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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
~subject:"Regressionsanalyse"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Regressionsanalyse
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
Statistical distribution
59
Statistische Verteilung
59
IV-Schätzung
57
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Undetermined
241
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Article
393
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1
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Article in journal
Bibliografie enthalten
Graue Literatur
Aufsatz in Zeitschrift
394
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6
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6
Collection of articles of several authors
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1
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English
394
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Francq, Christian
10
Todorov, Viktor
10
Chen, Songnian
8
Linton, Oliver
7
Tauchen, George Eugene
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Lee, Ji Hyung
6
Li, Jia
6
Phillips, Peter C. B.
6
Su, Liangjun
6
Sun, Yiguo
6
Taylor, Robert
6
Cai, Zongwu
5
Kim, Donggyu
5
Li, Qi
5
Li, Yingying
5
Park, Joon Y.
5
Robinson, Peter M.
5
Tu, Yundong
5
Zhu, Ke
5
Breunig, Christoph
4
Demetrescu, Matei
4
Fan, Jianqing
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Hansen, Christian Bailey
4
Li, Degui
4
Mykland, Per A.
4
Sasaki, Yuya
4
Simoni, Anna
4
Xu, Ke-Li
4
Yu, Ping
4
Andreou, Elena
3
Aït-Sahalia, Yacine
3
Bertanha, Marinho
3
Bollerslev, Tim
3
Escanciano, Juan Carlos
3
Galvão Júnior, Antônio Fialho
3
Gao, Jiti
3
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
Econometric theory
137
Economics letters
128
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Econometric reviews
98
Journal of the American Statistical Association : JASA
94
The econometrics journal
74
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
71
Discussion paper / Tinbergen Institute
64
Discussion papers of interdisciplinary research project 373
47
Cowles Foundation discussion paper
41
Discussion paper series / IZA
41
Economic modelling
40
Econometrics : open access journal
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
International journal of forecasting
36
CREATES research paper
34
Journal of empirical finance
34
European journal of operational research : EJOR
33
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Computational economics
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
SFB 649 discussion paper
30
Journal of forecasting
29
Journal of risk and financial management : JRFM
29
Applied economics letters
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
KBI
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Finance research letters
23
Quantitative economics : QE ; journal of the Econometric Society
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Working papers / TSE : WP
23
Applied economics
22
Insurance / Mathematics & economics
22
Journal of banking & finance
21
Journal of financial econometrics
21
Working paper
21
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ECONIS (ZBW)
394
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1
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10
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394
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
3
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
4
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
7
Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications
Bu, Ruijun
;
Kim, Jihyun
;
Wang, Bin
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1934-1954
Persistent link: https://www.econbiz.de/10014471437
Saved in:
8
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin
;
Shi, Xuetao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Saved in:
9
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
10
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
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