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subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~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
550
Schätztheorie
550
Time series analysis
138
Theory
134
Nichtparametrisches Verfahren
96
Nonparametric statistics
96
Estimation
89
Schätzung
89
Regression analysis
80
Regressionsanalyse
80
Statistical test
67
Statistischer Test
67
Panel
62
Panel study
62
Method of moments
40
Momentenmethode
40
Volatilität
39
Cointegration
37
Autocorrelation
36
Autokorrelation
36
Kointegration
36
ARCH model
32
ARCH-Modell
32
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Statistical distribution
29
Statistische Verteilung
29
Simulation
28
Bootstrap approach
27
Bootstrap-Verfahren
27
Statistical theory
27
Statistische Methodenlehre
27
Stochastic process
27
Stochastischer Prozess
27
Maximum likelihood estimation
26
Maximum-Likelihood-Schätzung
26
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26
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114
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6
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Article
263
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4
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Article in journal
265
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265
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2
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2
Bibliografie enthalten
1
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1
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1
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1
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English
267
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Teräsvirta, Timo
7
Baltagi, Badi H.
5
Maasoumi, Esfandiar
5
McAleer, Michael
4
Bera, Anil K.
3
Dagum, Estela Bee
3
Hendry, David F.
3
Jensen, Mark J.
3
Kapetanios, George
3
King, Maxwell L.
3
Lucas, André
3
Baillie, Richard
2
Bierens, Herman J.
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Chu, Chia-shang James
2
Davidson, Russell
2
De Angelis, Luca
2
Dong, Chaohua
2
Fiebig, Denzil G.
2
Gao, Jiti
2
Hsiao, Cheng
2
Iwata, Shigeru
2
Kao, Chihwa
2
Kilian, Lutz
2
Knight, John L.
2
Koopman, Siem Jan
2
Li, Jing
2
Li, Qi
2
Liang, Zhongwen
2
Lütkepohl, Helmut
2
Medeiros, Marcelo C.
2
Ohtani, Kazuhiro
2
Schmidt, Peter
2
Silvennoinen, Annastiina
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Spanos, Aris
2
Srivastava, Anil K.
2
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Econometric reviews
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Oxford bulletin of economics and statistics
112
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
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)
267
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267
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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
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:
4
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:
5
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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6
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
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