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type_genre:"Collection of articles of several authors"
~isPartOf:"Economics letters"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Kointegration"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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ARCH model
Capital income
Kointegration
Estimation theory
961
Schätztheorie
961
Theorie
380
Theory
380
Time series analysis
133
Zeitreihenanalyse
133
Estimation
108
Schätzung
106
Regression analysis
93
Regressionsanalyse
93
Panel
92
Panel study
92
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Statistical test
45
Statistischer Test
45
Autocorrelation
36
Autokorrelation
36
Method of moments
34
Momentenmethode
34
Bias
29
Panel data
29
Systematischer Fehler
29
Sampling
27
Stichprobenerhebung
27
Correlation
25
Korrelation
25
Maximum likelihood estimation
25
Forecasting model
24
Maximum-Likelihood-Schätzung
24
Prognoseverfahren
24
Statistical distribution
24
Statistical theory
24
Statistische Methodenlehre
24
Statistische Verteilung
24
Volatility
24
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24
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21
Least squares method
21
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48
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Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
48
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English
48
Author
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Krämer, Walter
2
Kurita, Takamitsu
2
Amilon, Henrik
1
Anatolyev, Stanislav
1
Ardia, David
1
Arvanitis, Stelios
1
Azamo, Baudouin Tameze
1
Barkoulas, John T.
1
Basistha, Arabinda
1
Baum, Christopher F.
1
Beckmann, Joscha
1
Boswijk, Herman Peter
1
Chan, Ngai Hang
1
Chang, Seong Yeon
1
Choi, Ji-Eun
1
Corré, Nienke
1
Czudaj, Robert
1
Deistler, Manfred
1
Dias, Gustavo Fruet
1
Dong, Yingjie
1
Feng, Xingdong
1
Fisher, Lance A.
1
Franchi, Massimo
1
Fuleky, Peter
1
Ginker, Tim
1
Guo, Bin
1
Guo, Yu
1
Hafner, Christian M.
1
Hirukawa, Masayuki
1
Hoogerheide, Lennart F.
1
Huang, Zhuo
1
Huh, Hyeon-seung
1
Huh, Jaewon
1
Jang, Kyungho
1
Jia, Jing
1
Jin, Sainan
1
Juhl, Ted
1
Jung, Hojin
1
Katsiampa, Paraskevi
1
Ke, Rui
1
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Economics letters
Journal of econometrics
152
Econometric theory
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Econometric reviews
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Econometrics : open access journal
29
Journal of empirical finance
28
Economic modelling
27
The econometrics journal
27
Applied economics letters
26
Finance research letters
24
International journal of economics and financial issues : IJEFI
22
Applied economics
21
Journal of forecasting
21
International journal of forecasting
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of time series econometrics
17
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
Computational economics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of risk
15
Journal of financial econometrics
14
International journal of economics and finance
12
The European journal of finance
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of mathematical finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Research in international business and finance
9
Theoretical economics letters
9
Journal of economic dynamics & control
8
Journal of financial economics
8
Oxford bulletin of economics and statistics
8
The empirical economics letters : a monthly international journal of economics
8
The review of financial studies
8
Central European journal of economic modelling and econometrics
7
Journal of applied econometrics
7
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ECONIS (ZBW)
48
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1
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A.
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Saved in:
2
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
3
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
4
A residual-based test for multivariate GARCH models using transformed quadratic residuals
Ke, Rui
;
Jia, Jing
;
Tan, Changchun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886565
Saved in:
5
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
Saved in:
6
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
7
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
8
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
9
Nearly unbiased estimation of sample skewness
Li, Yifan
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
Saved in:
10
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
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