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isPartOf:"Journal of empirical finance"
subject:"Zeitreihenanalyse"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Economic modelling"
~subject:"Kointegration"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kointegration
Time series analysis
Estimation theory
431
Schätztheorie
431
Estimation
89
Schätzung
88
Theorie
70
Theory
70
Regression analysis
68
Regressionsanalyse
68
Nichtparametrisches Verfahren
55
Nonparametric statistics
55
Statistical test
49
Statistischer Test
49
Volatility
40
Volatilität
40
Stochastic process
34
Stochastischer Prozess
34
Cointegration
30
Autocorrelation
27
Autokorrelation
27
Capital income
26
Forecasting model
26
Kapitaleinkommen
26
Method of moments
26
Momentenmethode
26
Prognoseverfahren
26
ARCH model
23
ARCH-Modell
23
Börsenkurs
22
Panel
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Panel study
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Share price
22
Bootstrap approach
21
Bootstrap-Verfahren
21
Bayes-Statistik
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Bayesian inference
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19
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English
115
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Phillips, Peter C. B.
35
Andrews, Donald W. K.
4
Chen, Xiaohong
4
Wang, Qiying
3
Yu, Jun
3
Cubadda, Gianluca
2
Dalla, Violetta
2
Gao, Jiti
2
Kheifets, Igor
2
Kim, Chang-Jin
2
Kumar, Dilip
2
Liao, Zhipeng
2
Lieberman, Offer
2
Maheswaran, S.
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Ploberger, Werner
2
Raïssi, Hamdi
2
Satchell, Stephen
2
Triacca, Umberto
2
Wang, Ying
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Ali, Faek Menla
1
Amado, Cristina
1
Amini, Shahram
1
Astill, Sam
1
Baillie, Richard
1
Ball, Clifford A.
1
Battisti, Michele
1
Berens, Tobias
1
Bertelli, Stefano
1
Bhaskara Rao, Buddhavarapu
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Calvet, Laurent E.
1
Camacho, Maximo
1
Campbell, John Y.
1
Caporale, Guglielmo Maria
1
Chambers, Marcus J.
1
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Journal of empirical finance
Cowles Foundation discussion paper
Economic modelling
Journal of econometrics
339
Econometric theory
173
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
146
Discussion paper / Tinbergen Institute
107
Econometric reviews
100
Working paper / Department of Econometrics and Business Statistics, Monash University
70
CREATES research paper
68
International journal of forecasting
65
Applied economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Journal of forecasting
55
Econometrics : open access journal
54
The econometrics journal
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Applied economics
41
Journal of time series econometrics
40
NBER Working Paper
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Journal of the American Statistical Association : JASA
35
Journal of applied econometrics
33
Computational economics
32
Oxford bulletin of economics and statistics
31
EUI working paper / ECO
30
NBER working paper series
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Working paper series
27
LSE STICERD Research Paper
26
SFB 649 discussion paper
26
Working paper
26
Discussion paper / Centre for Economic Forecasting
25
Cowles Foundation Discussion Paper
24
Discussion paper / Department of Economics, University of California San Diego
24
Discussion paper / Center for Economic Research, Tilburg University
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Technical working paper / National Bureau of Economic Research
22
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ECONIS (ZBW)
115
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
3
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
4
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
6
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
10
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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