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subject:"Simulation"
type:"article"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~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
102
Schätztheorie
102
Time series analysis
49
Zeitreihenanalyse
49
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
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Cointegration
13
Kointegration
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Statistical test
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Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
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Capital income
9
Kapitaleinkommen
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Markov chain
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Markov-Kette
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Forecasting model
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Monte Carlo simulation
8
Monte-Carlo-Simulation
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Prognoseverfahren
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cointegration
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Nichtlineare Regression
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Nonlinear regression
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Statistical distribution
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Statistische Verteilung
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Structural break
7
Strukturbruch
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VAR model
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VAR-Modell
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Börsenkurs
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Einheitswurzeltest
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Maximum likelihood estimation
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Abbara, Omar
1
Chang, Sheng-kai
1
Chevallier, Julien
1
Daníelsson, Jón
1
Fonseca, José da
1
Goutte, Stéphane
1
Grasselli, Martino
1
Ielpo, Florian
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Jensen, Mark J.
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Lee, Cheng-Feng
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Lee, Kyungsub
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Li, Jing
1
Lux, Thomas
1
Maringer, Dietmar G.
1
Meyer, Mark
1
Niu, Wei-fang
1
Tsai, Li Ju
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Tsong, Ching-Chuan
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
100
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
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
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
4
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
5
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
6
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
Saved in:
7
Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
Saved in:
8
Estimating the Wishart Affine Stochastic Correlation model using the empirical characteristic function
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 253-289
Persistent link: https://www.econbiz.de/10010384289
Saved in:
9
Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
Niu, Wei-fang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009787977
Saved in:
10
A computationally practical robust simulation estimator for dynamic panel tobit models
Chang, Sheng-kai
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009521857
Saved in:
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