//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CEMFI working paper"
~isPartOf:"Documento de trabajo / Centro de Estudios Monetarios y Financieros"
~person:"Alizadeh, Sassan"
~person:"Sentana, Enrique"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
VAR-Modell
Estimation theory
24
Schätztheorie
24
Statistical test
11
Statistischer Test
11
Time series analysis
5
Zeitreihenanalyse
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Theorie
4
Theory
4
VAR model
4
Generalized extremum tests
3
Modellierung
3
Multivariate Verteilung
3
Multivariate distribution
3
Regression analysis
3
Regressionsanalyse
3
Scientific modelling
3
finite normal mixtures
3
higher-order identifiability
3
likelihood ratio test
3
ARCH model
2
ARCH-Modell
2
Correlation
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Hessian matrix
2
Korrelation
2
Method of moments
2
Momentenmethode
2
Multivariate Analyse
2
Multivariate analysis
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Alizadeh, Sassan
Sentana, Enrique
Fiorentini, Gabriele
4
Amengual, Dante
3
Magnus, Jan R.
2
Manresa, Elena
1
Peñaranda, Francisco
1
Pijls, Henk G. J.
1
Wei, Siqi
1
more ...
less ...
Published in...
All
CEMFI working paper
Documento de trabajo / Centro de Estudios Monetarios y Financieros
Discussion paper / Tinbergen Institute
2
Discussion papers / CEPR
2
Working papers / Rodney L. White Center for Financial Research
2
DISIA working paper
1
Discussion paper / Centre for Economic Policy Research
1
Financial Institutions Center
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
4
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
5
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310482
Saved in:
6
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
7
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
8
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->