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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The review of economics and statistics"
~person:"Tsionas, Efthymios G."
~subject:"Sampling"
~subject:"Schätztheorie"
~subject:"Simulation"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Sampling
Schätztheorie
Simulation
Theorie
Estimation theory
4
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
ARCH
1
Allocative efficiency
1
Allokationseffizienz
1
Endogeneity
1
Heterogeneity
1
Heteroskedasticity
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Local maximum likelihood
1
Multivariate Verteilung
1
Multivariate distribution
1
Regression analysis
1
Regressionsanalyse
1
Semiparametric estimation
1
Technical efficiency
1
Technische Effizienz
1
efficiency
1
excess kurtosis
1
instrumental variables
1
least squares
1
linearity tests
1
regression models
1
semiparametric copula
1
semiparametric efficient
1
sieve maximum likelihood
1
smooth transition models
1
spurious inference
1
two-stage least squares
1
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Aufsatz in Zeitschrift
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English
4
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Tsionas, Efthymios G.
Baltagi, Badi H.
11
Teräsvirta, Timo
7
Dufour, Jean-Marie
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
Gao, Jiti
5
Hsiao, Cheng
5
Lee, Lung-fei
5
Li, Qi
5
Racine, Jeffrey
5
Bera, Anil K.
4
Godfrey, L. G.
4
Hall, Alastair R.
4
Kao, Chihwa
4
Kapetanios, George
4
Kilian, Lutz
4
King, Maxwell L.
4
Kumbhakar, Subal
4
Linton, Oliver
4
Liu, Long
4
Liu, Xiaodong
4
Otsu, Taisuke
4
Perron, Pierre
4
Tu, Yundong
4
Wan, Alan T. K.
4
Ai, Chunrong
3
Bai, Jushan
3
Bao, Yong
3
Bollerslev, Tim
3
Breitung, Jörg
3
Cai, Zongwu
3
Caner, Mehmet
3
Chen, Yi-ting
3
Dagum, Estela Bee
3
Fan, Yanqin
3
Fiebig, Denzil G.
3
Golan, Amos
3
Guggenberger, Patrik
3
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Econometric reviews
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The review of economics and statistics
European journal of operational research : EJOR
12
Economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of econometrics
3
International journal of hospitality management
2
Applied economics
1
Computational economics
1
Economic modelling
1
Economic systems research
1
European economic review : EER
1
International journal of contemporary hospitality management
1
International journal of forecasting
1
International journal of production economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Operations research
1
Oxford bulletin of economics and statistics
1
Southern economic journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism management : research, policies, practice
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ECONIS (ZBW)
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1
Efficiency gains in least squares estimation : a new approach
Papadopoulos, Alecos
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013167581
Saved in:
2
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
Saved in:
3
The spurious effect of ARCH errors on linearity tests : a theoretical note and an alternative maximum likelihood approach
Pavlidis, Efthymios G.
;
Tsionas, Efthymios G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011897447
Saved in:
4
On the joint estimation of heterogeneous technologies, technical, and allocative inefficiency
Tsionas, Efthymios G.
;
Tran, Kien C.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 871-893
Persistent link: https://www.econbiz.de/10011590632
Saved in:
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