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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Computational economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Cointegration
Estimation
Statistical distribution
Estimation theory
211
Schätztheorie
211
Time series analysis
81
Zeitreihenanalyse
81
Schätzung
51
Regression analysis
34
Regressionsanalyse
34
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
ARCH model
23
ARCH-Modell
23
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Volatilität
23
Simulation
19
Stochastic process
18
Kointegration
17
Statistical test
17
Statistischer Test
17
Forecasting model
16
Prognoseverfahren
16
State space model
15
Statistische Verteilung
15
Zustandsraummodell
15
Capital income
14
Kapitaleinkommen
14
Markov chain
14
Markov-Kette
14
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Bayes-Statistik
13
Bayesian inference
13
Panel
13
Panel study
13
Nichtlineare Regression
12
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87
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English
87
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Boubaker, Heni
3
Enders, Walter
2
Lee, Junsoo
2
Li, Jing
2
Omay, Tolga
2
Otero, Jesús G.
2
Péguin-Feissolle, Anne
2
Schweikert, Karsten
2
Abbara, Omar
1
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Aloy, Marcel
1
Alvarez, Susana
1
Anatolyev, Stanislav
1
Andreasen, Martin Møller
1
Baixauli, J. Samuel
1
Banerjee, Anurag Narayan
1
Bartolucci, Francesco
1
Baruník, Jozef
1
Beek, Misha van
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Byoung Hark Yoo
1
Cagnone, Silvia
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Ceffer, A.
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Chan, Stephen
1
Chen, Zhenxi
1
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1
Cheng, Jie
1
Chevallier, Julien
1
Chia, Bryan
1
Choudhry, Taufiq
1
Chu, Ba
1
Chuffart, Thomas
1
Daniels, Hennie A. M.
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Computational economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
397
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Economics letters
168
Econometric reviews
109
Econometric theory
87
Discussion paper / Tinbergen Institute
86
Applied economics letters
75
Economic modelling
74
CEMMAP working papers / Centre for Microdata Methods and Practice
69
Discussion paper series / IZA
64
The econometrics journal
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
NBER Working Paper
61
Applied economics
58
Insurance / Mathematics & economics
57
Econometrics : open access journal
54
NBER working paper series
54
Working paper / Department of Econometrics and Business Statistics, Monash University
52
CREATES research paper
51
International journal of forecasting
48
Journal of the American Statistical Association : JASA
47
Journal of applied econometrics
45
Working paper
44
European journal of operational research : EJOR
41
Cowles Foundation discussion paper
40
Journal of banking & finance
40
Working paper / National Bureau of Economic Research, Inc.
40
CESifo working papers
38
Journal of empirical finance
38
Quantitative economics : QE ; journal of the Econometric Society
38
Discussion papers of interdisciplinary research project 373
37
IZA Discussion Paper
37
Discussion paper / Center for Economic Research, Tilburg University
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Journal of forecasting
34
SFB 649 discussion paper
34
Discussion paper
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ECONIS (ZBW)
87
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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
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
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
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
6
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
7
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
Saved in:
8
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
9
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
10
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
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