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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"SFB 649 discussion paper"
~subject:"Monte-Carlo-Simulation"
~subject:"Produktionsfunktion"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Monte-Carlo-Simulation
Produktionsfunktion
Schätztheorie
Estimation theory
118
Estimation
56
Schätzung
56
Time series analysis
27
Zeitreihenanalyse
27
Regression analysis
25
Regressionsanalyse
25
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Panel
15
Panel study
15
Cointegration
13
Kointegration
13
Bayes-Statistik
12
Bayesian inference
12
Statistical test
11
Statistischer Test
11
VAR model
10
VAR-Modell
10
Volatilität
10
Forecasting model
9
Panel data
9
Prognoseverfahren
9
Stochastic process
9
Bootstrap approach
7
Bootstrap-Verfahren
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Monte Carlo simulation
7
Business cycle
6
Konjunktur
6
Modellierung
6
Scientific modelling
6
Simulation
6
Autocorrelation
5
Autokorrelation
5
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English
118
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Wu, Jianhong
3
Agiakloglou, Christos N.
2
Egger, Peter
2
Lee, Hyejin
2
Li, Yong
2
Li, Yunxian
2
Meng, Ming
2
Oh, Dong-Yop
2
Palma, Marco A.
2
Raïssi, Hamdi
2
Yamada, Hiroshi
2
Yoon, Gawon
2
Zhang, ZhengYu
2
Zhou, Qiankun
2
Acocella, Nicola
1
Ai, Xin
1
Alleva, Giorgio
1
Amini, Shahram
1
Ando, Michihito
1
Andrews, Martyn J.
1
Aquino, Juan Carlos
1
Arata, Linda
1
Arora, Vipin
1
Baltagi, Badi H.
1
Battisti, Michele
1
Bayar, Güzin
1
Beccarini, Andrea
1
Beqiraj, Elton
1
Bera, Anil K.
1
Bertelli, Stefano
1
Bessler, David A.
1
Boughrara, Adel
1
Brzezinski, Michal
1
Bu, Ruijun
1
Busetti, Fabio
1
Caivano, Michele
1
Camacho, Maximo
1
Caracciolo, Francesco
1
Castillo B., Paul
1
Chao, John C.
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
SFB 649 discussion paper
Journal of econometrics
699
Economics letters
278
Econometric reviews
247
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Econometric theory
149
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
European journal of operational research : EJOR
97
The econometrics journal
97
International journal of forecasting
88
Computational economics
75
Insurance / Mathematics & economics
72
Applied economics letters
65
Discussion paper / Centre for Economic Policy Research
63
Discussion papers / CEPR
63
Journal of time series econometrics
56
Finance research letters
54
Applied economics
49
Operations research
47
Journal of quantitative economics
46
Working paper / National Bureau of Economic Research, Inc.
44
Journal of financial econometrics
40
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Journal of econometric methods
39
NBER working paper series
36
Operations research letters
36
Journal of economic dynamics & control
34
Journal of forecasting
33
Quantitative finance
31
Journal of empirical finance
28
SpringerLink / Bücher
26
Energy economics
25
Journal of applied econometrics
25
Journal of banking & finance
25
Scandinavian actuarial journal
25
Mathematics of operations research
23
Regional science & urban economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of production research
22
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ECONIS (ZBW)
118
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1
Estimating the output gap after COVID : how to address unprecedented macroeconomic variations
Granados, Camilo
;
Parra-Amado, Daniel
- In:
Economic modelling
135
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549051
Saved in:
2
Semiparametric least squares estimation of binary choice panel data models with endogeneity
Semykina, Anastasia
;
Xie, Yimeng
;
Yang, Cynthia Fan
; …
- In:
Economic modelling
132
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014547973
Saved in:
3
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
4
Robust estimates of vulnerability to poverty using quantile models
Oconnor, Christopher
- In:
Economic modelling
123
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462564
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5
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
6
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
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7
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
8
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
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9
Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani
;
Karagiannēs, Giannēs
- In:
Economic modelling
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
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10
Modelling economic losses from earthquakes using regression forests : application to parametric insurance
Gu, Zheng
;
Li, Yunxian
;
Zhang, Minghui
;
Liu, Yifei
- In:
Economic modelling
125
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463676
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