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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Estimation theory
1,407
Schätztheorie
1,407
Theorie
571
Theory
571
Time series analysis
274
Zeitreihenanalyse
274
Nichtparametrisches Verfahren
211
Nonparametric statistics
211
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168
Regressionsanalyse
168
Statistical test
103
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Estimation
91
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59
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59
Statistical theory
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59
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48
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41
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38
Scientific modelling
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Induktive Statistik
37
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37
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Phillips, Peter C. B.
6
Cavaliere, Giuseppe
3
Gouriéroux, Christian
3
Jasiak, Joann
3
Maasoumi, Esfandiar
3
Taylor, Robert
3
Teräsvirta, Timo
3
Wang, Qiying
3
Bohn Nielsen, Heino
2
Chevillon, Guillaume
2
Duffy, James A.
2
Ghysels, Eric
2
Kanaya, Shin
2
Kristensen, Dennis
2
Li, Dong
2
Li, Jia
2
Ling, Shiqing
2
Lütkepohl, Helmut
2
McAleer, Michael
2
Park, Joon Y.
2
Paruolo, Paolo
2
Renault, Eric
2
Simar, Léopold
2
Wagner, Martin
2
Amado, Cristina
1
Arteche, Josu
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Bao, Yong
1
Barassi, Marco R.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bertholon, Henri
1
Blasques, Francisco
1
Boswijk, Herman Peter
1
Breitung, Jörg
1
Bresson, Georges
1
Brownlees, Christian
1
Brune, Barbara
1
Bunzel, Helle
1
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Econometric reviews
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Economics letters
53
Discussion paper / Tinbergen Institute
48
Economic modelling
41
CREATES research paper
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Econometrics : open access journal
29
Cowles Foundation discussion paper
27
The econometrics journal
25
Applied economics letters
24
International journal of forecasting
23
Journal of empirical finance
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Quantitative finance
19
Finance research letters
18
Applied economics
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
International journal of economics and financial issues : IJEFI
17
Journal of financial econometrics
17
Journal of forecasting
17
Discussion papers of interdisciplinary research project 373
16
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
International journal of theoretical and applied finance
15
European journal of operational research : EJOR
14
Computational economics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
The North American journal of economics and finance : a journal of financial economics studies
13
NBER Working Paper
12
Working paper
12
Cowles Foundation Discussion Paper
11
International journal of economics and finance
11
Journal of time series econometrics
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ECONIS (ZBW)
109
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109
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1
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
7
Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.
;
Simar, Léopold
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
Saved in:
8
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
9
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
10
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
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