//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"The econometrics journal"
~subject:"Schätztheorie"
~subject:"heteroscedasticity"
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:"Heteroskedastizität"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
heteroscedasticity
Heteroscedasticity
56
Heteroskedastizität
56
Theorie
30
Theory
30
Estimation theory
28
Time series analysis
13
Zeitreihenanalyse
13
ARCH model
11
ARCH-Modell
11
Statistical test
11
Statistischer Test
11
Bootstrap approach
9
Bootstrap-Verfahren
9
Einheitswurzeltest
8
Regression analysis
8
Regressionsanalyse
8
Unit root test
8
Autocorrelation
7
Autokorrelation
7
Estimation
6
Modellierung
6
Schätzung
6
Scientific modelling
6
Method of moments
5
Momentenmethode
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Volatility
5
Volatilität
5
Cointegration
4
Kointegration
4
Panel
4
Panel study
4
Stochastic process
4
Stochastischer Prozess
4
Bayes-Statistik
3
Bayesian inference
3
Nichtlineare Regression
3
more ...
less ...
Online availability
All
Undetermined
18
Free
2
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Sun, Yixiao
2
Tu, Yundong
2
Zhang, Zhengyu
2
Baltagi, Badi H.
1
Berenguer-Rico, Vanessa
1
Berger, Yves G.
1
Boswijk, Herman Peter
1
Bresson, Georges
1
Cai, Jun
1
Carrasco, Marine
1
Cavaliere, Giuseppe
1
Choi, Sung Hoon
1
Coudin, Elise
1
Cripps, Edward
1
De Angelis, Luca
1
Doukali, Mohamed
1
Dufour, Jean-Marie
1
Fiebig, Denzil G.
1
Gu, Yuanyuan
1
Guo, Gangzheng
1
Horrace, William C.
1
Härdle, Wolfgang
1
Jiang, Jiancheng
1
Jiang, Xuejun
1
Jin, Fei
1
Kohn, Robert
1
Kumbhakar, Subal
1
Lai, Hung-pin
1
Lee, Yoonseok
1
Li, Dong
1
Li, Shuo
1
Liu, Bing
1
Liu, Qingfeng
1
Liu, Xiaodong
1
Liu, Xiaohui
1
Long, Wei
1
Lütkepohl, Helmut
1
Ma, Yanyuan
1
MacKinnon, James G.
1
Meitz, Mika
1
more ...
less ...
Published in...
All
Econometric reviews
The econometrics journal
Journal of econometrics
42
Economics letters
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Econometric theory
13
Cowles Foundation discussion paper
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Cowles Foundation Discussion Paper
6
Applied economics
5
Applied economics letters
5
Discussion paper series / IZA
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Econometrics : open access journal
5
Queen's Economics Department working paper
5
CESifo Working Paper Series
4
CESifo working papers
4
CREATES research paper
4
Discussion papers of interdisciplinary research project 373
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
IZA Discussion Paper
4
NBER Working Paper
4
Boston College working papers in economics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Economic modelling
3
International journal of forecasting
3
Journal of economic dynamics & control
3
Journal of the American Statistical Association : JASA
3
NBER technical working paper series
3
Regional science & urban economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working Paper
3
Working paper series
3
Working paper series / University of Zurich, Department of Economics
3
Working papers / Rutgers University, Department of Economics
3
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
3
CESifo Working Paper
2
Cambridge working papers in economics
2
Computational economics
2
DIW Berlin Discussion Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
3
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
4
Feasible weighted projected principal component analysis for semi-parametric factor models
Choi, Sung Hoon
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 215-234
Persistent link: https://www.econbiz.de/10014319342
Saved in:
5
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
6
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
Saved in:
7
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
Saved in:
8
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
9
Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao
;
Kumbhakar, Subal
;
Lai, Hung-pin
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
Saved in:
10
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->