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subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper series"
~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
572
Schätztheorie
572
Theory
181
Time series analysis
112
Nichtparametrisches Verfahren
97
Nonparametric statistics
97
Regression analysis
78
Regressionsanalyse
78
Estimation
69
Schätzung
69
Panel
64
Panel study
64
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62
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62
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36
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36
Statistical theory
34
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34
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33
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33
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32
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32
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29
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28
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27
Modellierung
24
Scientific modelling
24
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24
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24
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24
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22
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22
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22
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22
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21
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21
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20
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Kohn, Robert
18
Sheather, Simon J.
15
Hettmansperger, Thomas P.
8
McKean, Joseph W.
7
Wand, M. P.
6
Ansley, Craig F.
5
Baltagi, Badi H.
5
Carter, Chris K.
5
Maasoumi, Esfandiar
5
Teräsvirta, Timo
5
Canepa, Alessandra
4
Eagleson, Geoff K.
4
McAleer, Michael
4
Smith, Michael S.
4
Bera, Anil K.
3
Hendry, David F.
3
Jentsch, Carsten
3
King, Maxwell L.
3
Lucas, André
3
Marron, James Stephen
3
Shively, Thomas S.
3
Wong, Chi-ming
3
Bierens, Herman J.
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Chu, Chia-shang James
2
Curry, David J.
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
2
Fiebig, Denzil G.
2
Gao, Jiti
2
Grassi, Stefano
2
Hsiao, Cheng
2
Iwata, Shigeru
2
Jensen, Mark J.
2
Jones, M. C.
2
Kao, Chihwa
2
Kapetanios, George
2
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Econometric reviews
Working paper series
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
164
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
125
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
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Statistical papers
79
Cowles Foundation discussion paper
74
The econometrics journal
73
CREATES research paper
71
Technical working paper / National Bureau of Economic Research
67
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Econometrics : open access journal
53
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ECONIS (ZBW)
274
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274
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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
Bayesian local projections
Ferreira, Leonardo Nogueira
;
Miranda-Agrippino, Silvia
; …
-
2023
Persistent link: https://www.econbiz.de/10013557119
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
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
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
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:
9
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
Saved in:
10
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
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