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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Handbook of financial time series"
~isPartOf:"Journal of productivity analysis"
~subject:"Maximum likelihood estimation"
~subject:"Schätztheorie"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Maximum likelihood estimation
Schätztheorie
Estimation theory
74
Theorie
31
Theory
31
Technical efficiency
29
Technische Effizienz
29
Production function
25
Produktionsfunktion
25
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Estimation
15
Schätzung
15
Stochastic process
12
Efficiency
11
Effizienz
9
Time series analysis
8
Zeitreihenanalyse
8
Productivity
7
Produktivität
7
USA
7
United States
7
Volatilität
6
Data envelopment analysis
5
Data-Envelopment-Analyse
5
Panel
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Panel study
5
ARCH model
4
ARCH-Modell
4
Bayes-Statistik
4
Bayesian inference
4
Cost function
4
Deutschland
4
Germany
4
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4
Japan
4
Kostenfunktion
4
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4
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1
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60
Aufsatz in Zeitschrift
60
Aufsatz im Buch
14
Book section
14
Conference paper
2
Konferenzbeitrag
2
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English
74
Author
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Simar, Léopold
8
Parmeter, Christopher F.
5
Schmidt, Peter
4
Kumbhakar, Subal
3
Zelenyuk, Valentin
3
Amsler, Christine Elaine
2
Feng, Guohua
2
Fox, Kevin J.
2
Greene, William H.
2
Griffiths, William E.
2
Jensen, Uwe
2
Maindiratta, Ajay
2
Renault, Eric
2
Sun, Kai
2
Wang, Hung-jen
2
Wikström, Daniel
2
Zhang, Xiaohui
2
Akhavein, Jalal D.
1
Amjath-Babu, T.S.
1
Aravindakshan, Sreejith
1
Asai, Manabu
1
Banker, Rajiv D.
1
Battese, George Edward
1
Beenstock, Michael
1
Bera, Anil K.
1
Bhattacharyya, Anjana
1
Bhattacharyya, Arunava
1
Breslaw, Jon A.
1
Brockwell, Peter J.
1
Chan, Ngai Hang
1
Chavas, Jean-Paul
1
Chen, Baoline
1
Chen, Kuan-chen
1
Chib, Siddhartha
1
Chung, Ming-tai
1
Cox, Thomas Lee
1
Diewert, Walter E.
1
Dumont, Michel
1
Francq, Christian
1
Franke, Jürgen
1
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Handbook of financial time series
Journal of productivity analysis
Journal of econometrics
1,627
Economics letters
970
Econometric theory
721
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
444
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
The econometrics journal
267
Journal of applied econometrics
221
Applied economics letters
198
Oxford bulletin of economics and statistics
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
183
European journal of operational research : EJOR
181
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
International journal of forecasting
152
The review of economics and statistics
151
Econometrics : open access journal
146
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Insurance / Mathematics & economics
118
Computational economics
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Statistical papers
103
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
81
Journal of banking & finance
75
International economic review
74
Journal of empirical finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
72
Metrika : international journal for theoretical and applied statistics
70
Annales d'économie et de statistique
69
Finance research letters
67
Operations research
67
Empirical economics : a quarterly journal of the Institute for Advanced Studies
60
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
74
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1
Estimation of inefficiency in stochastic frontier models : a Bayesian kernel approach
Feng, Guohua
;
Wang, Chuan
;
Zhang, Xibin
- In:
Journal of productivity analysis
51
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012305574
Saved in:
2
Model averaging estimators for the stochastic frontier model
Parmeter, Christopher F.
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Journal of productivity analysis
51
(
2019
)
2/3
,
pp. 91-103
Persistent link: https://www.econbiz.de/10012305597
Saved in:
3
Estimation of the two-tiered stochastic frontier model with the scaling property
Parmeter, Christopher F.
- In:
Journal of productivity analysis
49
(
2018
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10012005034
Saved in:
4
Application of a bias-corrected meta-frontier approach and an endogenous switching regression to analyze the technical efficiency of conservation tillage for wheat in South Asia
Aravindakshan, Sreejith
;
Rossi, Frederick
;
Amjath-Babu, T.S.
- In:
Journal of productivity analysis
49
(
2018
)
2/3
,
pp. 153-171
Persistent link: https://www.econbiz.de/10012005078
Saved in:
5
Estimation and testing of stochastic frontier models using variational Bayes
Hajargasht, Gholamreza
;
Griffiths, William E.
- In:
Journal of productivity analysis
50
(
2018
)
1/2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012005105
Saved in:
6
Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation : a nonparametric approach
Huiban, Jean-Pierre
;
Mastromarco, Camilla
;
Musolesi, Antonio
- In:
Journal of productivity analysis
50
(
2018
)
3
,
pp. 85-100
Persistent link: https://www.econbiz.de/10012005124
Saved in:
7
Estimation of technical change and price elasticities : a categorical time-varying coefficient approach
Feng, Guohua
;
Gao, Jiti
;
Zhang, Xiaohui
- In:
Journal of productivity analysis
50
(
2018
)
3
,
pp. 117-138
Persistent link: https://www.econbiz.de/10012005130
Saved in:
8
Nonparametric least squares methods for stochastic frontier models
Simar, Léopold
;
Van Keilegom, Ingrid
;
Zelenyuk, Valentin
- In:
Journal of productivity analysis
47
(
2017
)
3
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011878343
Saved in:
9
Nonparametric estimation of the determinants of inefficiency
Parmeter, Christopher F.
;
Wang, Hung-jen
;
Kumbhakar, Subal
- In:
Journal of productivity analysis
47
(
2017
)
3
,
pp. 205-221
Persistent link: https://www.econbiz.de/10011878362
Saved in:
10
Estimating alternative technology sets in nonparametric efficiency analysis: restriction tests for panel and clustered data
Neumann, Anne
;
Nieswand, Maria
;
Schubert, Torben
- In:
Journal of productivity analysis
45
(
2016
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10011631382
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