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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regressionsanalyse"
~type_genre:"Bibliography included"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Volatilität
Nichtparametrisches Verfahren
Regressionsanalyse
Estimation theory
29
Schätztheorie
29
Theorie
24
Theory
24
Time series analysis
5
Zeitreihenanalyse
5
Nonparametric statistics
4
Statistik
4
ARCH model
2
ARCH-Modell
2
Econometric model
2
Estimation
2
Korrelation und Regression
2
Schätzmethodik und Testmethodik
2
Schätzung
2
Simulation
2
Statistical theory
2
Statistische Methodenlehre
2
Volatility
2
Ökonometrisches Modell
2
1885-1994
1
1985-1996
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Aggregation
1
Causality analysis
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Currency derivative
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Economic convergence
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Fehler
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Growth theory
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Großbritannien
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Kausalanalyse
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Nichtlineare Optimierung
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Nonlinear programming
1
Regression analysis
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Sampling
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USA
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Book / Working Paper
6
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Working Paper
Bibliography included
Forschungsbericht
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
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English
6
Author
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Linton, Oliver
2
Nishiyama, Y.
2
Robinson, Peter M.
2
Zaffaroni, Paolo
2
Robinson, P. M.
1
Xiao, Zhijie
1
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CEMMAP working papers / Centre for Microdata Methods and Practice
180
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
95
Discussion paper / Tinbergen Institute
81
Discussion papers of interdisciplinary research project 373
69
Discussion paper series / IZA
64
Cowles Foundation discussion paper
62
Working paper / Department of Econometrics and Business Statistics, Monash University
54
SFB 649 discussion paper
47
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
41
CREATES research paper
40
Discussion paper / Center for Economic Research, Tilburg University
37
KBI
35
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
Working papers / TSE : WP
34
Working paper
30
Working papers series in theoretical and applied economics
27
Boston College working papers in economics
26
Working paper / National Bureau of Economic Research, Inc.
24
CESifo working papers
21
ECARES working paper
19
Econometrics papers
19
Discussion paper
17
Working papers
16
Discussion papers / CEPR
15
CORE discussion papers : DP
14
Department of Economics working paper series / McMaster University, Department of Economics
13
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
12
Research paper series / Swiss Finance Institute
12
Série des documents de travail
12
Working paper series
12
Working papers / Penn Institute for Economic Research
12
CORE discussion paper : DP
10
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
10
Discussion papers in economics
10
CAEPR working papers
9
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
GRIPS discussion papers
9
Technical working paper / National Bureau of Economic Research
9
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ECONIS (ZBW)
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1
A nonparametric regression estimator that adapts to error distribution of unkown form
Linton, Oliver
;
Xiao, Zhijie
-
2001
Persistent link: https://www.econbiz.de/10001593437
Saved in:
2
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001510243
Saved in:
3
Edgeworth expansions for semiparametric averaged derivates
Nishiyama, Y.
;
Robinson, P. M.
-
1999
Persistent link: https://www.econbiz.de/10001429063
Saved in:
4
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
5
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
6
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000964422
Saved in:
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