//--> //--> //--> //-->
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
~language:"eng"
~person:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Koop, Gary"
~type_genre:"Aufsatz in Zeitschrift"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
59
Schätztheorie
59
Time series analysis
24
Zeitreihenanalyse
24
ARCH model
23
ARCH-Modell
23
Theorie
19
Theory
19
Estimation
16
Schätzung
16
Volatility
12
Volatilität
12
Forecasting model
11
Prognoseverfahren
11
Bayes-Statistik
10
Bayesian inference
10
Börsenkurs
9
Share price
9
VAR model
8
VAR-Modell
8
Forecasting
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Regression analysis
5
Regressionsanalyse
5
Risikomaß
5
Risk measure
5
Capital income
4
Correlation
4
Induktive Statistik
4
Kapitaleinkommen
4
Korrelation
4
Statistical inference
4
Stochastic process
4
Stochastischer Prozess
4
Analysis of variance
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
more ...
less ...
Online availability
All
Undetermined
22
Free
2
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
59
Arbeitspapier
58
Working Paper
58
Graue Literatur
55
Non-commercial literature
55
Amtsdruckschrift
6
Government document
6
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
Author
All
Bauwens, Luc
Francq, Christian
Koop, Gary
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
64
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Tsionas, Efthymios G.
49
Newey, Whitney K.
47
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Pesaran, M. Hashem
37
Wooldridge, Jeffrey M.
37
Chen, Songnian
35
McAleer, Michael
35
Simar, Léopold
35
Parmeter, Christopher F.
34
Perron, Pierre
34
Bera, Anil K.
33
Horowitz, Joel
33
White, Halbert
33
Hahn, Jinyong
32
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Lütkepohl, Helmut
30
Chen, Xiaohong
28
Giles, David E. A.
28
Krämer, Walter
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
Schmidt, Peter
26
more ...
less ...
Published in...
All
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric theory
5
Journal of applied econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Annales d'économie et de statistique
2
Economics letters
2
International journal of forecasting
2
Journal of the American Statistical Association : JASA
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Advances in econometrics
1
Annals of economics and statistics
1
Bayesian methods applied to time series data
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial econometrics
1
L'hétérogénéité en économétrie : numéro spécial
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
The econometrics journal
1
The review of economic studies
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
4
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
5
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
6
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
7
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
9
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->