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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The review of economics and statistics"
~subject:"Schätztheorie"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Schätztheorie
Schätzung
Estimation theory
248
Theorie
126
Theory
126
Time series analysis
63
Zeitreihenanalyse
63
Estimation
54
USA
48
United States
48
ARCH model
18
ARCH-Modell
18
Regression analysis
18
Regressionsanalyse
18
Volatilität
18
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Capital income
13
Cointegration
13
Kapitaleinkommen
13
Kointegration
13
Simulation
12
Statistical test
11
Statistischer Test
11
Forecasting model
10
Markov chain
10
Markov-Kette
10
Nichtlineare Regression
10
Nonlinear regression
10
Prognoseverfahren
10
Stochastic process
10
VAR model
10
VAR-Modell
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Börsenkurs
8
Causality analysis
8
Kausalanalyse
8
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116
Free
2
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Article
248
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Aufsatz in Zeitschrift
Article in journal
248
Collection of articles of several authors
2
Sammelwerk
2
Language
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English
248
Author
All
Godfrey, L. G.
3
Heckman, James J.
3
Iglesias, Emma M.
3
Startz, Richard
3
Abadie, Alberto
2
Angrist, Joshua D.
2
Bai, Jushan
2
Campbell, Bryan
2
Dubin, Robin A.
2
Dufour, Jean-Marie
2
Enders, Walter
2
Kasy, Maximilian
2
Kilian, Lutz
2
Koop, Gary
2
Lee, Junsoo
2
Li, Jing
2
Maddala, Gangadharrao S.
2
Magee, Lonnie
2
McAleer, Michael
2
Pavlidis, Efthymios G.
2
Schweikert, Karsten
2
Seaks, Terry G.
2
Teräsvirta, Timo
2
Woolridge, Jeffrey M.
2
Abbara, Omar
1
Agodini, Roberto
1
Ali, Abdul Aziz
1
Aliber, Michael
1
Alston, Julian Mark
1
An, Mark Yuying
1
Anatolyev, Stanislav
1
Andrews, Donald W. K.
1
Ashenfelter, Orley
1
Atems, Bebonchu
1
Baillie, Richard
1
Baldeaux, Jan
1
Baltagi, Badi H.
1
Banerjee, Anurag Narayan
1
Barnichon, Regis
1
Baruník, Jozef
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The review of economics and statistics
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
446
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
312
The econometrics journal
268
Journal of applied econometrics
220
Applied economics letters
198
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
153
Econometrics : open access journal
146
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Insurance / Mathematics & economics
117
Computational economics
108
Statistical papers
102
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
77
Journal of empirical finance
75
Journal of banking & finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Finance research letters
65
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
248
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
Saved in:
3
Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits
Qu, Zhongjun
;
Yoon, Jungmo
;
Perron, Pierre
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 521-541
Persistent link: https://www.econbiz.de/10014536847
Saved in:
4
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
5
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
6
Panel data models with two threshold variables
Lamadrid-Contreras, Arturo
;
Ramírez-Rondán, Nelson R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10014372881
Saved in:
7
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
8
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
A Gini estimator for regression with autocorrelated errors
Ka, Ndéné
;
Mussard, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10014288860
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