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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Regressionsanalyse"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Estimation theory
184
Schätztheorie
184
Theorie
82
Theory
82
Time series analysis
21
Zeitreihenanalyse
21
Regression analysis
20
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Statistical distribution
17
Statistische Verteilung
17
Simulation
13
Ausreißer
12
Outliers
12
Probability theory
12
Statistical test
12
Statistischer Test
12
Wahrscheinlichkeitsrechnung
12
Estimation
11
Schätzung
11
Sampling
10
Stichprobenerhebung
10
Robust statistics
9
Robustes Verfahren
9
Forecasting model
6
Modellierung
6
Panel
6
Panel study
6
Prognoseverfahren
6
Scientific modelling
6
Statistical theory
6
Statistische Methodenlehre
6
Bayes-Statistik
5
Bayesian inference
5
Kleinste-Quadrate-Methode
5
Least squares method
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Multivariate Verteilung
5
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Free
7
Type of publication
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Book / Working Paper
23
Type of publication (narrower categories)
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Article in journal
Conference paper
Konferenzbeitrag
Working Paper
Arbeitspapier
23
Graue Literatur
10
Non-commercial literature
10
Language
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English
23
Author
All
Čížek, Pavel
7
Kleijnen, Jack P. C.
4
Einmahl, John H. J.
3
Osiewalski, Jacek
2
Steel, Mark F. J.
2
Bossaerts, Peter L.
1
Danilov, Dmitry L.
1
Drost, Feike C.
1
Gardes, Joëlle
1
Haan, Laurens de
1
Hillion, Pierre Henri
1
Härdle, Wolfgang
1
Klaassen, Franc
1
Kooreman, Peter
1
Nijman, Theodore E.
1
Peng, Liang
1
Rennen, Gijs
1
Sadikoglu, Serhan
1
Stinstra, Erwin
1
Teeuwen, Geert
1
Van Keilegom, Ingrid
1
Werker, Bas J. M.
1
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Center for Economic Research <Tilburg>
2
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Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
371
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Economics letters
114
Econometric theory
105
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Journal of the American Statistical Association : JASA
92
Econometric reviews
86
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
77
The econometrics journal
65
Discussion paper / Tinbergen Institute
58
Discussion papers of interdisciplinary research project 373
44
Cowles Foundation discussion paper
41
Discussion paper series / IZA
41
Economic modelling
38
Econometrics : open access journal
34
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
33
European journal of operational research : EJOR
33
International journal of forecasting
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Working paper / Department of Econometrics and Business Statistics, Monash University
29
SFB 649 discussion paper
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
KBI
27
Journal of risk and financial management : JRFM
26
CREATES research paper
25
Computational economics
25
Journal of empirical finance
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Quantitative economics : QE ; journal of the Econometric Society
23
Working papers / TSE : WP
23
Applied economics letters
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Journal of forecasting
22
Working paper
22
Insurance / Mathematics & economics
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of applied econometrics
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Working paper / National Bureau of Economic Research, Inc.
18
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ECONIS (ZBW)
23
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1
Improved regression inference using a second overlapping regression model
Peng, Liang
;
Einmahl, John H. J.
-
2021
Persistent link: https://www.econbiz.de/10012653552
Saved in:
2
Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C.
-
2017
Persistent link: https://www.econbiz.de/10011659473
Saved in:
3
Regression and kriging metamodels with their experimental designs in simulation : review
Kleijnen, Jack P. C.
-
2015
Persistent link: https://www.econbiz.de/10011349935
Saved in:
4
Bias-corrected quantile regression estimation of censored regression models
Čížek, Pavel
;
Sadikoglu, Serhan
-
2014
Persistent link: https://www.econbiz.de/10011284539
Saved in:
5
Efficient robust estimation of regression models
Čížek, Pavel
(
contributor
)
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003686473
Saved in:
6
Asymptotics of least trimmed squares regression
Čížek, Pavel
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240283
Saved in:
7
Estimation of the mean of a univariate normal distribution when the variance is not known
Danilov, Dmitry L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692513
Saved in:
8
Estimating extreme bivariate quantile regions
Einmahl, John H. J.
;
Haan, Laurens de
-
2009
Persistent link: https://www.econbiz.de/10003863842
Saved in:
9
Semiparametric robust estimation of truncated and censored regression models
Čížek, Pavel
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003736668
Saved in:
10
White noise assumptions revisited : regression models and statistical designs for simulation practice
Kleijnen, Jack P. C.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003337712
Saved in:
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