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Stochastic process
Schätztheorie
35,684
Estimation theory
35,059
Theorie
9,562
Theory
9,181
Zeitreihenanalyse
5,742
Time series analysis
5,667
Schätzung
5,525
Estimation
5,446
Regressionsanalyse
4,008
Regression analysis
3,996
Nichtparametrisches Verfahren
3,290
Nonparametric statistics
3,207
Prognoseverfahren
1,864
Forecasting model
1,837
Panel
1,813
Panel study
1,766
Statistischer Test
1,689
Statistical test
1,655
USA
1,586
United States
1,536
Volatilität
1,520
Volatility
1,497
Statistische Verteilung
1,411
Statistical distribution
1,383
Bayes-Statistik
1,183
Bayesian inference
1,169
Sampling
1,061
Stichprobenerhebung
1,060
ARCH-Modell
1,049
Kointegration
1,041
ARCH model
1,040
Statistical inference
1,030
Induktive Statistik
1,029
Cointegration
1,028
Stochastischer Prozess
1,008
Monte-Carlo-Simulation
993
Momentenmethode
990
Maximum-Likelihood-Schätzung
983
Monte Carlo simulation
982
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Online availability
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Free
381
Undetermined
270
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Article
525
Book / Working Paper
466
Type of publication (narrower categories)
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Article in journal
489
Aufsatz in Zeitschrift
489
Arbeitspapier
240
Working Paper
240
Graue Literatur
234
Non-commercial literature
234
Aufsatz im Buch
31
Book section
31
Hochschulschrift
16
Thesis
13
Collection of articles of several authors
5
Collection of articles written by one author
5
Sammelwerk
5
Sammlung
5
Amtsdruckschrift
3
Government document
3
Bibliografie enthalten
2
Bibliography included
2
Conference paper
2
Forschungsbericht
2
Konferenzbeitrag
2
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1
Einführung
1
Handbook
1
Handbuch
1
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1
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1
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1
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1
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1
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Language
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English
981
German
11
French
1
Author
All
Phillips, Peter C. B.
18
Koopman, Siem Jan
13
Todorov, Viktor
12
Tauchen, George Eugene
11
McAleer, Michael
10
Christopeit, Norbert
8
Massmann, Michael
8
Spokojnyj, Vladimir G.
8
Takahashi, Akihiko
8
Kristensen, Dennis
7
Lucas, André
7
Strachan, Rodney W.
7
Brandt, Michael W.
6
Hurn, Stan
6
Küchler, Uwe
6
Leon-Gonzalez, Roberto
6
Lieberman, Offer
6
Park, Joon Y.
6
Sentana, Enrique
6
Tsionas, Efthymios G.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Chan, Joshua
5
Craig, Ben R.
5
Cui, Zhenyu
5
Fičura, Milan
5
Hurvich, Clifford M.
5
Härdle, Wolfgang
5
Iacus, Stefano Maria
5
Kanaya, Shin
5
León-González, Roberto
5
Li, Jia
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Santa-Clara, Pedro
5
Stambaugh, Robert F.
5
Wu, Jing Cynthia
5
Yu, Jun
5
Andrews, Donald W. K.
4
Aït-Sahalia, Yacine
4
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
National Bureau of Economic Research
5
Federal Reserve System / Division of Research and Statistics
2
University of Exeter / Department of Economics
2
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
State University of New York at Albany / Department of Economics
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
University of Chicago / Graduate School of Business
1
University of Strathclyde / Department of Economics
1
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Published in...
All
Journal of econometrics
61
Discussion paper / Tinbergen Institute
18
Econometric reviews
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
CREATES research paper
15
Economics letters
14
Econometric theory
13
Economic modelling
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
European journal of operational research : EJOR
12
Cowles Foundation discussion paper
11
Mathematics of operations research
11
Discussion papers of interdisciplinary research project 373
10
Journal of empirical finance
10
Operations research
10
Computational economics
9
SFB 649 discussion paper
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Econometrics : open access journal
8
Insurance / Mathematics & economics
8
Quantitative finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of productivity analysis
7
GRIPS discussion papers
6
International journal of production research
6
International journal of theoretical and applied finance
6
Journal of mathematical finance
6
Operations research letters
6
Quantitative economics : QE ; journal of the Econometric Society
6
Risks : open access journal
6
The econometrics journal
6
Working paper
6
Asia-Pacific financial markets
5
Discussion paper
5
Finance and stochastics
5
Handbook of financial time series
5
INFORMS journal on computing : JOC
5
Journal of applied econometrics
5
Journal of banking & finance
5
Journal of financial econometrics
5
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Source
All
ECONIS (ZBW)
991
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991
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1
Bayesian estimation of cost functions with stochastic or exact constraints on parameters
Ilmakunnas, Pekka
-
1983
Persistent link: https://www.econbiz.de/10000420377
Saved in:
2
The decomposition of economic time series : a deterministic and stochastic approach
Pauly, Ralf
;
Schlicht, Ekkehart
-
1982
Persistent link: https://www.econbiz.de/10000072809
Saved in:
3
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
4
Linear estimation and stochastic control
Davis, Mark H. A.
-
1977
-
1. publ.
Persistent link: https://www.econbiz.de/10000089406
Saved in:
5
Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the KLEM translog production model
Tsurumi, Hiroki
;
Wago, Hajime
;
Ilmakunnas, Pekka
-
1985
Persistent link: https://www.econbiz.de/10000045049
Saved in:
6
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
7
Gaussian estimation fo a contiuous time dynamic model with common stochastic trends
Simos, Theodore
-
1995
Persistent link: https://www.econbiz.de/10000908401
Saved in:
8
Risk comparisons among restricted least squares, pre-test and OLS estimators under model mis-specification : omission of stochastic regressors
Lahiri, Kajal
;
Paul, Manimoy
-
1994
Persistent link: https://www.econbiz.de/10000911324
Saved in:
9
Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
-
1995
Persistent link: https://www.econbiz.de/10000912747
Saved in:
10
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
Saved in:
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