//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of economic dynamics & control"
~subject:"ARCH model"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Share price
ARCH model
Statistical test
Estimation theory
811
Schätztheorie
811
Theorie
321
Theory
321
Time series analysis
171
Zeitreihenanalyse
171
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Regression analysis
93
Regressionsanalyse
93
Statistischer Test
43
Estimation
42
ARCH-Modell
39
Schätzung
38
Autocorrelation
32
Autokorrelation
32
Method of moments
27
Momentenmethode
27
Statistical distribution
26
Statistische Verteilung
26
Cointegration
25
Kointegration
25
Induktive Statistik
24
Panel
24
Panel study
24
Statistical inference
24
Statistical theory
24
Statistische Methodenlehre
24
Einheitswurzeltest
21
Unit root test
21
Modellierung
19
Scientific modelling
19
VAR model
17
VAR-Modell
17
Volatility
17
Volatilität
17
Heteroscedasticity
16
Heteroskedastizität
16
more ...
less ...
Online availability
All
Undetermined
25
Free
1
Type of publication
All
Article
86
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Conference paper
1
Interview
1
Konferenzbeitrag
1
Language
All
English
86
Author
All
Linton, Oliver
5
Chan, Ngai Hang
4
Guggenberger, Patrik
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Zakoïan, Jean-Michel
3
Zhang, Rongmao
3
Berkes, István
2
Francq, Christian
2
Hidalgo, Javier
2
Kristensen, Dennis
2
Li, Deyuan
2
Lütkepohl, Helmut
2
Peng, Liang
2
Rahbek, Anders
2
Saikkonen, Pentti
2
Whang, Yoon-jae
2
Zaffaroni, Paolo
2
Zheng, John Xu
2
Anderson, Theodore W.
1
Andrews, Beth
1
Andrews, Donald W. K.
1
Avarucci, Marco
1
Beckert, Walter
1
Bera, Anil K.
1
Beutner, Eric
1
Breitung, Jörg
1
Bugni, Federico A.
1
Burridge, Peter
1
Busetti, Fabio
1
Chan, Kung-sik
1
Chernozhukov, Victor
1
Chiaromonte, Francesca
1
Comte, Fabienne
1
Dedecker, J.
1
Dehling, Herold
1
Delgado, Miguel A.
1
Duffy, James A.
1
Feng, Yuanhua
1
Gao, Feng
1
more ...
less ...
Published in...
All
Econometric theory
Journal of economic dynamics & control
Journal of econometrics
224
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Econometric reviews
70
Economics letters
69
The econometrics journal
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Econometrics : open access journal
28
Economic modelling
27
Journal of empirical finance
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of banking & finance
22
Applied economics letters
21
Finance research letters
21
International journal of forecasting
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of forecasting
20
Journal of financial econometrics
19
Journal of time series econometrics
19
Quantitative economics : QE ; journal of the Econometric Society
18
Applied economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
14
Journal of the American Statistical Association : JASA
14
Computational economics
13
Journal of risk
13
Journal of applied econometrics
12
Journal of risk and financial management : JRFM
12
Quantitative finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Insurance / Mathematics & economics
9
Journal of mathematical finance
9
The review of economic studies
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International review of financial analysis
8
Journal of financial economics
8
The European journal of finance
8
The review of financial studies
8
Cambridge working papers in economics
7
more ...
less ...
Source
All
ECONIS (ZBW)
86
Showing
1
-
10
of
86
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
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
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
5
Automated and distributed statistical analysis of economic agent-based models
Vandin, Andrea
;
Giachini, Daniele
;
Lamperti, Francesco
; …
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013542997
Saved in:
6
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:
7
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
Saved in:
8
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei
;
Lee, Lung-fei
- In:
Econometric theory
37
(
2021
)
3
,
pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
Saved in:
9
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
Saved in:
10
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->