//--> //--> //-->
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
isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~person:"Blasques, Francisco"
~source:"econis"
~subject:"Maximum-Likelihood-Schätzung"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Maximum-Likelihood-Schätzung
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
1
ARCH-Modell
1
Asymptotic normality
1
Autocorrelation
1
Autokorrelation
1
Autoregressive conditional duration
1
Bayes-Statistik
1
Bayesian inference
1
Delta-method
1
Estimation
1
Forecasting model
1
Generalized autoregressive conditional heteroskedasticity
1
Macroeconomic time series
1
Nichtlineare Regression
1
Nonlinear regression
1
Prognoseverfahren
1
Schätzung
1
Score driven models
1
Score driven time-varying parameter models
1
Smooth transition
1
Stochastic process
1
Stochastischer Prozess
1
Time-varying mean
1
Treshold autoregressive models
1
consistency
1
dynamic copulas
1
generalized autoregressive score models
1
observation driven models
1
stochastic recurrence equations
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Blasques, Francisco
Baltagi, Badi H.
12
Teräsvirta, Timo
8
Ullah, Aman
7
Hendry, David F.
6
Kapetanios, George
6
Liu, Long
6
Lucas, André
6
Maasoumi, Esfandiar
6
Gao, Jiti
5
Hsiao, Cheng
5
Li, Qi
5
Racine, Jeffrey
5
Taylor, James W.
5
Wan, Alan T. K.
5
Ai, Chunrong
4
Dufour, Jean-Marie
4
Hall, Alastair R.
4
Hyndman, Rob J.
4
Kao, Chihwa
4
King, Maxwell L.
4
Kock, Anders Bredahl
4
Kumbhakar, Subal
4
Lee, Lung-fei
4
Linton, Oliver
4
Liu, Xiaodong
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Otsu, Taisuke
4
Perron, Pierre
4
Tsay, Ruey S.
4
Tsionas, Efthymios G.
4
Tu, Yundong
4
Zhang, Xinyu
4
Ando, Tomohiro
3
Armstrong, Jon Scott
3
Baillie, Richard
3
Bao, Yong
3
Bera, Anil K.
3
Breitung, Jörg
3
more ...
less ...
Published in...
All
Journal of forecasting
Econometric reviews
International journal of forecasting
Discussion paper / Tinbergen Institute
12
Journal of econometrics
4
Tinbergen Institute Discussion Paper 14-029/III
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 15-009/III
1
Tinbergen Institute Discussion Paper 15-131/III, 2015
1
Tinbergen Institute Discussion Paper 16-082/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2021-098/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
Saved in:
3
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->