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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"The econometrics journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Theory
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
Estimation
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Schätzung
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Induktive Statistik
19
Statistical inference
19
Modellierung
16
Scientific modelling
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
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Heteroskedastizität
13
Method of moments
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Momentenmethode
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Forecasting model
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IV-Schätzung
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English
44
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Hausman, Jerry A.
2
Perron, Pierre
2
Abadir, Karim Maher
1
Abrevaya, Jason
1
Bai, Jushan
1
Baltagi, Badi H.
1
Bravo, Francesco
1
Breslaw, Jon A.
1
Chen, Jia
1
Coudin, Elise
1
Danilov, Dmitry L.
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Fan, Jianqing
1
Frühwirth-Schnatter, Sylvia
1
Gao, Jiti
1
Gu, Juan
1
Götz, Thomas B.
1
Gørgens, Tue
1
Hahn, Jinyong
1
Hauzenberger, Klemens
1
Hoderlein, Stefan
1
Hoover, Kevin D.
1
Hounyo, Ulrich
1
Hubner, Stefan
1
Jochmans, Koen
1
Jung, Byoung C.
1
Karaca-Mandic, Pinar
1
Kim, Kyoo Il
1
Kiviet, J. F.
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Knight, John L.
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Koop, Gary
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Krishnamurthy, Vikram
1
Kuersteiner, Guido M.
1
Li, Degui
1
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1
Li, Qi
1
Lin, Zhengyan
1
Magnac, Thierry
1
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The econometrics journal
Journal of econometrics
494
Economics letters
414
Econometric theory
309
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Econometric reviews
157
Journal of applied econometrics
140
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
123
Discussion paper / Tinbergen Institute
108
Oxford bulletin of economics and statistics
103
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Center for Economic Research, Tilburg University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Journal of forecasting
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
Working paper series
55
Technical working paper / National Bureau of Economic Research
54
American journal of agricultural economics
53
Discussion paper series / IZA
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Cowles Foundation discussion paper
47
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
44
Journal of the Royal Statistical Society
41
Working paper
41
Economic modelling
40
CREATES research paper
39
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
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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
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:
3
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:
4
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:
5
A note on sufficiency in binary panel models
Jochmans, Koen
;
Magnac, Thierry
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 259-269
Persistent link: https://www.econbiz.de/10011757406
Saved in:
6
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:
7
Testing for structural change under non-stationary variances
Xu, Ke-Li
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 274-305
Persistent link: https://www.econbiz.de/10011378499
Saved in:
8
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
Saved in:
9
Asymptotics for threshold regression under general conditions
Yu, Ping
;
Zhao, Yongqiang
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 430-462
Persistent link: https://www.econbiz.de/10010253632
Saved in:
10
Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
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