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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~language:"eng"
~subject:"Bayesian inference"
~subject:"Monte-Carlo-Simulation"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bayesian inference
Monte-Carlo-Simulation
United States
Estimation theory
105
Schätztheorie
105
Theorie
36
Theory
36
Time series analysis
18
Zeitreihenanalyse
18
Ökonometrik
13
Probability theory
9
Wahrscheinlichkeitsrechnung
9
Saisonale Schwankungen
7
Seasonal variations
7
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7
Bayes-Statistik
6
Statistical distribution
5
Statistiktheorie
5
Statistische Verteilung
5
Estimation
4
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4
Mathematical programming
4
Mathematische Optimierung
4
Mehrgleichungsmodell
4
Monte Carlo simulation
4
Multiple equation model
4
Prognoseverfahren
4
Regression analysis
4
Regressionsanalyse
4
Schätzung
4
USA
4
Einkommensverteilung
3
Income distribution
3
Korrelation
3
Modell
3
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3
Niederlande
3
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3
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3
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13
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Working Paper
Arbeitspapier
13
Graue Literatur
3
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3
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English
Author
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Kloek, T.
4
Dijk, H. K. van
3
Harkema, R.
3
Berg, P. ter
1
Boender, C. G. E.
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Doornik, Jurgen A.
1
Franses, Philip Hans
1
Haan, L. de
1
Kan, A. H. G. Rinnooy
1
Kleibergen, Frank
1
Loeff, Schim van der
1
Louter, A. S.
1
Ooms, Marius
1
Teekens, R.
1
Telgen, J.
1
Urbain, Jean-Pierre
1
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Report / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
53
Discussion paper / Tinbergen Institute
50
CREATES research paper
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Discussion paper series / IZA
27
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Working paper
24
Discussion papers / CEPR
20
CESifo working papers
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Technical working paper / National Bureau of Economic Research
16
Working papers
16
Discussion paper / Centre for Economic Policy Research
14
Discussion paper
13
SFB 649 discussion paper
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Discussion paper / Center for Economic Research, Tilburg University
10
Finance and economics discussion series
10
NBER working paper series
10
Sveriges Riksbank working paper series
10
CORE discussion paper : DP
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Economics working paper
9
KBI
9
Staff reports / Federal Reserve Bank of New York
9
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
8
Economics discussion papers
8
Federal Reserve Bank of Cleveland working paper series
8
Working papers / Rutgers University, Department of Economics
8
CORE discussion papers : DP
7
Cowles Foundation discussion paper
7
Discussion paper / Department of Economics, University of California San Diego
7
Discussion paper series
7
Discussion papers of interdisciplinary research project 373
7
Working paper series
7
Working papers / Federal Reserve Bank of Philadelphia, Research Department
7
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
Documento de trabajo
6
ERID working paper
6
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ECONIS (ZBW)
13
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1
Inference and forecasting for fractional autoregressive integrated moving average models : with an application to US and UK inflation
Ooms, Marius
;
Doornik, Jurgen A.
-
1999
Persistent link: https://www.econbiz.de/10001526108
Saved in:
2
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
3
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1994
Persistent link: https://www.econbiz.de/10000903476
Saved in:
4
Bayesian multinominal estimation of animal population size
Boender, C. G. E.
;
Kan, A. H. G. Rinnooy
-
1983
Persistent link: https://www.econbiz.de/10001561652
Saved in:
5
A spectral representation for max-stable processes
Haan, L. de
-
1983
Persistent link: https://www.econbiz.de/10003552624
Saved in:
6
Monte Carlo analysis of skew posterior distributions : an illustrative econometric example
Dijk, H. K. van
;
Kloek, T.
-
1982
Persistent link: https://www.econbiz.de/10001561715
Saved in:
7
Bayesian limited information analysis of nonlinear simultaneous equations system
Berg, P. ter
;
Harkema, R.
-
1980
Persistent link: https://www.econbiz.de/10003549131
Saved in:
8
On redundancy in systems of linear inequalities
Telgen, J.
-
1977
Persistent link: https://www.econbiz.de/10001563009
Saved in:
9
Bayesian estimates of equation system parameters : an application of integration by Monte Carlo
Kloek, T.
;
Dijk, H. K. van
-
1976
Persistent link: https://www.econbiz.de/10001563152
Saved in:
10
Bayesian estimates of equation system parameters : an unorthodox application of Monte Carlo
Kloek, T.
;
Dijk, H. K. van
-
1975
Persistent link: https://www.econbiz.de/10001567140
Saved in:
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