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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Applied economics"
~isPartOf:"Econometric theory"
~subject:"ARCH-Modell"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
ARCH-Modell
Theory
Estimation theory
892
Schätztheorie
892
Theorie
333
Time series analysis
192
Zeitreihenanalyse
192
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Regression analysis
102
Regressionsanalyse
102
Estimation
69
Schätzung
69
Statistical test
47
Statistischer Test
47
ARCH model
45
Cointegration
34
Kointegration
34
Panel
33
Panel study
33
Autocorrelation
32
Autokorrelation
31
Statistical distribution
31
Statistische Verteilung
31
Einheitswurzeltest
30
Unit root test
30
Method of moments
28
Momentenmethode
28
Induktive Statistik
24
Statistical inference
24
Statistical theory
23
Statistische Methodenlehre
23
Forecasting model
20
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Volatility
20
Volatilität
20
Correlation
16
Heteroscedasticity
16
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Undetermined
20
Free
1
Type of publication
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Article
387
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Article in journal
Aufsatz in Zeitschrift
387
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Conference paper
1
Konferenzbeitrag
1
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English
387
Author
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Linton, Oliver
11
Lee, Lung-fei
7
Saikkonen, Pentti
7
Phillips, Peter C. B.
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Chan, Ngai Hang
4
Chen, Xiaohong
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Newey, Whitney K.
4
Park, Joon Y.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Donald, Stephen G.
3
Ghysels, Eric
3
Hidalgo, Javier
3
Horváth, Lajos
3
Kim, Jong-Min
3
Kokoszka, Piotr
3
Kuan, Chung-ming
3
Li, Qi
3
Lieberman, Offer
3
Lütkepohl, Helmut
3
McAleer, Michael
3
Nabeya, Seiji
3
Perron, Pierre
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Yang, Lijian
3
Zakoïan, Jean-Michel
3
Zheng, John Xu
3
Abadir, Karim Maher
2
Arcones, Miguel A.
2
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Applied economics
Econometric theory
Journal of econometrics
488
Economics letters
423
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
Econometric reviews
153
Journal of applied econometrics
149
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
133
International journal of forecasting
131
Oxford bulletin of economics and statistics
107
Journal of forecasting
100
Statistical papers
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
International economic review
62
The review of economic studies
62
American journal of agricultural economics
60
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
The econometrics journal
57
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of economic dynamics & control
43
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of empirical finance
37
International economic journal
36
The Indian economic journal
36
Journal of banking & finance
34
Journal of productivity analysis
33
Economic modelling
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Finance research letters
27
Jahrbücher für Nationalökonomie und Statistik
27
The journal of finance : the journal of the American Finance Association
27
Journal of financial and quantitative analysis : JFQA
26
Journal of macroeconomics
26
The journal of futures markets
26
Journal of regional science
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
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ECONIS (ZBW)
387
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1
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
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:
4
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:
5
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:
6
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
7
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
8
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
9
A race for long horizon bankruptcy prediction
Altman, Edward I.
;
Iwanicz-Drozdowska, Małgorzata
; …
- In:
Applied economics
52
(
2020
)
37
,
pp. 4092-4111
Persistent link: https://www.econbiz.de/10012259002
Saved in:
10
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
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