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type_genre:"Article in journal"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Nachschlagewerk"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Estimation theory
85
Schätztheorie
85
Time series analysis
48
Zeitreihenanalyse
48
ARCH model
19
ARCH-Modell
19
Estimation
17
Schätzung
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Structural break
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Unit root test
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Cointegration
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Kointegration
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ARMA model
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ARMA-Modell
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Maximum likelihood estimation
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Börsenkurs
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Capital income
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GARCH
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cointegration
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Allen, David E.
1
Asai, Manabu
1
Dēmos, Antōnēs A.
1
Gourieroux, Christian
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Jasiak, Joann
1
Juneja, Januj
1
Kok Haur Ng
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Kunitomo, Naoto
1
Kyriakopoulou, Dimitra
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Journal of time series econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Economics letters
24
Econometric reviews
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Journal of the American Statistical Association : JASA
14
Insurance / Mathematics & economics
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Statistics in transition : an international journal of the Polish Statistical Association
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European journal of operational research : EJOR
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Computational economics
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Econometric theory
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Econometrics : open access journal
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Journal of economic dynamics & control
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Operations research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
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Applied economics letters
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Journal of forecasting
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Quantitative economics : QE ; journal of the Econometric Society
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Annals of financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
Journal of applied econometrics
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Journal of econometric methods
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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Spatial economic analysis : the journal of the Regional Studies Association
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The journal of operational risk
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Annals of economics and statistics
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Astin bulletin : the journal of the International Actuarial Association
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Finance research letters
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ECONIS (ZBW)
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Temporally local maximum likelihood with application to SIS model
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 151-198
Persistent link: https://www.econbiz.de/10014465605
Saved in:
3
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.
;
Kyriakopoulou, Dimitra
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012022815
Saved in:
4
Term structure estimation in the presence of autocorrelation
Juneja, Januj
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 119-129
Persistent link: https://www.econbiz.de/10010461168
Saved in:
5
A hybrid data cloning maximum likelihood estimator for stochastic volatility models
Laurini, Márcio Poletti
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10010225441
Saved in:
6
Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
Kunitomo, Naoto
;
Sato, Seisho
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 282-309
Persistent link: https://www.econbiz.de/10010365764
Saved in:
7
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
Saved in:
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