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~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Schätztheorie
36,156
Estimation theory
35,529
Theorie
12,775
Theory
12,307
ARCH-Modell
10,618
ARCH model
10,437
Schätzung
8,445
Estimation
8,309
Volatilität
7,654
Volatility
7,569
Zeitreihenanalyse
7,374
Time series analysis
7,261
Regressionsanalyse
4,274
Regression analysis
4,256
Prognoseverfahren
3,606
Forecasting model
3,549
Nonparametric statistics
3,434
Börsenkurs
3,003
Kapitaleinkommen
3,002
Capital income
2,991
Share price
2,952
USA
2,644
United States
2,554
Maximum likelihood estimation
2,265
Aktienmarkt
2,207
Stock market
2,187
Maximum-Likelihood-Schätzung
2,160
Statistische Verteilung
2,006
Panel
1,990
Statistical distribution
1,964
Panel study
1,942
Statistischer Test
1,892
Statistical test
1,850
Korrelation
1,746
Correlation
1,724
Stochastischer Prozess
1,565
Stochastic process
1,535
Bayes-Statistik
1,440
Bayesian inference
1,416
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Free
1,647
Undetermined
803
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Book / Working Paper
1,856
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1,670
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1,587
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1,587
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1,179
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1,089
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1,082
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1,082
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79
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79
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39
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24
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Collection of articles written by one author
8
Forschungsbericht
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Sammlung
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6
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English
3,518
German
7
French
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Linton, Oliver
102
Gao, Jiti
79
Chen, Xiaohong
77
Härdle, Wolfgang
43
Li, Qi
41
Newey, Whitney K.
40
Otsu, Taisuke
38
Cai, Zongwu
37
Hoderlein, Stefan
37
Mammen, Enno
37
Simar, Léopold
37
Horowitz, Joel
36
Phillips, Peter C. B.
35
Florens, Jean-Pierre
34
Li, Degui
34
Su, Liangjun
33
Lewbel, Arthur
31
Racine, Jeffrey
30
Hu, Yingyao
28
Ichimura, Hidehiko
28
Dette, Holger
26
Feng, Yuanhua
26
Sun, Yiguo
26
Lee, Sokbae
25
Van Keilegom, Ingrid
25
Escanciano, Juan Carlos
24
Kristensen, Dennis
24
White, Halbert
24
Parmeter, Christopher F.
23
Rothe, Christoph
23
Ullah, Aman
23
Henderson, Daniel J.
22
Linton, Oliver B.
22
Breunig, Christoph
21
Chernozhukov, Victor
21
Vella, Francis
21
Kumbhakar, Subal
20
Peng, Bin
20
Klein, Roger W.
19
Pouzo, Demian
19
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
National Bureau of Economic Research
19
Centre for Microdata Methods and Practice <London>
4
Forschungsinstitut zur Zukunft der Arbeit
4
Center for Economic Research <Tilburg>
3
London School of Economics and Political Science
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
Econometrisch Instituut <Rotterdam>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Western Ontario / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Columbia University / Department of Economics
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
International Center for Financial Asset Management and Engineering
1
Panepistēmio Kypru / Department of Economics
1
Robert Schuman Centre for Advanced Studies
1
Trinity College Dublin / Department of Economics
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of York / Department of Economics and Related Studies
1
Universität Mannheim
1
Universität Zürich / Sozialökonomisches Institut
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
Westfälische Wilhelms-Universität Münster
1
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Journal of econometrics
342
CEMMAP working papers / Centre for Microdata Methods and Practice
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
119
Econometric theory
108
Econometric reviews
89
Economics letters
87
Journal of the American Statistical Association : JASA
77
The econometrics journal
62
Working paper / Department of Econometrics and Business Statistics, Monash University
46
Discussion papers of interdisciplinary research project 373
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Quantitative economics : QE ; journal of the Econometric Society
38
Cowles Foundation discussion paper
37
Discussion paper series / IZA
37
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
37
Discussion paper / Tinbergen Institute
34
SFB 649 discussion paper
33
Econometrics papers
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
29
Cowles Foundation Discussion Paper
27
European journal of operational research : EJOR
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Boston College working papers in economics
24
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
cemmap working paper
23
Working papers / TSE : WP
21
Econometrics : open access journal
20
CREATES research paper
19
Journal of applied econometrics
19
Working papers series in theoretical and applied economics
19
Cambridge working papers in economics
18
Discussion paper / Center for Economic Research, Tilburg University
18
Economic modelling
18
KBI
17
NBER working paper series
17
Working paper
17
ECARES working paper
16
Energy economics
16
NBER Working Paper
16
IZA Discussion Paper
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ECONIS (ZBW)
3,434
EconStor
91
USB Cologne (EcoSocSci)
1
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Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
2
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
3
Efficient estimation of multivariate semi-nonparametric GARCH filtered Copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2020
-
Revised October 9, 2019
Persistent link: https://www.econbiz.de/10015054147
Saved in:
4
Are short term stock asset returns predictable? : an extended empirical analysis
Mazzoni, Thomas
-
2010
Persistent link: https://www.econbiz.de/10003977437
Saved in:
5
Estimation of the survivor model by nonparametric maximum likelihood, maximum penalized likelihood and simulation based estimation
Huh, Keun
;
Sickles, Robin C.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000811153
Saved in:
6
Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Ferraz, Rosemeire O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10003743610
Saved in:
7
Jackknife empirical likelihood
Jing, Bingyi
;
Yuan, Junqing
;
Zhou, Wang
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
Saved in:
8
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
9
Nonparametric estimation of mean and dispersion functions in extended generalized linear models
Gijbels, Irène
;
Prosdocimi, Ilaria
;
Claeskens, G.
-
2008
Persistent link: https://www.econbiz.de/10003977319
Saved in:
10
Empirical likelihood in missing data problems
Qin, Jing
;
Zhang, Biao
;
Leung, Denis H. Y.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1492-1503
Persistent link: https://www.econbiz.de/10003993009
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