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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"The econometrics journal"
~subject:"Statistical distribution"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Theory
Estimation theory
624
Schätztheorie
624
Regression analysis
141
Regressionsanalyse
141
Time series analysis
134
Zeitreihenanalyse
134
Nichtparametrisches Verfahren
123
Nonparametric statistics
123
Theorie
80
Statistical test
70
Statistischer Test
70
Estimation
60
Schätzung
60
Panel
43
Panel study
43
Robust statistics
34
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Bootstrap approach
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Induktive Statistik
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Statistical inference
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Prognoseverfahren
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Cointegration
25
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Dette, Holger
10
Birke, Melanie
4
Gather, Ursula
4
Nielsen, Morten Ørregaard
4
Steland, Ansgar
4
Teräsvirta, Timo
4
Weißbach, Rafael
4
Kristensen, Dennis
3
Parra-Alvarez, Juan Carlos
3
Pawlitschko, Jörg
3
Podolskij, Mark
3
Santucci de Magistris, Paolo
3
Sibbertsen, Philipp
3
Silvennoinen, Annastiina
3
Veraart, Almut E. D.
3
Barndorff-Nielsen, Ole E.
2
Becker, Claudia
2
Bennedsen, Mikkel
2
Biedermann, Stefanie
2
Christensen, Kim
2
Fan, Jianqing
2
Hartung, Joachim
2
Hausman, Jerry A.
2
Hounyo, Ulrich
2
Kock, Anders Bredahl
2
Kruse, Robinson
2
Lunde, Asger
2
Neumeyer, Natalie
2
Pakkanen, Mikko S.
2
Paparoditis, Efstathios
2
Perron, Pierre
2
Posch, Olaf
2
Rossi, Eduardo
2
Sørensen, Michael
2
Veliyev, Bezirgen
2
Wang, Mu-Chun
2
Wied, Dominik
2
Wu, Ximing
2
Abadir, Karim Maher
1
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1
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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CREATES research paper
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
The econometrics journal
Journal of econometrics
540
Economics letters
434
Econometric theory
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Econometric reviews
174
Série des documents de travail / Centre de Recherche en Économie et Statistique
163
Journal of applied econometrics
140
Journal of quantitative economics : official journal of the Indian Econometric Society
140
The review of economics and statistics
124
Discussion paper / Tinbergen Institute
120
Oxford bulletin of economics and statistics
107
Discussion paper / Center for Economic Research, Tilburg University
99
Working paper / National Bureau of Economic Research, Inc.
88
Statistical papers
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Applied economics
63
Journal of forecasting
62
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Working paper series
57
Discussion paper series / IZA
55
American journal of agricultural economics
54
Technical working paper / National Bureau of Economic Research
54
Cowles Foundation discussion paper
51
Insurance / Mathematics & economics
51
SFB 649 discussion paper
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
International journal of forecasting
46
Europäische Hochschulschriften / 5
44
Working paper
43
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ECONIS (ZBW)
144
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
3
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
4
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
5
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
8
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
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