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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Statistical distribution"
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Stochastischer Prozess
Volatility
Cointegration
Einheitswurzeltest
Estimation
Statistical distribution
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
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Markov-Kette
9
Stochastic process
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Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Maximum likelihood estimation
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English
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Enders, Walter
2
Lee, Junsoo
2
Li, Jing
2
Schweikert, Karsten
2
Abbara, Omar
1
Ali, Abdul Aziz
1
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
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Baruník, Jozef
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Bekiros, Stelios
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Blazsek, Szabolcs
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Bu, Ruijun
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Byoung Hark Yoo
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Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Cheng, Jie
1
Chevallier, Julien
1
Chu, Ba
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Eisenstat, Eric
1
Eliasson, Ann-Charlotte
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Ericsson, Neil R.
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Escribano, Álvaro
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Falk, Barry
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Fonseca, José da
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Gong, Jinguo
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Grasselli, Martino
1
Hadri, Kaddour
1
Haurin, Donald R.
1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
413
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
179
Economics letters
178
Econometric reviews
114
Econometric theory
103
Applied economics letters
90
Discussion paper / Tinbergen Institute
90
Economic modelling
74
The econometrics journal
71
CEMMAP working papers / Centre for Microdata Methods and Practice
70
Discussion paper series / IZA
64
Applied economics
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
NBER Working Paper
62
Econometrics : open access journal
57
Insurance / Mathematics & economics
57
NBER working paper series
54
Working paper / Department of Econometrics and Business Statistics, Monash University
54
CREATES research paper
51
Journal of the American Statistical Association : JASA
49
International journal of forecasting
48
Journal of applied econometrics
47
Cowles Foundation discussion paper
45
Working paper
44
European journal of operational research : EJOR
41
Journal of banking & finance
40
Journal of empirical finance
40
Working paper / National Bureau of Economic Research, Inc.
40
Discussion papers of interdisciplinary research project 373
39
CESifo working papers
38
Quantitative economics : QE ; journal of the Econometric Society
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
37
IZA Discussion Paper
37
Computational economics
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
Journal of forecasting
35
Discussion paper
34
Discussion paper / Center for Economic Research, Tilburg University
34
SFB 649 discussion paper
34
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ECONIS (ZBW)
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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
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:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
Saved in:
5
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
6
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity
Lee, Myoung-jae
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 81-91
Persistent link: https://www.econbiz.de/10012594174
Saved in:
9
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
10
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
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