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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"The econometrics journal"
~subject:"Scientific modelling"
~type:"article"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Scientific modelling
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
55
Panel
39
Panel study
39
Time series analysis
37
Zeitreihenanalyse
37
Statistical test
36
Statistischer Test
36
Theorie
31
Theory
31
Estimation
28
Schätzung
28
Induktive Statistik
19
Statistical inference
19
Modellierung
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Instrumental variables
15
Statistical distribution
15
Statistische Verteilung
15
ARCH model
14
ARCH-Modell
14
Autocorrelation
14
Autokorrelation
13
Heteroscedasticity
13
Heteroskedastizität
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Method of moments
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Momentenmethode
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Forecasting model
12
IV-Schätzung
12
Prognoseverfahren
12
Cointegration
11
Kointegration
11
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30
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English
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Abadir, Karim Maher
1
Adams, Christopher P.
1
Bai, Jushan
1
Chen, Haiqiang
1
Chen, Jia
1
Choi, Hwan-sik
1
Chong, Terence Tai-Leung
1
Coudin, Elise
1
Deb, Partha
1
Delgado, Miguel A.
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Gao, Jiti
1
Götz, Thomas B.
1
Hauzenberger, Klemens
1
Henry, Marc
1
Hidalgo, Javier
1
Hoderlein, Stefan
1
Hoover, Kevin D.
1
Hounyo, Ulrich
1
Hubner, Stefan
1
Kejriwal, Mohitosh
1
Kiefer, Nicholas Maximilian
1
Knight, John L.
1
Kreiss, Alexander
1
Krishnamurthy, Vikram
1
Kuo, Biing-shen
1
Li, Degui
1
Lin, Zhengyan
1
Liu, Chu-An
1
Liu, Qingfeng
1
Ma, Yanyuan
1
Mammen, Enno
1
Masten, Matthew A
1
Monfardini, Chiara
1
Moscone, Francesco
1
Mourifié, Ismael
1
Ning, Cathy Q.
1
Okui, Ryo
1
Perez, Stephen J.
1
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The econometrics journal
Journal of econometrics
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
55
Econometric reviews
51
Discussion paper / Tinbergen Institute
48
Econometric theory
37
Economic modelling
33
CREATES research paper
29
Journal of empirical finance
26
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Econometrics : open access journal
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
International journal of forecasting
22
Cowles Foundation discussion paper
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Quantitative finance
20
European journal of operational research : EJOR
18
NBER Working Paper
18
Quantitative economics : QE ; journal of the Econometric Society
18
Journal of forecasting
17
NBER working paper series
17
Finance research letters
16
Journal of banking & finance
16
International journal of theoretical and applied finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Journal of risk and financial management : JRFM
14
Computational economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of the American Statistical Association : JASA
13
Operations research
13
Working paper / National Bureau of Economic Research, Inc.
13
Discussion papers of interdisciplinary research project 373
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Center for Economic Research, Tilburg University
11
Insurance / Mathematics & economics
11
Journal of applied econometrics
11
Mathematics of operations research
11
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ECONIS (ZBW)
30
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1
Choosing exogeneity assumptions in potential outcome models
Masten, Matthew A
;
Poirier, Alexandre
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10014391678
Saved in:
2
Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander
;
Rothe, Christoph
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
Saved in:
3
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:
4
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
5
Model averaging estimation for high-dimensional covariance matrices with a network structure
Zhu, Rong
;
Zhang, Xinyu
;
Ma, Yanyuan
;
Zou, Guohua
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 177-197
Persistent link: https://www.econbiz.de/10012504463
Saved in:
6
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
7
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
8
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
9
Sparse estimation of huge networks with a block-wise structure
Moscone, Francesco
;
Tosetti, Elisa
;
Vinciotti, Veronica
- In:
The econometrics journal
20
(
2017
)
3
,
pp. 61-85
Persistent link: https://www.econbiz.de/10011805012
Saved in:
10
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
Saved in:
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