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person:"Hall, Alastair R."
subject:"Statistische Methodenlehre"
~person:"Franses, Philip Hans"
~person:"Teräsvirta, Timo"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
82
Schätztheorie
82
Theorie
42
Theory
42
Time series analysis
39
ARCH model
10
ARCH-Modell
10
Volatility
9
Volatilität
9
Method of moments
8
Momentenmethode
8
Nichtlineare Regression
8
Nonlinear regression
8
Simulation
7
Autokorrelation
5
Börsenkurs
5
Dynamic equilibrium
5
Dynamisches Gleichgewicht
5
Impact assessment
5
Saisonale Schwankungen
5
Seasonal variations
5
Share price
5
Statistical test
5
Statistischer Test
5
Wirkungsanalyse
5
Autocorrelation
4
Structural break
4
Strukturbruch
4
VAR model
4
VAR-Modell
4
Estimation
3
IV-Schätzung
3
Instrumental variables
3
Multivariate Analyse
3
Multivariate analysis
3
Schätzung
3
Cointegration
2
Correlation
2
Exchange rate
2
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Free
17
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Book / Working Paper
41
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Graue Literatur
Arbeitspapier
44
Working Paper
44
Non-commercial literature
41
Article in journal
32
Aufsatz in Zeitschrift
32
Rezension
2
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1
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English
41
Author
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Hall, Alastair R.
Franses, Philip Hans
Teräsvirta, Timo
Gao, Jiti
39
Koopman, Siem Jan
30
Phillips, Peter C. B.
29
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Lütkepohl, Helmut
20
Sibbertsen, Philipp
17
Peng, Bin
16
Kapetanios, George
15
Lucas, André
15
Linton, Oliver
14
Gouriéroux, Christian
13
Koop, Gary
13
Swanson, Norman R.
13
Brännäs, Kurt
12
Hyndman, Rob J.
12
Härdle, Wolfgang
12
Martin, Gael M.
12
Nielsen, Bent
12
Li, Degui
11
Gómez, Víctor
10
Ooms, Marius
10
Pesaran, M. Hashem
10
Spokojnyj, Vladimir G.
10
Bauwens, Luc
9
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Marcellino, Massimiliano
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Tjostheim, Dag
9
Winker, Peter
9
Brakel, Jan A. van den
8
Breitung, Jörg
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
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Ekonomiska forskningsinstitutet <Stockholm>
3
Norges Bank / Utredningsavdelingen
2
European University Institute / Department of Economics
1
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Discussion paper / Tinbergen Institute
9
Report / Econometric Institute, Erasmus University Rotterdam
8
CREATES research paper
6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Working paper series in economics and finance
3
Arbeidsnotat / Norges Bank
2
Arbeidsnotat / Norges Bank / Norges Bank
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
SSE EFI working paper series in economics and finance
2
Working papers / Duke University, Department of Economics
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series
1
ERID working paper
1
EUI working paper / ECO
1
Econometric Institute research papers
1
NCER working paper series
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
TRACE discussion papers / Tinbergen Institute
1
Working papers / Federal Reserve Bank of Atlanta
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ECONIS (ZBW)
41
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
7
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
2014
Persistent link: https://www.econbiz.de/10010237808
Saved in:
8
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
9
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003889713
Saved in:
10
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10009559445
Saved in:
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