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subject:"United Kingdom"
~isPartOf:"Econometric theory"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"ARCH model"
~subject:"Korrelation"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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United Kingdom
ARCH model
Korrelation
Volatility
Estimation theory
945
Schätztheorie
945
Theorie
371
Theory
371
Time series analysis
179
Zeitreihenanalyse
179
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
Regression analysis
103
Regressionsanalyse
103
Schätzung
59
Estimation
58
Statistical test
43
Statistischer Test
43
USA
39
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39
ARCH-Modell
36
Autocorrelation
32
Autokorrelation
32
Causality analysis
28
Kausalanalyse
28
Panel
27
Panel study
27
Cointegration
26
Kointegration
26
Method of moments
26
Momentenmethode
26
Statistical distribution
25
Statistical theory
25
Statistische Methodenlehre
25
Statistische Verteilung
25
Induktive Statistik
24
Statistical inference
24
Einheitswurzeltest
21
Monte Carlo simulation
21
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21
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21
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20
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Linton, Oliver
6
Chan, Ngai Hang
3
Francq, Christian
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Bekaert, Geert
2
Berkes, István
2
Brandt, Michael W.
2
Diebold, Francis X.
2
Kristensen, Dennis
2
Li, Degui
2
Li, Jia
2
Phillips, Peter C. B.
2
Robinson, Peter M.
2
Saikkonen, Pentti
2
Yang, Lijian
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Zhang, Rongmao
2
Alizadeh, Sassan
1
Altonji, Joseph G.
1
Andrews, Beth
1
Ang, Andrew
1
Avarucci, Marco
1
Bertrand, Marianne
1
Beutner, Eric
1
Boudoukh, Jacob
1
Burkhauser, Richard V.
1
Cavaliere, Giuseppe
1
Chan, Kung-sik
1
Chen, Xiaohong
1
Comte, Fabienne
1
Creal, Drew
1
Dai, Qiang
1
Das, Sanjiv R.
1
Dedecker, J.
1
Dehling, Herold
1
Donald, Stephen G.
1
Duflo, Esther
1
Elder, Todd E.
1
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Econometric theory
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Economics letters
65
Discussion paper / Tinbergen Institute
47
Econometric reviews
39
Journal of empirical finance
31
The econometrics journal
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
Finance research letters
24
Journal of banking & finance
24
Journal of financial econometrics
23
International journal of forecasting
22
Journal of the American Statistical Association : JASA
22
NBER Working Paper
22
Applied economics letters
21
Cambridge working papers in economics
21
Economic modelling
21
Journal of forecasting
21
Quantitative finance
20
SFB 649 discussion paper
20
Econometrics : open access journal
19
Applied economics
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Computational economics
16
Journal of applied econometrics
16
NBER working paper series
16
Oxford bulletin of economics and statistics
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
International journal of economics and financial issues : IJEFI
14
Journal of risk
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Working paper
14
CORE discussion papers : DP
13
International journal of theoretical and applied finance
13
Journal of mathematical finance
13
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ECONIS (ZBW)
80
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1
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
2
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
3
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
6
Survey under-coverage of top incomes and estimation of inequality : what is the role of the UK’s SPI adjustment?
Burkhauser, Richard V.
;
Hérault, Nicolas
;
Jenkins, Stephen
-
2017
Persistent link: https://www.econbiz.de/10011700605
Saved in:
7
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
8
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
9
On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David
;
Pötscher, Benedikt M.
- In:
Econometric theory
33
(
2017
)
1
,
pp. 1-68
Persistent link: https://www.econbiz.de/10011665247
Saved in:
10
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
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