//--> //--> //--> //-->
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:"Statistical distribution"
~subject:"Theory"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Statistical distribution
Theory
Estimation theory
723
Schätztheorie
723
Theorie
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
Statistische Verteilung
24
Induktive Statistik
23
Statistical inference
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Einheitswurzeltest
21
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
12
Free
1
Type of publication
All
Article
331
Type of publication (narrower categories)
All
Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
331
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
331
Author
All
Linton, Oliver
12
Lee, Lung-fei
7
Phillips, Peter C. B.
7
Saikkonen, Pentti
7
Pötscher, Benedikt M.
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Zinde-Walsh, Victoria
5
Andrews, Donald W. K.
4
Chan, Ngai Hang
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Leeb, Hannes
4
Newey, Whitney K.
4
Park, Joon Y.
4
Satchell, Stephen
4
Chen, Songnian
3
Chen, Xiaohong
3
Donald, Stephen G.
3
Ghysels, Eric
3
Han, Chirok
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Kuan, Chung-ming
3
Li, Qi
3
Lieberman, Offer
3
Lütkepohl, Helmut
3
Nabeya, Seiji
3
Perron, Pierre
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Xiao, Zhijie
3
Yang, Lijian
3
Zakoïan, Jean-Michel
3
Zhang, Rongmao
3
Zheng, John Xu
3
Abadir, Karim Maher
2
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
466
Economics letters
419
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Econometric reviews
163
Journal of quantitative economics : official journal of the Indian Econometric Society
140
Journal of applied econometrics
138
The review of economics and statistics
124
Oxford bulletin of economics and statistics
104
Statistical papers
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
Applied economics
64
The review of economic studies
61
International economic review
59
Journal of forecasting
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
The econometrics journal
56
American journal of agricultural economics
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Insurance / Mathematics & economics
45
Journal of the Royal Statistical Society
41
Statistics in transition : an international journal of the Polish Statistical Association
41
International journal of forecasting
40
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
International economic journal
35
The Indian economic journal
35
Journal of empirical finance
32
Journal of productivity analysis
32
Journal of banking & finance
27
Economic modelling
26
Jahrbücher für Nationalökonomie und Statistik
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Advances in econometrics
24
Journal of international money and finance
24
Journal of the American Statistical Association : JASA
24
The Indian journal of economics
24
The journal of finance : the journal of the American Finance Association
24
more ...
less ...
Source
All
ECONIS (ZBW)
331
Showing
1
-
10
of
331
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
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
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
5
Nonparametric density estimation by B-spline duality
Cui, Zhenyu
;
Kirkby, Justin Lars
;
Nguyen, Duy
- In:
Econometric theory
36
(
2020
)
2
,
pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
Saved in:
6
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:
7
On the functional estimation of multivariate diffusion processes
Bandi, Federico M.
;
Moloche, Guillermo
- In:
Econometric theory
34
(
2018
)
4
,
pp. 896-946
Persistent link: https://www.econbiz.de/10011951437
Saved in:
8
Specification tests for multiplicative error models
Perera, Indeewara
;
Silvapulle, Mervyn J.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 413-438
Persistent link: https://www.econbiz.de/10011665418
Saved in:
9
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:
10
Change point tests for the tail index of β-mixing random variables
Hoga, Yannick
- In:
Econometric theory
33
(
2017
)
4
,
pp. 915-954
Persistent link: https://www.econbiz.de/10011810218
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->