//--> //--> //--> //-->
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
accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Koopman, Siem Jan"
~person:"Phillips, Peter C. B."
~source:"econis"
~subject:"Kointegration"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Kointegration
Estimation theory
36
Schätztheorie
36
Time series analysis
17
Regression analysis
9
Regressionsanalyse
9
Cointegration
7
Einheitswurzeltest
5
Estimation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätzung
5
Unit root test
5
Correlation
4
Endogeneity
4
Forecasting model
4
Korrelation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Prognoseverfahren
4
Bayes-Statistik
3
Bayesian inference
3
Consistency
3
Induktive Statistik
3
Local to unity
3
Nichtlineare Regression
3
Nonlinear regression
3
Statistical distribution
3
Statistical inference
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
Asymptotic normality
2
Fixed effects
2
Fractional integration
2
Importance sampling
2
Invertibility
2
Kalman filter
2
Kernel degeneracy
2
more ...
less ...
Online availability
All
Undetermined
Free
102
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Koopman, Siem Jan
Phillips, Peter C. B.
Gao, Jiti
11
Li, Jia
9
Kapetanios, George
8
Zhu, Ke
8
Li, Degui
7
Linton, Oliver
7
Lütkepohl, Helmut
7
Taylor, Robert
7
Teräsvirta, Timo
7
Demetrescu, Matei
6
Dong, Chaohua
6
Kim, Donggyu
6
Li, Yingying
6
Lucas, André
6
Marcellino, Massimiliano
6
Nielsen, Morten Ørregaard
6
Omay, Tolga
6
Shang, Han Lin
6
Todorov, Viktor
6
Tu, Yundong
6
Wang, Qiying
6
Wang, Shouyang
6
Blasques, Francisco
5
Davis, Richard A.
5
Francq, Christian
5
Sbrana, Giacomo
5
Sucarrat, Genaro
5
Tauchen, George Eugene
5
Agiakloglou, Christos N.
4
Andersen, Torben
4
Baillie, Richard
4
Bollerslev, Tim
4
Cavaliere, Giuseppe
4
Chevillon, Guillaume
4
Fan, Jianqing
4
Hassler, Uwe
4
Hendry, David F.
4
Hong, Yongmiao
4
more ...
less ...
Published in...
All
Journal of econometrics
14
Econometric reviews
3
Econometric theory
3
International journal of forecasting
1
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
2
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
5
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
6
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
7
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
8
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
Saved in:
9
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
10
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->