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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Universität Mannheim / Institut für Volkswirtschaft und Statistik"
~subject:"Panel"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Panel
Schätztheorie
Estimation theory
31
Time series analysis
14
Zeitreihenanalyse
14
Theorie
7
Theory
7
Sampling
4
Stichprobenerhebung
4
Autocorrelation
3
Autokorrelation
3
Einheitswurzeltest
3
Estimation
3
Forecasting model
3
Großbritannien
3
Modellierung
3
Prognoseverfahren
3
Schock
3
Schätzung
3
Scientific modelling
3
Shock
3
Unit root test
3
United Kingdom
3
VAR model
3
VAR-Modell
3
ARCH model
2
ARCH-Modell
2
Dauer
2
Duration
2
Duration analysis
2
Exchange rate
2
Familie
2
Family
2
Market microstructure
2
Marktmikrostruktur
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Microeconometrics
2
Mikroökonometrie
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
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Free
1
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Book / Working Paper
31
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Arbeitspapier
19
Working Paper
19
Graue Literatur
10
Non-commercial literature
10
Language
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English
31
Author
All
Burke, Simon P.
5
Greenblatt, Seth A.
4
Athanasopoulos, George
3
Chaudhuri, Arijit
3
Fernandes, Marcelo
3
Guillén, Osmani Teixeira de Carvalho
3
Issler, João Victor
3
Souza, Leonardo Rocha
3
Vahid, Farshid
3
Brooks, Chris
2
Grammig, Joachim
2
Lechner, Michael
2
Patterson, Kerry D.
2
Pitarakis, Jean-Yves
2
Bertschek, Irene
1
Breitung, Jörg
1
Burke, S. P.
1
Cysne, Rubens Penha
1
Entorf, Horst
1
Gabler, Siegfried
1
Gonzalo, Jesús
1
Hunter, J.
1
Monteiro, Paulo Klinger
1
Smith, Jeremy
1
Souza, Reinaldo Castro
1
Sowell, Fallaw
1
Stenger, Horst
1
Veiga, Alvaro
1
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Institution
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Centre for Quantitative Economics & Computing
Escola de Pós-Graduação em Economia <Rio de Janeiro>
Universität Mannheim / Institut für Volkswirtschaft und Statistik
National Bureau of Economic Research
417
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
Ekonomiska forskningsinstitutet <Stockholm>
39
European University Institute / Department of Economics
26
Umeå universitet
26
University of New England / Department of Econometrics
23
OECD
22
Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
17
Deutsche Forschungsgemeinschaft
16
London School of Economics and Political Science
15
University of Exeter / Department of Economics
14
Centre for Analytical Finance <Århus>
12
Econometrisch Instituut <Rotterdam>
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Federal Reserve System / Division of Research and Statistics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Organisation for Economic Co-operation and Development
11
Birkbeck College / Department of Economics
10
Institut für Weltwirtschaft
10
International Energy Agency
10
University of Chicago / Graduate School of Business
10
Forschungsinstitut zur Zukunft der Arbeit
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
University of Western Australia / Department of Economics
9
State University of New York at Albany / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Universitetet i Oslo / Økonomisk institutt
8
Europäische Kommission / Statistisches Amt
7
Rutgers University / Department of Economics
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
European University Institute / Department of Law
6
Suntory-Toyota International Centre for Economics and Related Disciplines
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Banque de France / Direction des Etudes Economiques et de la Recherche
5
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Published in...
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Discussion papers in quantitative economics and computing / E
15
Ensaios econômicos
10
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
6
Beiträge zur angewandten Wirtschaftsforschung
3
Source
All
ECONIS (ZBW)
31
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1
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003822297
Saved in:
2
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964296
Saved in:
3
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10008808886
Saved in:
4
Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168082
Saved in:
5
On the statistical estimation of diffusion processes : a survey
Cysne, Rubens Penha
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002170320
Saved in:
6
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
Saved in:
7
Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
Saved in:
8
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
9
Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
Saved in:
10
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
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