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 theory"
~language:"eng"
~source:"econis"
~subject:"ARCH model"
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
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
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Nichtparametrisches Verfahren
Nonparametric statistics
Time series analysis
316
Zeitreihenanalyse
316
Theorie
208
Theory
208
Estimation theory
170
Schätztheorie
170
Bootstrap approach
42
Bootstrap-Verfahren
42
Einheitswurzeltest
38
Unit root test
38
Statistical test
35
Statistischer Test
35
Cointegration
26
Kointegration
26
Stochastic process
25
Stochastischer Prozess
25
Regression analysis
21
Regressionsanalyse
21
Autocorrelation
16
Autokorrelation
16
Estimation
15
Schätzung
15
Volatility
14
Volatilität
14
Statistical distribution
12
Statistische Verteilung
12
ARCH-Modell
11
Heteroscedasticity
11
Heteroskedastizität
11
ARMA model
8
ARMA-Modell
8
Metal market
8
Metallmarkt
8
Structural break
8
Strukturbruch
8
VAR model
8
VAR-Modell
8
more ...
less ...
Online availability
All
Undetermined
15
Free
1
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
Author
All
Cai, Zongwu
3
Hong, Yongmiao
3
Chan, Ngai Hang
2
Chen, Bin
2
Gao, Jiti
2
Harris, David
2
Kanaya, Shin
2
Kristensen, Dennis
2
Linton, Oliver
2
Meitz, Mika
2
Phillips, Peter C. B.
2
Zhang, Rongmao
2
Arteche, Josu
1
Bandi, Federico M.
1
Breunig, Christoph
1
Bugni, Federico A.
1
Corradi, Valentina
1
Dahlhaus, Rainer
1
Dong, Chaohua
1
Ferraty, Frederic
1
Ghysels, Eric
1
Grose, Simone D.
1
Hafner, Christian M.
1
Huang, Meng
1
Huet, Sylvie
1
Härdle, Wolfgang
1
Inoue, Atsushi
1
Jeong, Minsoo
1
Kew, Hsein
1
Kim, Woocheol
1
Li, Degui
1
Li, Deyuan
1
Li, Qi
1
Mammen, Enno
1
Martin, M.
1
Masry, Elias
1
McCabe, Brendan Peter Martin
1
Motta, Giovanni
1
Paparoditis, Efstathios
1
Peng, Liang
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
150
Discussion paper / Tinbergen Institute
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International journal of forecasting
46
CEMMAP working papers / Centre for Microdata Methods and Practice
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Econometric reviews
42
Economics letters
41
Economic modelling
40
Journal of empirical finance
40
Energy economics
38
Applied economics
32
SFB 649 discussion paper
32
CREATES research paper
31
Finance research letters
31
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
Cowles Foundation Discussion Paper
26
Econometrics : open access journal
26
Journal of forecasting
26
Journal of risk and financial management : JRFM
24
Working paper
24
The North American journal of economics and finance : a journal of financial economics studies
23
The econometrics journal
23
Computational economics
22
Discussion papers of interdisciplinary research project 373
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
International review of financial analysis
20
Journal of the American Statistical Association : JASA
18
Research in international business and finance
18
Cambridge working papers in economics
17
Cowles Foundation discussion paper
16
Econometric Institute research papers
16
International review of economics & finance : IREF
16
CoFE discussion papers
15
Journal of banking & finance
15
Journal of risk
15
Journal of time series econometrics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
2
Specification test for conditional distribution with functional data
Ferraty, Frederic
;
Quintela del Río, Alejandro
;
Vieu, …
- In:
Econometric theory
28
(
2012
)
2
,
pp. 363-386
Persistent link: https://www.econbiz.de/10009520944
Saved in:
3
Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, M.
;
Grose, Simone D.
- In:
Econometric theory
33
(
2017
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
Saved in:
4
Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang
;
Huet, Sylvie
;
Mammen, Enno
; …
- In:
Econometric theory
20
(
2004
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001987865
Saved in:
5
Specification testing in nonparametric instrumental quantile regression
Breunig, Christoph
- In:
Econometric theory
36
(
2020
)
4
,
pp. 583-625
Persistent link: https://www.econbiz.de/10012258409
Saved in:
6
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
7
Local limit theory and spurious nonparametric regression
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
Saved in:
8
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes
Meitz, Mika
- In:
Econometric theory
22
(
2006
)
5
,
pp. 985-988
Persistent link: https://www.econbiz.de/10003379128
Saved in:
9
Nonparametric filtering of the realized spot volatility : a kernel-based approach
Kristensen, Dennis
- In:
Econometric theory
26
(
2010
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10003968526
Saved in:
10
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
