//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"ARCH-Modell"
~subject:"Instrumental variables"
~subject:"Regression analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH-Modell
Instrumental variables
Regression analysis
Estimation theory
1,035
Schätztheorie
1,035
Theorie
524
Theory
524
Time series analysis
197
Zeitreihenanalyse
197
Nichtparametrisches Verfahren
138
Nonparametric statistics
138
Regressionsanalyse
104
Statistical theory
67
Statistische Methodenlehre
67
Statistical test
55
Statistischer Test
55
Estimation
43
Schätzung
43
ARCH model
40
Induktive Statistik
37
Statistical inference
37
Autocorrelation
34
Autokorrelation
34
Method of moments
34
Momentenmethode
34
Panel
34
Panel study
34
Cointegration
29
Kointegration
29
Statistical distribution
29
Statistische Verteilung
29
Probability theory
28
Wahrscheinlichkeitsrechnung
28
IV-Schätzung
26
Einheitswurzeltest
24
Unit root test
24
USA
23
United States
23
Volatilität
22
more ...
less ...
Online availability
All
Undetermined
54
Free
2
Type of publication
All
Article
180
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
180
Conference paper
2
Konferenzbeitrag
2
Language
All
English
180
Author
All
Linton, Oliver
11
Phillips, Peter C. B.
10
Su, Liangjun
5
Wang, Qiying
5
Chan, Ngai Hang
4
Francq, Christian
4
Kong, Efang
4
Li, Jia
4
Xia, Yingcun
4
Yang, Lijian
4
Chen, Songnian
3
Hansen, Bruce E.
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Tauchen, George Eugene
3
Xiao, Zhijie
3
Zakoïan, Jean-Michel
3
Andrews, Donald W. K.
2
Berkes, István
2
Cattaneo, Matias D.
2
Cavaliere, Giuseppe
2
Chamberlain, Gary
2
Chao, John C.
2
Chen, Haiqiang
2
Deo, Rohit S.
2
Hillier, Grant H.
2
Horowitz, Joel
2
Jansson, Michael
2
Jensen, Søren Tolver
2
Johannes, Jan
2
Jun, Sung Jae
2
Kim, Woocheol
2
Kristensen, Dennis
2
Li, Degui
2
Li, Guodong
2
Liu, Chu-An
2
Liu, Rong
2
Magdalinos, Tassos
2
Nelson, Daniel B.
2
Newey, Whitney K.
2
more ...
less ...
Published in...
All
Econometric theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Economics letters
143
Econometric reviews
108
Journal of the American Statistical Association : JASA
94
The econometrics journal
86
Econometrics : open access journal
42
Economic modelling
42
International journal of forecasting
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Journal of empirical finance
34
European journal of operational research : EJOR
33
Applied economics letters
31
Computational economics
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Quantitative economics : QE ; journal of the Econometric Society
30
Journal of forecasting
29
Journal of risk and financial management : JRFM
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Applied economics
23
Finance research letters
23
Insurance / Mathematics & economics
22
Journal of applied econometrics
21
Journal of banking & finance
21
Journal of financial econometrics
21
Journal of quantitative economics
19
Journal of econometric methods
18
International journal of economics and financial issues : IJEFI
17
Journal of time series econometrics
17
Quantitative finance
17
The North American journal of economics and finance : a journal of financial economics studies
15
Risks : open access journal
14
Statistical papers
14
The empirical economics letters : a monthly international journal of economics
14
International journal of theoretical and applied finance
13
Journal of risk
13
Statistics in transition : an international journal of the Polish Statistical Association
13
more ...
less ...
Source
All
ECONIS (ZBW)
180
Showing
1
-
10
of
180
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Identification of regression models with a misclassified and endogenous binary regressor
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1117-1139
Persistent link: https://www.econbiz.de/10013539307
Saved in:
3
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
4
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
5
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
6
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
7
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
8
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
9
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
10
Instrumental variable quantile regression with misclassification
Ura, Takuya
- In:
Econometric theory
37
(
2021
)
1
,
pp. 169-204
Persistent link: https://www.econbiz.de/10012437046
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->