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subject:"Simulation"
type:"article"
~isPartOf:"Journal of econometrics"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Simulation
Stochastic process
Stochastischer Prozess
Estimation theory
1,627
Schätztheorie
1,627
Theorie
366
Theory
366
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
309
Time series analysis
308
Regression analysis
267
Regressionsanalyse
267
Estimation
215
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211
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156
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156
Statistical test
148
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148
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116
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116
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99
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98
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82
Statistical inference
82
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81
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81
Autocorrelation
77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
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71
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Instrumental variables
69
Cointegration
62
Kointegration
61
Statistical distribution
60
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Todorov, Viktor
7
Zakoïan, Jean-Michel
6
Francq, Christian
5
Tauchen, George Eugene
5
Hong, Han
3
Li, Jia
3
Park, Joon Y.
3
Andersen, Torben
2
Grynkiv, Iaryna
2
Hajivassiliou, Vassilis Argyrou
2
Hall, Alastair R.
2
Khalaf, Lynda
2
Kim, Donggyu
2
Kristensen, Dennis
2
Lee, Lung-fei
2
Li, Dong
2
Li, Guodong
2
Lieberman, Offer
2
Nason, James Michael
2
Phillips, Peter C. B.
2
Urga, Giovanni
2
Varneskov, Rasmus Tangsgaard
2
Wang, Bin
2
Wang, Yazhen
2
Zhu, Ke
2
Ahsan, Nazmul
1
Amengual, Dante
1
Andrews, Donald W. K.
1
Atkinson, Scott Estes
1
Aït-Sahalia, Yacine
1
Baek, Yae In
1
Bansal, Ravi
1
Belotti, Federico
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
Bierens, Herman J.
1
Blasques, Francisco
1
Blomquist, Nils Sören
1
Botosaru, Irene
1
Buchinsky, Moshe
1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Econometric reviews
38
Economics letters
34
European journal of operational research : EJOR
30
Computational economics
22
Economic modelling
21
Operations research
21
Econometric theory
18
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of applied econometrics
12
Mathematics of operations research
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Econometrics : open access journal
11
Insurance / Mathematics & economics
11
Operations research letters
11
The econometrics journal
11
Journal of empirical finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
INFORMS journal on computing : JOC
8
International journal of production research
8
International journal of theoretical and applied finance
8
Journal of economic dynamics & control
8
Quantitative finance
8
Statistics in transition : an international journal of the Polish Statistical Association
8
The review of economics and statistics
8
Finance research letters
7
International journal of forecasting
7
Journal of banking & finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of forecasting
7
Journal of mathematical finance
7
Journal of productivity analysis
7
Risks : open access journal
7
The journal of computational finance
7
American journal of agricultural economics
6
International economic review
6
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
2
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
5
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
6
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
7
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
8
BLP estimation using Laplace transformation and overlapping simulation draws
Hong, Han
;
Li, Huiyu
;
Li, Jessie
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10012619341
Saved in:
9
Estimation of endogenously sampled time series : the case of commodity price speculation in the steel market
Hall, George J.
;
Rust, John
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 219-243
Persistent link: https://www.econbiz.de/10012619398
Saved in:
10
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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