Zhang, Zhengyu
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Argaç, Dogan
1
Argaç, Dog̃an
1
Argaç, Doğan
1
Bachmann, Dirk
1
Baillie, Richard
1
Berger, Yves G.
1
Berke, Olaf
1
Bernholt, Thorsten
1
Bischl, Bernd
1
Brunnert, Marcus
1
Cai, Michael
1
Camponovo, Lorenzo
1
Carrasco, Marine
1
Chambers, Marcus J.
1
Chen, Jia
1
Cheng, Tingting
1
Christensen, Kim
1
Coudin, Elise
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
The econometrics journal
Journal of econometrics
413
Econometric theory
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
Economics letters
176
International journal of forecasting
135
Discussion paper / Tinbergen Institute
129
Econometric reviews
112
Journal of forecasting
104
Working paper / Department of Econometrics and Business Statistics, Monash University
75
CREATES research paper
67
Applied economics letters
59
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Cowles Foundation discussion paper
56
Econometrics : open access journal
53
Journal of the American Statistical Association : JASA
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
NBER Working Paper
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Applied economics
44
Economic modelling
42
Journal of time series econometrics
42
Computational economics
40
Discussion paper / Center for Economic Research, Tilburg University
39
Journal of applied econometrics
37
NBER working paper series
36
Journal of empirical finance
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
EUI working paper / ECO
33
Oxford bulletin of economics and statistics
33
Report / Econometric Institute, Erasmus University Rotterdam
32
Discussion paper
31
Working paper
31
Cowles Foundation Discussion Paper
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Insurance / Mathematics & economics
28
NBER technical working paper series
28
SFB 649 discussion paper
28
Working paper series
27
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ECONIS (ZBW)
110
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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
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:
3
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
4
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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5
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:
6
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:
7
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:
8
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
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9
Factor-augmented forecasting regressions with threshold effects
Yan, Yayi
;
Cheng, Tingting
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 134-154
Persistent link: https://www.econbiz.de/10012878901
Saved in:
10
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
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