//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"Einheitswurzeltest"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Einheitswurzeltest
Estimation theory
723
Schätztheorie
723
Theorie
285
Theory
285
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Regressionsanalyse
91
Statistical test
42
Statistischer Test
42
ARCH-Modell
35
Autocorrelation
31
Autokorrelation
31
Estimation
27
Schätzung
27
Cointegration
24
Kointegration
24
Method of moments
24
Momentenmethode
24
Statistical distribution
24
Statistische Verteilung
24
Induktive Statistik
23
Statistical inference
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Unit root test
21
IV-Schätzung
15
Instrumental variables
15
Modellierung
14
Scientific modelling
14
Volatility
14
Volatilität
14
Heteroscedasticity
13
Heteroskedastizität
13
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
54
Book / Working Paper
1
Type of publication (narrower categories)
All
Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
55
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
55
Author
All
Linton, Oliver
5
Cavaliere, Giuseppe
3
Chan, Ngai Hang
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Taylor, Robert
3
Berkes, István
2
Francq, Christian
2
Georgiev, Iliyan
2
Harvey, David I.
2
Kasparis, Ioannis
2
Leybourne, Stephen James
2
Phillips, Peter C. B.
2
Saikkonen, Pentti
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Zhang, Rongmao
2
Andrews, Beth
1
Avarucci, Marco
1
Beutner, Eric
1
Burridge, Peter
1
Cai, Ye
1
Chan, Kung-sik
1
Comte, Fabienne
1
Dedecker, J.
1
Duffy, James A.
1
Elliott, Graham
1
Feng, Yuanhua
1
Gao, Feng
1
García, Ana
1
Ghysels, Eric
1
Giraitis, Liudas
1
Grégoir, Stéphane
1
Guerre, Emmanuel
1
Hafner, Christian M.
1
Halunga, Andreea G.
1
Harris, David
1
Henze, Norbert
1
Iglesias, Emma M.
1
Jensen, Søren Tolver
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
75
Economics letters
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
The econometrics journal
23
Econometric reviews
21
Applied economics
19
Journal of time series econometrics
19
Journal of empirical finance
15
Finance research letters
14
International journal of forecasting
13
Econometrics : open access journal
12
Economic modelling
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
Journal of risk
12
Computational economics
11
International journal of economics and financial issues : IJEFI
11
Journal of risk and financial management : JRFM
11
Journal of banking & finance
10
The North American journal of economics and finance : a journal of financial economics studies
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of financial econometrics
8
Journal of mathematical finance
8
International journal of economics and finance
7
International Journal of Energy Economics and Policy : IJEEP
6
Annals of financial economics
5
The journal of risk model validation
5
CBN journal of applied statistics
4
Central European journal of economic modelling and econometrics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International review of economics & finance : IREF
4
Journal of applied econometrics
4
Journal of economic dynamics & control
4
Journal of the American Statistical Association : JASA
4
Oxford bulletin of economics and statistics
4
The European journal of finance
4
The empirical economics letters : a monthly international journal of economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
3
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
4
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
Saved in:
5
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
6
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
7
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
8
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
9
Spline estimation of a semiparametric GARCH model
Liu, Rong
;
Yang, Lijian
- In:
Econometric theory
32
(
2016
)
4
,
pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Saved in:
10
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->