//--> //--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Monte-Carlo-Simulation"
~subject:"Produktionsfunktion"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Monte-Carlo-Simulation
Produktionsfunktion
Estimation theory
1,002
Schätztheorie
1,002
Theorie
298
Theory
298
Time series analysis
213
Zeitreihenanalyse
213
Estimation
186
Schätzung
186
Nichtparametrisches Verfahren
169
Nonparametric statistics
169
Regression analysis
155
Regressionsanalyse
155
USA
104
United States
103
Statistical test
82
Statistischer Test
82
Panel
62
Panel study
62
Forecasting model
60
Prognoseverfahren
60
Induktive Statistik
59
Statistical inference
59
Volatilität
49
Method of moments
47
Momentenmethode
47
Bootstrap approach
46
Bootstrap-Verfahren
46
Correlation
43
Korrelation
43
Statistical theory
38
Statistische Methodenlehre
38
Autocorrelation
37
Autokorrelation
37
Instrumental variables
36
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
36
Cointegration
35
Monte Carlo simulation
35
more ...
less ...
Online availability
All
Undetermined
43
Free
13
Type of publication
All
Article
104
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
103
Aufsatz in Zeitschrift
103
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Language
All
English
118
Author
All
Phillips, Peter C. B.
9
Huber, Martin
3
Lechner, Michael
3
Andrews, Donald W. K.
2
Gao, Jiti
2
Ghysels, Eric
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Kumbhakar, Subal
2
Li, Jia
2
Lieberman, Offer
2
Ling, Shiqing
2
Mandelbrot, Benoît B.
2
Russell, Jeffrey R.
2
Schmidt, Peter
2
Shephard, Neil G.
2
Tsay, Ruey S.
2
Yang, Xiye
2
Alfelt, Gustav
1
Almanidis, Pavlos
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Aquino, Juan Carlos
1
Bandi, Federico M.
1
Barral, Julien
1
Bauwens, Luc
1
Beare, Stephen C.
1
Bernstein Megdal, Sharon
1
Bester, C. Alan
1
Bibinger, Markus
1
Bodnar, Taras
1
Bodory, Hugo
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Breckling, Jens
1
Brzezinski, Michal
1
Buccheri, Giuseppe
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
189
Economics letters
74
Econometric reviews
52
Discussion paper / Tinbergen Institute
50
European journal of operational research : EJOR
49
Economic modelling
39
Econometric theory
34
Journal of productivity analysis
30
CREATES research paper
28
Computational economics
26
Working paper / National Bureau of Economic Research, Inc.
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
The econometrics journal
25
NBER Working Paper
24
Applied economics
22
Applied economics letters
22
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Econometrics : open access journal
21
NBER working paper series
21
International journal of forecasting
20
Finance research letters
19
International journal of theoretical and applied finance
18
Journal of forecasting
18
Journal of risk and financial management : JRFM
18
Quantitative finance
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Journal of financial econometrics
16
Operations research
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of banking & finance
15
SFB 649 discussion paper
15
Discussion papers of interdisciplinary research project 373
14
Journal of applied econometrics
14
Journal of the American Statistical Association : JASA
14
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
14
more ...
less ...
Source
All
ECONIS (ZBW)
118
Showing
1
-
10
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
5
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
6
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
7
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
8
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
Saved in:
9
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
10
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->