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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~isPartOf:"The econometrics journal"
~subject:"Statistical distribution"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Time series analysis
Estimation theory
720
Schätztheorie
720
Theorie
286
Theory
286
Zeitreihenanalyse
110
Nichtparametrisches Verfahren
107
Nonparametric statistics
107
Estimation
97
Schätzung
96
Regression analysis
90
Regressionsanalyse
90
Panel
63
Panel study
63
Statistical test
63
Statistischer Test
63
Statistical theory
48
Statistische Methodenlehre
48
Volatilität
36
Induktive Statistik
33
Statistical inference
33
Cointegration
31
Kointegration
31
Instrumental variables
29
ARCH model
28
ARCH-Modell
28
Bootstrap approach
28
Bootstrap-Verfahren
28
Method of moments
27
Momentenmethode
27
Bayes-Statistik
25
Bayesian inference
25
Forecasting model
25
IV-Schätzung
25
Modellierung
25
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Prognoseverfahren
25
Scientific modelling
25
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Article
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161
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161
Conference paper
1
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English
161
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Phillips, Peter C. B.
7
Kumar, Dilip
4
Nelson, Daniel B.
4
Abadir, Karim Maher
3
Cubadda, Gianluca
3
Hadri, Kaddour
3
Maheswaran, S.
3
Tauchen, George Eugene
3
Andrews, Donald W. K.
2
Delgado, Miguel A.
2
Demetrescu, Matei
2
Dufour, Jean-Marie
2
Foster, Dean P.
2
Hamilton, James D.
2
Li, Jia
2
Perron, Pierre
2
Raïssi, Hamdi
2
Romano, Joseph P.
2
Sims, Christopher A.
2
Stock, James H.
2
Triacca, Umberto
2
Tzavalis, Elias
2
Uhlig, Harald
2
Velasco, Carlos
2
Watson, Mark W.
2
White, Halbert
2
Wu, Ximing
2
Xu, Weijun
2
Acocella, Nicola
1
Adams, Christopher P.
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Alvarez, Javier
1
Amini, Shahram
1
Arellano, Manuel
1
Atukorala, Ranjani
1
Bai, Jushan
1
Baillie, Richard
1
Bandi, Federico M.
1
Bao, Yong
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic modelling
The econometrics journal
Journal of econometrics
427
Econometric theory
194
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
187
Economics letters
179
Discussion paper / Tinbergen Institute
125
Econometric reviews
117
International journal of forecasting
77
CREATES research paper
75
Journal of forecasting
67
Working paper / Department of Econometrics and Business Statistics, Monash University
67
Applied economics letters
59
Econometrics : open access journal
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Insurance / Mathematics & economics
56
Journal of the American Statistical Association : JASA
56
Cowles Foundation discussion paper
54
NBER Working Paper
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Applied economics
46
Série des documents de travail / Centre de Recherche en Économie et Statistique
45
Journal of empirical finance
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Computational economics
42
Discussion paper / Center for Economic Research, Tilburg University
40
Journal of time series econometrics
40
SFB 649 discussion paper
40
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Journal of applied econometrics
36
Discussion papers of interdisciplinary research project 373
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
EUI working paper / ECO
34
NBER working paper series
34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
LSE STICERD Research Paper
30
Working paper
29
Working paper series
29
European journal of operational research : EJOR
28
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ECONIS (ZBW)
161
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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
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
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:
4
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:
5
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
6
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
7
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
8
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
9
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
10
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
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