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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"The econometrics journal"
~subject:"Cointegration"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Cointegration
Statistical distribution
Estimation theory
353
Schätztheorie
353
Theorie
114
Theory
114
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Regression analysis
74
Regressionsanalyse
74
Time series analysis
54
Zeitreihenanalyse
54
Statistical test
44
Statistischer Test
44
Estimation
40
Panel
40
Panel study
40
Schätzung
40
Statistische Verteilung
22
Induktive Statistik
19
Statistical inference
19
Bootstrap approach
18
Bootstrap-Verfahren
18
Stochastic process
18
Volatilität
17
Autocorrelation
16
Modellierung
16
Scientific modelling
16
ARCH model
15
ARCH-Modell
15
Autokorrelation
15
Instrumental variables
15
Heteroscedasticity
14
Heteroskedastizität
14
Kointegration
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Method of moments
13
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Undetermined
14
Free
2
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Article
40
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23
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40
Aufsatz in Zeitschrift
40
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
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1
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English
63
Author
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Küchler, Uwe
4
Spokojnyj, Vladimir G.
4
Härdle, Wolfgang
3
Bohn Nielsen, Heino
2
Butucea, Cristina
2
Läuter, Henning
2
Vasiliev, Vjatscheslav A.
2
Wu, Ximing
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Bai, Jushan
1
Bao, Yong
1
Bianchi, Michele Leonardo
1
Breitung, Jörg
1
Calzolari, Giorgio
1
Carrion i Silvestre, Josep Lluís
1
Chambers, Marcus J.
1
Chen, Jia
1
Cheng, Xu
1
Coudin, Elise
1
Cubadda, Gianluca
1
Danilov, Dmitry L.
1
Dankenbring, Henning
1
Delgado, Miguel A.
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fan, Jianqing
1
Frederiksen, Per
1
Gao, Jiti
1
García, Andrés
1
Genon-Catalot, Valentine
1
Grammig, Joachim
1
Guo, Zheng-feng
1
Guščin, Aleksandr A.
1
Götz, Thomas B.
1
Hauzenberger, Klemens
1
Herwartz, Helmut
1
Hoga, Yannick
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
The econometrics journal
Journal of econometrics
246
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
73
Econometric reviews
72
Econometric theory
69
Discussion paper / Tinbergen Institute
64
Insurance / Mathematics & economics
51
Economic modelling
43
CREATES research paper
42
Econometrics : open access journal
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Cowles Foundation discussion paper
34
International journal of forecasting
32
Applied economics letters
30
Journal of empirical finance
28
Discussion paper / Center for Economic Research, Tilburg University
26
Discussion papers of interdisciplinary research project 373
26
Applied economics
24
European journal of operational research : EJOR
24
Journal of the American Statistical Association : JASA
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Finance research letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of financial econometrics
22
Journal of forecasting
22
Journal of risk and financial management : JRFM
22
SFB 649 discussion paper
22
Journal of banking & finance
21
Quantitative finance
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Computational economics
18
International journal of economics and financial issues : IJEFI
17
International journal of theoretical and applied finance
17
NBER Working Paper
17
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ECONIS (ZBW)
63
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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
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:
3
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
4
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
5
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
6
Testing collinearity of vector time series
McElroy, Tucker
;
Jach, Agnieszka
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10012166700
Saved in:
7
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
8
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
9
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
10
A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
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