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subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Devisenmarkt"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Devisenmarkt
Theorie
Zeitreihenanalyse
Estimation theory
640
Schätztheorie
640
Theory
232
Time series analysis
112
Nichtparametrisches Verfahren
88
Nonparametric statistics
88
Regression analysis
76
Regressionsanalyse
76
Panel
71
Panel study
71
Estimation
65
Schätzung
65
Statistical test
63
Statistischer Test
63
Method of moments
39
Momentenmethode
39
Statistical theory
37
Statistische Methodenlehre
37
Autocorrelation
36
Autokorrelation
36
Cointegration
32
Kointegration
31
Simulation
27
Statistical distribution
27
Statistische Verteilung
27
Bootstrap approach
25
Bootstrap-Verfahren
25
Modellierung
24
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Scientific modelling
24
Volatilität
24
Maximum likelihood estimation
23
Maximum-Likelihood-Schätzung
23
Kleinste-Quadrate-Methode
22
Least squares method
22
Stochastic process
19
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61
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6
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Article
318
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3
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318
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318
Collection of articles of several authors
3
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3
Bibliografie enthalten
1
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1
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1
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1
Übersichtsarbeit
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English
321
Author
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Teräsvirta, Timo
6
Baltagi, Badi H.
5
Hendry, David F.
5
Maasoumi, Esfandiar
5
McAleer, Michael
5
Boswijk, Herman Peter
4
Davidson, Russell
4
Phillips, Peter C. B.
4
Bera, Anil K.
3
Franses, Philip Hans
3
Giles, David E. A.
3
Johansen, Søren
3
King, Maxwell L.
3
Lucas, André
3
Lütkepohl, Helmut
3
Pesaran, M. Hashem
3
Psaradakis, Zacharias G.
3
Schmidt, Peter
3
Wright, Jonathan H.
3
Ahn, Seung Chan
2
Banerjee, Anindya
2
Bierens, Herman J.
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Cappuccio, Nunzio
2
Cheung, Yin-Wong
2
Choi, In
2
Chu, Chia-shang James
2
Dagum, Estela Bee
2
Dolado, Juan J.
2
Dong, Chaohua
2
Edgerton, David L.
2
Favero, Carlo A.
2
Fiebig, Denzil G.
2
Galbraith, John W.
2
Gao, Jiti
2
Granger, C. W. J.
2
Haug, Alfred Albert
2
Hsiao, Cheng
2
Iwata, Shigeru
2
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Econometric reviews
Oxford bulletin of economics and statistics
Journal of econometrics
682
Economics letters
473
Econometric theory
397
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
307
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Discussion paper / Tinbergen Institute
163
Série des documents de travail / Centre de Recherche en Économie et Statistique
163
Journal of applied econometrics
143
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Working paper / National Bureau of Economic Research, Inc.
100
Discussion paper / Center for Economic Research, Tilburg University
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
International journal of forecasting
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
CORE discussion paper : DP
81
Journal of forecasting
81
Applied economics
80
Statistical papers
79
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Cowles Foundation discussion paper
74
CREATES research paper
71
The econometrics journal
71
Technical working paper / National Bureau of Economic Research
67
Working paper series
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
64
The review of economic studies
63
International economic review
60
SFB 649 discussion paper
59
Metrika : international journal for theoretical and applied statistics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Annales d'économie et de statistique
57
Applied economics letters
57
Economic modelling
55
American journal of agricultural economics
54
Discussion paper series / IZA
52
Econometrics : open access journal
51
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ECONIS (ZBW)
321
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321
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1
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:
2
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:
3
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
4
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:
5
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:
6
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
Saved in:
7
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:
8
Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye
;
Li, Jian
;
Li, Qiyuan
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
4
,
pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
Saved in:
9
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
10
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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