//--> //--> //-->
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
~person:"Escribano, Álvaro"
~person:"Imbens, Guido"
~person:"Linton, Oliver"
~subject:"ARCH model"
~type_genre:"Article in journal"
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
ARCH model
Estimation theory
95
Schätztheorie
95
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Theorie
25
Theory
25
Regression analysis
20
Regressionsanalyse
20
Time series analysis
20
Zeitreihenanalyse
20
Estimation
10
Schätzung
10
ARCH-Modell
8
Matching
6
Statistical distribution
6
Statistische Verteilung
6
Causality analysis
5
Correlation
5
Kausalanalyse
5
Korrelation
5
Semiparametric estimation
5
Volatility
5
Volatilität
5
Capital income
4
Core
4
Kapitaleinkommen
4
Panel
4
Panel study
4
Statistical test
4
Statistischer Test
4
Forecasting model
3
Impact assessment
3
Induktive Statistik
3
Instrumental variables
3
Method of moments
3
Momentenmethode
3
Prognoseverfahren
3
Sparsity
3
Statistical error
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
8
Author
All
Escribano, Álvaro
Imbens, Guido
Linton, Oliver
Francq, Christian
18
Zakoïan, Jean-Michel
14
Kumar, Dilip
12
Rahbek, Anders
8
Teräsvirta, Timo
8
Ardia, David
6
Ling, Shiqing
6
Maheswaran, S.
6
Bauwens, Luc
5
Hafner, Christian M.
5
Horváth, Lajos
5
Li, Guodong
5
McAleer, Michael
5
Sucarrat, Genaro
5
Zhu, Ke
5
Arvanitis, Stelios
4
Carnero, M. Angeles
4
Kim, Jong-Min
4
Li, Dong
4
Li, Wai Keung
4
Paolella, Marc S.
4
Pedersen, Rasmus Søndergaard
4
Silvennoinen, Annastiina
4
Zhang, Rongmao
4
Amado, Cristina
3
Asai, Manabu
3
Blazsek, Szabolcs
3
Chan, Ngai Hang
3
Elliott, Robert J.
3
Engle, Robert F.
3
Feng, Yuanhua
3
Iglesias, Emma M.
3
Jensen, Søren Tolver
3
Jondeau, Eric
3
Jung, Hojin
3
Kim, Donggyu
3
Kokoszka, Piotr
3
Kristensen, Dennis
3
more ...
less ...
Published in...
All
Econometric theory
5
Energy economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
Saved in:
3
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
4
Local linear fitting under near epoch dependence : uniform consistency with convergence rates
Li, Degui
;
Lu, Zu-di
;
Linton, Oliver
- In:
Econometric theory
28
(
2012
)
5
,
pp. 935-958
Persistent link: https://www.econbiz.de/10009714729
Saved in:
5
Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
27
(
2011
)
3
,
pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
Saved in:
6
Local linear fitting under near epoch dependence
Lu, Zudi
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10003407421
Saved in:
7
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
Saved in:
8
A closed-form estimator for the GARCH (1,1) model
Kristensen, Dennis
;
Linton, Oliver
- In:
Econometric theory
22
(
2006
)
2
,
pp. 323-337
Persistent link: https://www.econbiz.de/10003301258
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->