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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"SFB 649 discussion paper"
~subject:"Monte-Carlo-Simulation"
~subject:"Produktionsfunktion"
~subject:"Schätztheorie"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Monte-Carlo-Simulation
Produktionsfunktion
Schätztheorie
Share price
Estimation theory
458
Theorie
183
Theory
183
Time series analysis
80
Zeitreihenanalyse
80
Estimation
79
Schätzung
79
Nichtparametrisches Verfahren
74
Nonparametric statistics
74
Regression analysis
63
Regressionsanalyse
63
Statistical distribution
28
Statistische Verteilung
28
Statistical test
26
Statistischer Test
26
Forecasting model
20
Prognoseverfahren
20
Deutschland
19
Germany
19
Panel
19
Panel study
19
Simulation
19
Bayes-Statistik
17
Bayesian inference
17
Probability theory
17
Robust statistics
17
Robustes Verfahren
17
Sampling
17
Stichprobenerhebung
17
Wahrscheinlichkeitsrechnung
17
Volatilität
16
Cointegration
15
Kointegration
15
Outliers
15
Stochastic process
15
Ausreißer
14
Bootstrap approach
14
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Free
145
Undetermined
48
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Book / Working Paper
275
Article
183
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Arbeitspapier
271
Working Paper
271
Graue Literatur
206
Non-commercial literature
206
Article in journal
186
Aufsatz in Zeitschrift
186
Collection of articles of several authors
5
Sammelwerk
5
Conference proceedings
2
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2
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1
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1
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English
457
German
1
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Härdle, Wolfgang
35
Einmahl, John H. J.
24
Čížek, Pavel
17
Steel, Mark F. J.
16
Kleijnen, Jack P. C.
11
Osiewalski, Jacek
11
Werker, Bas J. M.
11
Bibinger, Markus
10
Drost, Feike C.
10
Magnus, Jan R.
9
Nijman, Theodore E.
9
Reiß, Markus
8
Soest, Arthur van
8
Segers, Johan
7
Spokojnyj, Vladimir G.
7
Baltagi, Badi H.
6
Fernández, Carmen
6
Hautsch, Nikolaus
6
Lütkepohl, Helmut
6
Mammen, Enno
6
Melenberg, Bertrand
6
Moors, Johannes J. A.
6
Schienle, Melanie
6
Akker, Ramon van den
5
Bera, Anil K.
5
Groenendaal, Willem J. van
5
Krämer, Walter
5
Verbeek, Marno
5
Yang, Lijian
5
Bierens, Herman J.
4
Breunig, Christoph
4
Chen Zhou
4
Chib, Siddhartha
4
He, Yi
4
Imbens, Guido
4
McAleer, Michael
4
Staszewska-Bystrova, Anna
4
Strijbosch, L. W. G.
4
Wang, Weining
4
Winker, Peter
4
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Center for Economic Research <Tilburg>
18
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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Discussion paper / Center for Economic Research, Tilburg University
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
SFB 649 discussion paper
Journal of econometrics
1,639
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
447
CEMMAP working papers / Centre for Microdata Methods and Practice
364
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
Discussion paper / Tinbergen Institute
304
NBER working paper series
299
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
European journal of operational research : EJOR
181
Applied economics
173
Discussion paper
168
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Working paper / Department of Econometrics and Business Statistics, Monash University
167
International journal of forecasting
153
The review of economics and statistics
151
Econometrics : open access journal
146
Working paper
142
Economic modelling
139
CREATES research paper
137
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
458
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458
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value inference for general heterogeneous data
He, Yi
;
Einmahl, John H. J.
-
2024
Persistent link: https://www.econbiz.de/10014528470
Saved in:
3
Bias-corrected instrumental variable estimation in linear dynamic panel data models
Chen, Weihao
;
Čížek, Pavel
-
2023
Persistent link: https://www.econbiz.de/10014427624
Saved in:
4
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
5
Extreme value inference for general heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2022
Persistent link: https://www.econbiz.de/10013343247
Saved in:
6
Improved regression inference using a second overlapping regression model
Peng, Liang
;
Einmahl, John H. J.
-
2021
Persistent link: https://www.econbiz.de/10012653552
Saved in:
7
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
8
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
9
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
10
Unified extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2020
Persistent link: https://www.econbiz.de/10012291907
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