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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Statistical distribution
Time series analysis
Estimation theory
446
Schätztheorie
446
Theorie
131
Theory
131
Zeitreihenanalyse
87
Nichtparametrisches Verfahren
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Teräsvirta, Timo
5
Maasoumi, Esfandiar
4
Baltagi, Badi H.
3
Hendry, David F.
3
Sun, Yiguo
3
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2
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Dong, Chaohua
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2
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Kilian, Lutz
2
Koopman, Siem Jan
2
Kumbhakar, Subal
2
Li, Qi
2
Liang, Zhongwen
2
Lin, Juan
2
Lucas, André
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Rodríguez Poo, Juan Manuel
2
Silvapulle, Mervyn J.
2
Smallwood, Aaron D.
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2
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1
Armah, Nii Ayi
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1
Beheshti, Neshat
1
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1
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Econometric reviews
Journal of econometrics
546
Economics letters
253
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
248
Econometric theory
203
Applied economics letters
100
International journal of forecasting
88
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79
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78
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75
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72
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62
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57
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51
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50
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44
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41
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40
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38
European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
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Journal of risk and financial management : JRFM
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Finance research letters
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Statistics in transition : an international journal of the Polish Statistical Association
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International journal of economics and financial issues : IJEFI
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
148
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1
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
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2
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
3
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
4
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
5
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
6
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
7
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
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8
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
9
Locally time-varying parameter regression
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
Saved in:
10
A hybrid nonparametric multivariate density estimator with applications to risk management
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 301-318
Persistent link: https://www.econbiz.de/10014551523
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