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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Baillie, Richard"
~person:"Härdle, Wolfgang"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Nichtparametrisches Verfahren
Volatilität
Estimation theory
42
Schätztheorie
42
Theorie
20
Theory
20
Time series analysis
13
Regression analysis
9
Regressionsanalyse
9
Estimation
8
Schätzung
8
Nonparametric statistics
7
Exchange rate
5
Wechselkurs
5
Forecasting model
4
Prognoseverfahren
4
Volatility
4
ARMA model
3
ARMA-Modell
3
Option pricing theory
3
Optionspreistheorie
3
Risikoprämie
3
Risk premium
3
ARFIMA
2
Confidence intervals
2
Currency derivative
2
Deutschland
2
Devisenmarkt
2
Foreign exchange market
2
Forward premium anomaly
2
Germany
2
Großbritannien
2
Induktive Statistik
2
Multivariate Analyse
2
Multivariate analysis
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistical inference
2
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Article
21
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Aufsatz im Buch
Aufsatz in Zeitschrift
Konferenzbeitrag
Arbeitspapier
50
Working Paper
50
Graue Literatur
45
Non-commercial literature
45
Article in journal
19
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2
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1
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English
21
Author
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Baillie, Richard
Härdle, Wolfgang
Linton, Oliver
44
Li, Qi
41
Phillips, Peter C. B.
40
Gao, Jiti
30
Su, Liangjun
28
Ullah, Aman
23
Chen, Xiaohong
21
Sun, Yiguo
21
Cai, Zongwu
20
Florens, Jean-Pierre
20
Kumbhakar, Subal
20
Parmeter, Christopher F.
19
Racine, Jeffrey
19
Robinson, Peter M.
19
Harvey, Andrew C.
18
Leybourne, Stephen James
18
Lütkepohl, Helmut
18
Simar, Léopold
18
Teräsvirta, Timo
18
Chen, Songnian
17
Kumar, Dilip
17
Xiao, Zhijie
17
Escanciano, Juan Carlos
16
Johansen, Søren
16
Li, Degui
16
Taylor, Robert
16
Tsionas, Efthymios G.
16
White, Halbert
16
Fan, Jianqing
14
Kapetanios, George
14
Maheswaran, S.
14
Perron, Pierre
14
Chambers, Marcus J.
13
Ghysels, Eric
13
Hassler, Uwe
13
Henderson, Daniel J.
13
Horowitz, Joel
13
Koopman, Siem Jan
13
Tauchen, George Eugene
13
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Journal of econometrics
4
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric reviews
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of empirical finance
1
Nonparametric dynamic modelling
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
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ECONIS (ZBW)
21
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1
Choices between OLS with robust inference and feasible GLS in time series regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Economics letters
171
(
2018
),
pp. 218-221
Persistent link: https://www.econbiz.de/10012021807
Saved in:
2
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
3
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
4
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
5
On the estimation of short memory components in long memory time series models
Baillie, Richard
;
Kapetanios, George
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
Saved in:
6
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
7
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
8
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
9
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
10
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
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