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subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~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
715
Schätztheorie
715
Theory
162
Nichtparametrisches Verfahren
145
Nonparametric statistics
145
Time series analysis
125
Regression analysis
121
Regressionsanalyse
121
Panel
96
Panel study
96
Statistical test
92
Statistischer Test
92
Estimation
84
Schätzung
84
Method of moments
49
Momentenmethode
49
Autocorrelation
45
Autokorrelation
44
Bootstrap approach
39
Bootstrap-Verfahren
39
Modellierung
39
Scientific modelling
39
Statistical distribution
37
Statistische Verteilung
37
Cointegration
35
Kointegration
34
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
Volatilität
33
Induktive Statistik
31
Statistical inference
31
Statistical theory
30
Statistische Methodenlehre
30
ARCH model
29
ARCH-Modell
29
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29
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28
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277
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279
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279
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2
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English
280
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Baltagi, Badi H.
6
Maasoumi, Esfandiar
5
Perron, Pierre
5
Teräsvirta, Timo
5
McAleer, Michael
4
Bera, Anil K.
3
Gao, Jiti
3
Hendry, David F.
3
Kapetanios, George
3
King, Maxwell L.
3
Li, Qi
3
Lucas, André
3
Lütkepohl, Helmut
3
Baillie, Richard
2
Bierens, Herman J.
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Breslaw, Jon A.
2
Chu, Chia-shang James
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
2
Fan, Jianqing
2
Fiebig, Denzil G.
2
Hahn, Jinyong
2
Hausman, Jerry A.
2
Hsiao, Cheng
2
Iwata, Shigeru
2
Jensen, Mark J.
2
Kao, Chihwa
2
Kilian, Lutz
2
Knight, John L.
2
Koopman, Siem Jan
2
Li, Degui
2
Li, Dong
2
Liang, Zhongwen
2
Lin, Juan
2
Linton, Oliver
2
McElroy, Tucker
2
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Econometric reviews
The econometrics journal
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
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)
280
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280
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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
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
5
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
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
Saved in:
8
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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
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
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