//--> //--> //--> //-->
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:"Sammelwerk"
~isPartOf:"Journal of econometrics"
~subject:"Stochastischer Prozess"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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
Stochastischer Prozess
USA
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatility
116
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Stochastic process
61
Causality analysis
59
Kausalanalyse
59
Statistical distribution
59
Statistische Verteilung
59
IV-Schätzung
57
more ...
less ...
Online availability
All
Undetermined
44
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Sammelwerk
Article in journal
Fallstudie
Aufsatz in Zeitschrift
93
Language
All
English
93
Author
All
Todorov, Viktor
7
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Francq, Christian
3
Li, Jia
3
Park, Joon Y.
3
Grynkiv, Iaryna
2
Kim, Donggyu
2
LaFrance, Jeffrey T.
2
Li, Dong
2
Li, Guodong
2
Lieberman, Offer
2
Mayer, Walter James
2
Mroz, Thomas A.
2
Phillips, Peter C. B.
2
Pope, Rulon D.
2
Varneskov, Rasmus Tangsgaard
2
Wang, Bin
2
Wang, Yazhen
2
Zhu, Ke
2
Abadie, Alberto
1
Agnew, G. K.
1
Ahsan, Nazmul
1
Amengual, Dante
1
Andrews, Donald W. K.
1
Atkinson, Scott Estes
1
Aït-Sahalia, Yacine
1
Baek, Yae In
1
Baltagi, Badi H.
1
Bams, Dennis
1
Bansal, Ravi
1
Beatty, T. K. M.
1
Botosaru, Irene
1
Breidt, F. Jay
1
Buchinsky, Moshe
1
Carriero, Andrea
1
Cerovecki, Clément
1
Chaker, Selma
1
Chambers, Marcus J.
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
The review of economics and statistics
44
Economics letters
32
Journal of applied econometrics
28
Econometric reviews
24
American journal of agricultural economics
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Econometric theory
18
Journal of financial and quantitative analysis : JFQA
16
The journal of finance : the journal of the American Finance Association
15
The journal of futures markets
15
Economic modelling
14
International journal of forecasting
14
Journal of empirical finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The review of financial studies
14
European journal of operational research : EJOR
13
Journal of productivity analysis
13
Applied economics
12
Journal of forecasting
12
Journal of macroeconomics
12
Mathematics of operations research
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of banking & finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of money, credit and banking : JMCB
10
The econometrics journal
10
Applied economics letters
9
Computational economics
9
International economic review
9
Journal of the American Statistical Association : JASA
9
Operations research
9
Oxford bulletin of economics and statistics
9
Econometrics : open access journal
8
Insurance / Mathematics & economics
8
International journal of production research
8
Journal of monetary economics
8
Quantitative economics : QE ; journal of the Econometric Society
8
Quantitative finance
8
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
4
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
5
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
6
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
7
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
8
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
9
On factor models with random missing : EM estimation, inference, and cross validation
Jin, Sainan
;
Miao, Ke
;
Su, Liangjun
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 745-777
Persistent link: https://www.econbiz.de/10012619784
Saved in:
10
Efficient estimation and filtering for multivariate jump-diffusions
Guay, François
;
Schwenkler, Gustavo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
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...
//-->