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isPartOf:"Journal of empirical finance"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~source:"econis"
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Zeitreihenanalyse
Estimation theory
801
Schätztheorie
801
Theorie
303
Theory
303
Time series analysis
184
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
Regression analysis
96
Regressionsanalyse
96
Estimation
50
Schätzung
50
ARCH model
48
ARCH-Modell
48
Statistical test
46
Statistischer Test
46
Autocorrelation
40
Autokorrelation
40
Volatility
34
Volatilität
34
Statistical distribution
32
Statistische Verteilung
32
Cointegration
25
Kointegration
25
Method of moments
25
Momentenmethode
25
Forecasting model
24
Induktive Statistik
24
Prognoseverfahren
24
Statistical inference
24
Einheitswurzeltest
23
Stochastic process
23
Stochastischer Prozess
23
Unit root test
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Capital income
21
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21
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5
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Article
182
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2
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182
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182
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4
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English
184
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Phillips, Peter C. B.
7
Leybourne, Stephen James
5
Chambers, Marcus J.
4
Chan, Ngai Hang
4
Johansen, Søren
4
Nielsen, Morten Ørregaard
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Gao, Jiti
3
Grégoir, Stéphane
3
Peng, Liang
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Zakoïan, Jean-Michel
3
Zhang, Rongmao
3
Breitung, Jörg
2
Broze, Laurence
2
Chen, Xiaohong
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Harvey, Andrew C.
2
Harvey, David I.
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Lieberman, Offer
2
Linton, Oliver
2
Lütkepohl, Helmut
2
McCabe, Brendan Peter Martin
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Perron, Pierre
2
Poskitt, Donald Stephen
2
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Granger Centre for Time Series Econometrics
1
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Journal of empirical finance
Econometric theory
Journal of econometrics
310
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
135
Discussion paper / Tinbergen Institute
98
Econometric reviews
88
International journal of forecasting
64
Working paper / Department of Econometrics and Business Statistics, Monash University
64
CREATES research paper
59
Journal of forecasting
54
Applied economics letters
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Econometrics : open access journal
47
Cowles Foundation discussion paper
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of time series econometrics
39
NBER Working Paper
39
The econometrics journal
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Applied economics
35
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
31
Journal of applied econometrics
30
EUI working paper / ECO
29
NBER working paper series
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
SFB 649 discussion paper
26
Oxford bulletin of economics and statistics
24
Working paper series
24
LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
21
Umeå economic studies
21
Working paper
21
Discussion paper
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ECONIS (ZBW)
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61
Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Econometric theory
30
(
2014
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
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62
High frequency lead/lag relationships : empirical facts
Huth, Nicolas
;
Abergel, Frédéric
- In:
Journal of empirical finance
26
(
2014
),
pp. 41-58
Persistent link: https://www.econbiz.de/10010472008
Saved in:
63
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
Saved in:
64
Time series regression on integrated continuous-time processes with heavy and light tails
Fasen, Vicky Maria
- In:
Econometric theory
29
(
2013
)
1
,
pp. 28-67
Persistent link: https://www.econbiz.de/10009747888
Saved in:
65
A functional version of the ARCH model
Hörmann, Siegfried
;
Horváth, Lajos
;
Reeder, Ron
- In:
Econometric theory
29
(
2013
)
2
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009760010
Saved in:
66
Memory parameter estimation in the presence of level shifts and deterministic trends
McCloskey, Adam
;
Perron, Pierre
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1196-1237
Persistent link: https://www.econbiz.de/10010343727
Saved in:
67
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
68
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
Saved in:
69
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
70
Toward a unified interval estimation of autoregressions
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2012
)
3
,
pp. 705-717
Persistent link: https://www.econbiz.de/10009545785
Saved in:
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