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subject:"Prognoseverfahren"
subject:"Theorie"
~person:"Li, Qi"
~person:"Stahlecker, Peter"
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Theorie
Estimation theory
157
Schätztheorie
157
Theory
73
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Regression analysis
28
Regressionsanalyse
28
ARCH model
23
ARCH-Modell
23
Time series analysis
23
Zeitreihenanalyse
23
Estimation
19
Schätzung
19
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Panel
8
Panel study
8
Risikomaß
8
Risk measure
8
Börsenkurs
6
Share price
6
Statistical test
6
Statistischer Test
6
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
Autocorrelation
5
Autokorrelation
5
Econometrics
5
Mathematical programming
5
Mathematische Optimierung
5
Nonparametric estimation
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Ökonometrie
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Core
4
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Free
4
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1
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Article
42
Book / Working Paper
34
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Article in journal
42
Aufsatz in Zeitschrift
42
Arbeitspapier
34
Graue Literatur
34
Non-commercial literature
34
Working Paper
34
Amtsdruckschrift
7
Government document
7
Systematic review
1
Übersichtsarbeit
1
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English
71
German
3
French
2
Author
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Li, Qi
Stahlecker, Peter
Zakoïan, Jean-Michel
Härdle, Wolfgang
69
Pesaran, M. Hashem
64
Phillips, Peter C. B.
64
Swanson, Norman R.
52
Gouriéroux, Christian
50
Franses, Philip Hans
46
Andrews, Donald W. K.
44
Newey, Whitney K.
42
Baltagi, Badi H.
37
McAleer, Michael
36
Giles, David E. A.
35
Imbens, Guido
35
Koop, Gary
32
Diebold, Francis X.
31
Heckman, James J.
31
Robinson, Peter M.
30
Horowitz, Joel
29
Ullah, Aman
29
Brännäs, Kurt
26
King, Maxwell L.
26
Marcellino, Massimiliano
26
Ohtani, Kazuhiro
26
Winkelmann, Rainer
26
Bera, Anil K.
25
Granger, C. W. J.
25
Kohn, Robert
25
Krämer, Walter
25
Dufour, Jean-Marie
24
Hendry, David F.
24
Kapetanios, George
24
Linton, Oliver
24
Maravall Herrero, Agustín
24
West, Kenneth D.
24
White, Halbert
24
Hahn, Jinyong
23
Lucas, André
23
Lütkepohl, Helmut
23
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Economics letters
7
Journal of econometrics
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Econometric theory
5
Wirtschaftswissenschaftliche Diskussionsbeiträge / V
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Annales d'économie et de statistique
2
CORE discussion paper : DP
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Statistical papers
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / University of Guelph, Department of Economics
1
Econometric reviews
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Mathematical methods of operations research
1
The econometrics journal
1
The review of economics and statistics
1
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ECONIS (ZBW)
76
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1
Minimax-Schätzer, relativer quadratischer Schätzfehler und Messung der Fast-Multikollinearität im linearen Regressionsmodell
Stahlecker, Peter
;
Kröh, Peer A.
-
2020
Persistent link: https://www.econbiz.de/10012302370
Saved in:
2
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
3
A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878644
Saved in:
4
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878645
Saved in:
5
Uniformly best estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2008
Persistent link: https://www.econbiz.de/10003781024
Saved in:
6
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
7
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
8
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
9
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
10
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
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