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subject:"Prognoseverfahren"
subject:"USA"
~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
~language:"eng"
~subject:"Schätztheorie"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Schätztheorie
Volatility
Estimation theory
18
Theorie
10
Theory
10
Time series analysis
6
Zeitreihenanalyse
6
Volatilität
5
Estimation
4
Großbritannien
4
Schätzung
4
United Kingdom
4
Börsenkurs
3
Share price
3
Einheitswurzeltest
2
Forecasting model
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
Simulation
2
Unit root test
2
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Capital income
1
Currency option
1
Density Forecasts
1
Devisenoption
1
Einkommensverteilung
1
Exchange rate
1
Hodrick Prescott
1
Income distribution
1
Italien
1
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18
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Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
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English
Author
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Psaradakis, Zacharias G.
3
Sola, Martin
3
Cowell, Frank A.
2
Karanasos, Menelaos
2
Orszag, Jonathan Michael
2
Timmermann, Allan
2
Bandyopadhyay, Sanghamitra
1
Bianchi, Marco
1
Christiano, Lawrence J.
1
Craig, Ben R.
1
Dacco, Roberto
1
Donkers, Bas
1
Flachaire, Emmanuel
1
Hidalgo, Javier
1
Keller, Joachim G.
1
Robinson, Peter M.
1
Satchell, Stephen
1
Schafgans, Marcia M. A.
1
Seo, Myung Hwan
1
Steeley, James M.
1
Victoria-Feser, Maria-Pia
1
Vigfusson, Robert J.
1
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Birkbeck College / Department of Economics
Federal Reserve Bank of Cleveland
Suntory-Toyota International Centre for Economics and Related Disciplines
National Bureau of Economic Research
417
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
Ekonomiska forskningsinstitutet <Stockholm>
39
European University Institute / Department of Economics
26
Umeå universitet
25
University of New England / Department of Econometrics
23
OECD
22
Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
17
Deutsche Forschungsgemeinschaft
16
Centre for Quantitative Economics & Computing
15
London School of Economics and Political Science
15
University of Exeter / Department of Economics
14
Centre for Analytical Finance <Århus>
12
Econometrisch Instituut <Rotterdam>
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Federal Reserve System / Division of Research and Statistics
11
Organisation for Economic Co-operation and Development
11
Escola de Pós-Graduação em Economia <Rio de Janeiro>
10
International Energy Agency
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
University of Chicago / Graduate School of Business
10
Forschungsinstitut zur Zukunft der Arbeit
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
University of Western Australia / Department of Economics
9
Institut für Weltwirtschaft
8
State University of New York at Albany / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Universitetet i Oslo / Økonomisk institutt
8
Rutgers University / Department of Economics
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
European University Institute / Department of Law
6
Europäische Kommission / Statistisches Amt
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Universität Mannheim / Institut für Volkswirtschaft und Statistik
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Columbia University / Department of Economics
5
Nationalekonomiska Institutionen <Lund>
5
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Discussion papers in economics
6
Discussion paper in financial economics : FE
4
Econometrics papers
4
Distributional analysis research programme papers
2
Federal Reserve Bank of Cleveland working paper series
2
Source
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ECONIS (ZBW)
18
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1
Goodness-of-fit : an economic approach
Cowell, Frank A.
;
Flachaire, Emmanuel
;
Bandyopadhyay, …
-
2009
Persistent link: https://www.econbiz.de/10003845899
Saved in:
2
Modelling Lorenz curves : robust and semi-parametric issues
Cowell, Frank A.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003449334
Saved in:
3
Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814643
Saved in:
4
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814674
Saved in:
5
A method of moments estimator for semiparametric index models
Donkers, Bas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003048657
Saved in:
6
Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002889716
Saved in:
7
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
8
Maximum likelihood in the frequency domain : the importance of time-to-plan
Christiano, Lawrence J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582782
Saved in:
9
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
10
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
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