//--> //--> //-->
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
~isPartOf:"Computational economics"
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:"GLS estimation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kleinste-Quadrate-Methode
7
Least squares method
7
Estimation theory
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Schätztheorie
4
Option pricing theory
3
Optionspreistheorie
3
Bernstein polynomial
2
Finite dimensional constrained least squares
2
Monte-Carlo simulation
2
Option pricing
2
Option trading
2
Optionsgeschäft
2
Simulation
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Australia
1
Australian Dollar
1
Australien
1
Barrier option
1
Block recursive SEM
1
Einheitswurzeltest
1
FTSE
1
Free and open-source software
1
GARCH
1
GLS detrending
1
Generalized SVD
1
Integrated processes
1
Iteratively weighted least squares
1
Least-squares simulation
1
Mathematical programming
1
Mathematische Optimierung
1
Mehrgleichungsmodell
1
Modified akaike information criterion
1
Multiple equation model
1
Nichtparametrisches Verfahren
1
No-arbitrage conditions
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Kumar, Sumit
2
Kundu, Arindam
2
Tomar, Nutan Kumar
2
Banerjee, Anindya
1
Colubi, Ana
1
Cosbuc, Mircea I.
1
Díaz-Emparanza, Ignacio
1
Gatu, Cristian
1
Kontoghiorghes, Erricos John
1
Lampis, Federico
1
Midiliç, Murat
1
Sephton, Peter S.
1
Shi, Xiang
1
Xu, Weijun
1
Zhang, Lihua
1
Zhang, Weiguo
1
more ...
less ...
Published in...
All
Computational economics
Economics letters
48
Journal of econometrics
46
Econometric reviews
30
Working paper / National Bureau of Economic Research, Inc.
25
Econometric theory
21
NBER Working Paper
20
Discussion paper / Tinbergen Institute
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
NBER working paper series
17
Discussion paper series / IZA
14
Handbook of partial least squares : concepts, methods and applications
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Centre for Economic Policy Research
13
European journal of operational research : EJOR
13
Oxford bulletin of economics and statistics
13
Working paper
12
Economics discussion papers
11
Applied economics
10
Discussion paper / Center for Economic Research, Tilburg University
10
Journal of business research : JBR
10
The econometrics journal
10
International journal of economics and financial issues : IJEFI
9
Working paper series / University of Zurich, Department of Economics
9
Applied economics letters
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Economic modelling
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Energy economics
7
European journal of marketing
7
Organizational research methods : ORM
7
Policy research working paper : WPS
7
Statistical papers
7
Cowles Foundation Discussion Paper
6
Cowles Foundation discussion paper
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of economics and finance
6
Journal of forecasting
6
Journal of productivity analysis
6
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
2
Finite sample lag adjusted critical values of the ADF-GLS test
Sephton, Peter S.
- In:
Computational economics
59
(
2022
)
1
,
pp. 177-183
Persistent link: https://www.econbiz.de/10013168958
Saved in:
3
Estimation of STAR-GARCH models with iteratively weighted least squares
Midiliç, Murat
- In:
Computational economics
55
(
2020
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10012222593
Saved in:
4
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
5
A generalized singular value decomposition strategy for estimating the block recursive simultaneous equations model
Cosbuc, Mircea I.
;
Gatu, Cristian
;
Colubi, Ana
; …
- In:
Computational economics
50
(
2017
)
3
,
pp. 503-515
Persistent link: https://www.econbiz.de/10011783334
Saved in:
6
How to use SETAR models in gretl
Lampis, Federico
;
Díaz-Emparanza, Ignacio
;
Banerjee, …
- In:
Computational economics
46
(
2015
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011478464
Saved in:
7
A modified least-squares simulation approach to value American barrier options
Zhang, Lihua
;
Zhang, Weiguo
;
Xu, Weijun
;
Shi, Xiang
- In:
Computational economics
44
(
2014
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10010489859
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->