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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:"Theorie"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Theorie
Estimation theory
1,410
Schätztheorie
1,410
Theory
571
Time series analysis
274
Zeitreihenanalyse
274
Nichtparametrisches Verfahren
212
Nonparametric statistics
212
Regression analysis
170
Regressionsanalyse
170
Statistical test
103
Statistischer Test
103
Estimation
92
Schätzung
92
Panel
82
Panel study
82
Autocorrelation
64
Autokorrelation
64
Method of moments
60
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60
ARCH model
59
ARCH-Modell
59
Statistical theory
59
Statistische Methodenlehre
59
Statistical distribution
56
Statistische Verteilung
56
Cointegration
48
Kointegration
47
Volatilität
41
Bootstrap approach
39
Bootstrap-Verfahren
39
Induktive Statistik
38
Modellierung
38
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38
Statistical inference
38
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37
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37
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36
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34
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1
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464
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162
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466
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466
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160
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160
Graue Literatur
158
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158
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136
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136
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3
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3
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2
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1
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Gouriéroux, Christian
19
Robert, Christian P.
17
Zakoïan, Jean-Michel
14
Francq, Christian
12
Guégan, Dominique
10
Linton, Oliver
9
Monfort, Alain
9
Jasiak, Joann
8
Lee, Lung-fei
8
Fermanian, Jean-David
7
Lieberman, Offer
7
Phillips, Peter C. B.
7
Rousseau, Judith
7
Saikkonen, Pentti
7
White, Halbert
7
Wooldridge, Jeffrey M.
7
Comte, Fabienne
6
Ghysels, Eric
6
Knight, John L.
6
Robin, Jean-Marc
6
Scaillet, Olivier
6
Andrews, Donald W. K.
5
Berred, Alexandre M.
5
Chambers, Marcus J.
5
Darolles, Serge
5
Delecroix, Michel
5
Fan, Yanqin
5
Guerre, Emmanuel
5
Hristache, Marian
5
Jong, Robert M. de
5
Lütkepohl, Helmut
5
McAleer, Michael
5
Park, Joon Y.
5
Philippe, Anne
5
Zinde-Walsh, Victoria
5
Baltagi, Badi H.
4
Bera, Anil K.
4
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
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Econometric reviews
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
494
Economics letters
414
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of applied econometrics
140
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
124
Discussion paper / Tinbergen Institute
108
Oxford bulletin of economics and statistics
103
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Center for Economic Research, Tilburg University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Journal of forecasting
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
Working paper series
55
Technical working paper / National Bureau of Economic Research
54
American journal of agricultural economics
53
Discussion paper series / IZA
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Cowles Foundation discussion paper
47
The econometrics journal
45
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
44
Journal of the Royal Statistical Society
41
Working paper
41
Economic modelling
40
CREATES research paper
39
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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ECONIS (ZBW)
626
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626
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
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7
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
8
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
9
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
10
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
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