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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Produktionsfunktion"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Produktionsfunktion
Statistical test
Estimation theory
463
Schätztheorie
463
Estimation
124
Schätzung
124
Time series analysis
118
Zeitreihenanalyse
118
Theorie
115
Theory
115
Regression analysis
49
Regressionsanalyse
49
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Cointegration
34
Kointegration
34
Monte Carlo simulation
32
Monte-Carlo-Simulation
32
Forecasting model
29
Panel
29
Panel study
29
Prognoseverfahren
29
ARCH model
27
ARCH-Modell
27
Volatilität
27
Statistischer Test
24
USA
23
United States
23
Einheitswurzeltest
18
Statistical distribution
18
Statistische Verteilung
18
Unit root test
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Börsenkurs
17
Share price
17
Bayes-Statistik
15
Bayesian inference
15
Capital income
15
Kapitaleinkommen
15
Production function
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71
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English
71
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Bera, Anil K.
2
Hadri, Kaddour
2
Kim, Jong-Min
2
Li, Jing
2
Su, Liangjun
2
Abbara, Omar
1
Abutaleb, Ahmed S.
1
Almanidis, Pavlos
1
Anatolyev, Stanislav
1
Andor, Mark Andreas
1
Aquino, Juan Carlos
1
Bampinas, Georgios
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Cai, Zongwu
1
Chan, Jennifer So Kuen
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Cho, Cheol-Keun
1
Chuffart, Thomas
1
Chumacero, Rómulo A.
1
Chun, Sungju
1
Cromwell, Jeff B.
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
Di Iorio, Francesca
1
Doğan, Osman
1
Enders, Walter
1
Escribano, Álvaro
1
Esteban, María Victoria
1
Fachin, Stefano
1
Ferreira, Eva
1
Flachaire, Emmanuel
1
Fonseca, José da
1
García Pérez, Carmelo
1
Giannakas, Kōnstantinos
1
Gil-Alaña, Luis A.
1
Goutte, Stéphane
1
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Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
294
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Econometric reviews
88
Econometric theory
68
Discussion paper / Tinbergen Institute
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
The econometrics journal
49
European journal of operational research : EJOR
46
Cowles Foundation discussion paper
43
Economic modelling
43
CREATES research paper
37
Econometrics : open access journal
30
Journal of productivity analysis
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Cowles Foundation Discussion Paper
26
Applied economics letters
25
Journal of empirical finance
25
Quantitative economics : QE ; journal of the Econometric Society
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of financial econometrics
24
Discussion papers of interdisciplinary research project 373
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
International journal of forecasting
22
SFB 649 discussion paper
21
Journal of applied econometrics
20
Finance research letters
19
Journal of banking & finance
19
NBER Working Paper
19
Working paper
19
Journal of forecasting
18
Journal of the American Statistical Association : JASA
18
Discussion paper / Center for Economic Research, Tilburg University
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Quantitative finance
17
Computational economics
16
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71
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
3
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:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
6
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
7
Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
8
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
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9
Thewrong skew problem in stochastic frontier models when inefficiency depends on environmental variables
Cho, Cheol-Keun
;
Schmidt, Peter
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2031-2047
Persistent link: https://www.econbiz.de/10012254168
Saved in:
10
Estimating factor shares from nonstationary panel data
Aquino, Juan Carlos
;
Ramírez-Rondán, N. R.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2353-2380
Persistent link: https://www.econbiz.de/10012255890
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