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subject:"Volatilität"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~language:"eng"
~subject:"Maximum likelihood estimation"
~subject:"Statistical test"
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Search: subject_exact:"Autoregressives Modell"
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Volatilität
Maximum likelihood estimation
Statistical test
Autocorrelation
36
Autokorrelation
36
Theorie
15
Theory
15
Estimation theory
12
Schätztheorie
12
Estimation
11
Schätzung
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Time series analysis
8
Zeitreihenanalyse
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Regional economics
7
Regionalökonomik
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Statistischer Test
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Maximum-Likelihood-Schätzung
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Correlation
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Kointegration
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Nichtparametrisches Verfahren
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Nonparametric statistics
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USA
3
United States
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serial correlation
3
Bayes-Statistik
2
Bayesian inference
2
Bootstrap approach
2
Bootstrap-Verfahren
2
China
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Akker, Ramon van den
2
Drost, Feike C.
2
Jochmans, Koen
2
Werker, Bas J. M.
2
Čížek, Pavel
2
Calzolari, Giorgio
1
Deschamps, Jean-Philippe
1
Figueiredo, Calebe
1
Grobys, Klaus
1
Leung, Siu Fai
1
Magazzini, Laura
1
Rabovic, Renata
1
Rabovič, Renata
1
Silva, Alan Ricardo da
1
Verardi, Vincenzo
1
Yu, Shihti
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Cambridge working papers in economics
Discussion paper / Center for Economic Research, Tilburg University
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
47
Econometric reviews
17
Econometric theory
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Economics letters
9
The econometrics journal
9
Discussion paper / Tinbergen Institute
8
Energy economics
7
Regional science & urban economics
7
Applied economics letters
6
International journal of forecasting
6
Journal of empirical finance
6
The European journal of finance
6
International review of financial analysis
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Economic modelling
4
Finance research letters
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Working paper
4
Applied financial economics
3
CREATES research paper
3
Columbia economics discussion paper series / Department of Economics, Columbia University
3
Cowles Foundation discussion paper
3
Discussion papers in economics
3
Discussion papers of interdisciplinary research project 373
3
International review of economics & finance : IREF
3
Journal of financial econometrics
3
Recent work / Department of Economics, UC San Diego
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
3
Applied economics
2
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
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ECONIS (ZBW)
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1
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovic, Renata
;
Čížek, Pavel
-
2020
Persistent link: https://www.econbiz.de/10013183729
Saved in:
2
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
3
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
4
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovič, Renata
;
Čížek, Pavel
-
2016
Persistent link: https://www.econbiz.de/10011453490
Saved in:
5
Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity
Grobys, Klaus
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1189-1202
Persistent link: https://www.econbiz.de/10011304126
Saved in:
6
A matrix exponential spatial specification approach to panel data models
Figueiredo, Calebe
;
Silva, Alan Ricardo da
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10011318299
Saved in:
7
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
8
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Calzolari, Giorgio
;
Magazzini, Laura
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 145-152
Persistent link: https://www.econbiz.de/10009582138
Saved in:
9
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
10
The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai
;
Yu, Shihti
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
4
,
pp. 721-726
Persistent link: https://www.econbiz.de/10001625682
Saved in:
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