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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Cowles Foundation discussion paper"
~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:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Produktionsfunktion"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation
Monte-Carlo-Simulation
Produktionsfunktion
Estimation theory
503
Schätztheorie
503
Time series analysis
123
Zeitreihenanalyse
123
Theorie
103
Theory
103
Schätzung
90
Regression analysis
79
Regressionsanalyse
79
Nichtparametrisches Verfahren
68
Nonparametric statistics
68
Statistical test
50
Statistischer Test
50
Cointegration
38
Kointegration
38
Method of moments
26
Momentenmethode
26
Panel
26
Panel study
26
Forecasting model
25
Prognoseverfahren
25
Stochastic process
24
Volatilität
24
Bootstrap approach
23
Bootstrap-Verfahren
23
Autocorrelation
22
Autokorrelation
22
Monte Carlo simulation
21
Induktive Statistik
19
Statistical distribution
19
Statistical inference
19
Statistische Verteilung
19
ARCH model
18
ARCH-Modell
18
Einheitswurzeltest
18
Unit root test
18
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Undetermined
75
Free
15
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Article
118
Book / Working Paper
20
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Article in journal
118
Aufsatz in Zeitschrift
118
Arbeitspapier
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Collection of articles of several authors
1
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1
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1
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English
138
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Phillips, Peter C. B.
11
Meng, Ming
3
Andrews, Donald W. K.
2
Egger, Peter
2
Enders, Walter
2
Hadri, Kaddour
2
Lee, Hyejin
2
Li, Jing
2
Lieberman, Offer
2
Mandelbrot, Benoît B.
2
Oh, Dong-Yop
2
Schmidt, Peter
2
Shi, Shuping
2
Su, Liangjun
2
Yao, Feng
2
Abbara, Omar
1
Abdulkadiroğlu, Atila
1
Adachi, Takanori
1
Almanidis, Pavlos
1
Anatolyev, Stanislav
1
Ando, Michihito
1
Andrews, Martyn J.
1
Angrist, Joshua D.
1
Aquino, Juan Carlos
1
Arora, Vipin
1
Baltagi, Badi H.
1
Banerjee, Anurag Narayan
1
Barral, Julien
1
Barrio Castro, Tomas del
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Brzezinski, Michal
1
Bu, Ruijun
1
Busetti, Fabio
1
Byoung Hark Yoo
1
Caivano, Michele
1
Calvet, Laurent E.
1
Camarero Olivas, Mariam
1
Campolieti, Michele
1
Candelon, Bertrand
1
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Cowles Foundation discussion paper
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
351
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Economics letters
166
Econometric reviews
96
Discussion paper / Tinbergen Institute
76
Applied economics letters
73
Economic modelling
73
NBER Working Paper
69
Discussion paper series / IZA
65
European journal of operational research : EJOR
62
NBER working paper series
62
Applied economics
60
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Working paper / National Bureau of Economic Research, Inc.
54
Econometric theory
52
Journal of applied econometrics
49
The econometrics journal
46
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Working paper
43
Computational economics
41
CREATES research paper
40
Quantitative economics : QE ; journal of the Econometric Society
40
Econometrics : open access journal
38
International journal of forecasting
38
IZA Discussion Paper
37
Journal of banking & finance
37
Journal of productivity analysis
37
Journal of the American Statistical Association : JASA
37
Discussion papers / CEPR
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Journal of empirical finance
34
CESifo working papers
33
Discussion paper
33
Journal of forecasting
31
Finance research letters
28
Insurance / Mathematics & economics
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of risk and financial management : JRFM
28
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ECONIS (ZBW)
138
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1
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:
2
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:
3
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:
4
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
-
2021
Persistent link: https://www.econbiz.de/10012618237
Saved in:
5
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
6
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
7
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:
8
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:
9
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:
10
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
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