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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Economic modelling"
~subject:"Estimation"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Estimation
Schätztheorie
Estimation theory
208
Theorie
72
Theory
72
Schätzung
63
Time series analysis
42
Zeitreihenanalyse
42
Regression analysis
22
Regressionsanalyse
22
Volatilität
18
Panel
17
Panel study
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Statistical test
16
Statistischer Test
16
Cointegration
15
Kointegration
15
Stochastic process
14
Bayes-Statistik
13
Bayesian inference
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Börsenkurs
11
Share price
11
Simulation
11
ARCH model
10
ARCH-Modell
10
VAR model
9
VAR-Modell
9
Bayesian estimation
8
Forecasting model
8
France
8
Frankreich
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel data
8
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Undetermined
70
Free
1
Type of publication
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Article
208
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
208
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
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English
174
French
34
Author
All
Gouriéroux, Christian
5
Baltagi, Badi H.
4
Kumar, Dilip
4
Robert, Christian P.
4
Bertail, Patrice
3
Maheswaran, S.
3
Månsson, Kristofer
3
Shukur, Ghazi
3
Sriananthakumar, Sivagowry
3
Thomas, Alban
3
Wu, Jianhong
3
Bauwens, Luc
2
Boumahdi, Rachid
2
Bruneau, Catherine
2
Caporale, Guglielmo Maria
2
Cubadda, Gianluca
2
Doz, Catherine
2
Gonçalves, Esmeralda
2
Hill, Jonathan B.
2
Lechner, Michael
2
Li, Yong
2
Nicolaï, Jean-Paul
2
Peaucelle, Irina
2
Pittis, Nikitas
2
Raïssi, Hamdi
2
Robinson, Sherman
2
Triacca, Umberto
2
Xu, Weijun
2
Zhang, ZhengYu
2
Zhou, Qiankun
2
Abadie, Alberto
1
Abbasspour, Madjid
1
Abedi, Zahra
1
Acocella, Nicola
1
Agliardi, Rosella
1
Ai, Xin
1
Ali, Faek Menla
1
Alleva, Giorgio
1
Amini, Shahram
1
Ando, Asao
1
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Annales d'économie et de statistique
Economic modelling
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
446
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
268
Journal of applied econometrics
220
Applied economics letters
198
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
153
Econometrics : open access journal
146
The review of economics and statistics
146
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Insurance / Mathematics & economics
117
Computational economics
108
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of empirical finance
75
Journal of banking & finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Metrika : international journal for theoretical and applied statistics
68
Finance research letters
65
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
208
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1
Econometric issues in the estimation of the natural rate of interest
Buncic, Daniel
- In:
Economic modelling
132
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014547947
Saved in:
2
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:
3
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:
4
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:
5
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
Saved in:
6
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:
7
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
Saved in:
8
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:
9
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
Saved in:
10
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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