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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Econometric reviews"
~isPartOf:"Iranian economic review : journal of University of Tehran"
~isPartOf:"Revista română de economie"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
27
Time series analysis
9
Zeitreihenanalyse
9
Regression analysis
8
Regressionsanalyse
8
Cointegration
5
Kointegration
5
Estimation
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Kleinste-Quadrate-Methode
3
Least squares method
3
Method of moments
3
Momentenmethode
3
Panel
3
Panel study
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Inflation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Production function
2
Produktionsfunktion
2
Public debt
2
State space model
2
Statistical distribution
2
Statistical error
2
Statistical method
2
Statistische Methode
2
Statistische Verteilung
2
Statistischer Fehler
2
Structural break
2
Strukturbruch
2
Students
2
Studierende
2
Transformed Form of Student Test statistics
2
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27
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Aufsatz in Zeitschrift
Article in journal
27
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English
27
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Pavelescu, Florin-Marius
3
Elmi, Zahra Mila
2
Aghaeifar, Roya
1
Beutner, Eric
1
Boswijk, Herman Peter
1
Bouezmarni, Taoufik
1
Bravo, Francesco
1
Brune, Barbara
1
Bura, Efstathia
1
Caragea, Nicoleta
1
Cavaliere, Giuseppe
1
Chang, Tsangyao
1
Chen, Chaoyi
1
De Angelis, Luca
1
Dobre, Ana Maria
1
Doukali, Mohamed
1
Emec, Hamdi
1
Erdem, Havvanur Feyza
1
Fakher, Hossein-Ali
1
Farahmand, Shekoofeh
1
Gulay, Emrah
1
Guo, Feifei
1
Hadizadeh, Arash
1
Heuvel, Edwin R. van den
1
Jafari-Samimi, Ahmad
1
Kim, Dongwoo
1
Koleyni, Keihan
1
Koo, Chao Hui
1
Lee, Chien-chiang
1
Li, Chuhui
1
Lin, Yicong
1
Ling, Shiqing
1
Marra, Giampiero
1
Meijer, Erik
1
Motorin, Vladimir
1
Pavelescu, Florin Marius
1
Poskitt, Donald Stephen
1
Radice, Rosalba
1
Ranjbar, Omid
1
Regis, Marta
1
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Econometric reviews
Iranian economic review : journal of University of Tehran
Revista română de economie
Econometrics : open access journal
138
Quantitative economics : QE ; journal of the Econometric Society
91
Statistics in transition : an international journal of the Polish Statistical Association
73
Journal of risk and financial management : JRFM
60
Risks : open access journal
49
International journal of economics and financial issues : IJEFI
37
Cambridge working papers in economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
International Journal of Energy Economics and Policy : IJEEP
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Cogent economics & finance
16
CBN journal of applied statistics
15
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
13
Econometric theory
12
Energy reports
11
Economics / Journal articles : the open-access, open-assessment journal
10
Journal of statistical and econometric methods
10
Computational economics
9
Economies : open access journal
9
Financial innovation : FIN
9
Journal of applied econometrics
9
The econometrics journal
9
Journal of financial econometrics
8
SERIEs : Journal of the Spanish Economic Association
8
Cambridge-INET working papers
7
Oxford bulletin of economics and statistics
7
Quantitative finance
7
Central European journal of economic modelling and econometrics
6
Journal of industrial engineering international
6
Pakistan journal of commerce and social sciences
6
Technology audit and production reserves
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
5
Quantitative finance and economics
5
Revista de métodos cuantitativos para la economía y la empresa
5
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
4
Economia : revista da ANPEC
4
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ECONIS (ZBW)
27
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1
Testing Granger non-causality in expectiles
Bouezmarni, Taoufik
;
Doukali, Mohamed
;
Taamouti, Abderrahim
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 30-51
Persistent link: https://www.econbiz.de/10014486380
Saved in:
2
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
Saved in:
3
Powerful t-tests in the presence of nonclassical measurement error
Kim, Dongwoo
;
Wilhelm, Daniel
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 345-378
Persistent link: https://www.econbiz.de/10014551533
Saved in:
4
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
5
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
6
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
7
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
8
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
9
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
10
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
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