//--> //--> //-->
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
person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of econometrics"
~person:"Bibinger, Markus"
~person:"Koopman, Siem Jan"
~person:"Sibbertsen, Philipp"
~person:"Teräsvirta, Timo"
~subject:"Zeitreihenanalyse"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Share price
Zeitreihenanalyse
Estimation theory
13
Schätztheorie
13
Time series analysis
8
Volatility
4
Volatilität
4
Consistency
3
Asymptotic normality
2
Cointegration
2
Forecasting model
2
Invertibility
2
Kointegration
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Observation-driven models
2
Prognoseverfahren
2
Theorie
2
Theory
2
Ökonometrie
2
Asymptotic theory
1
Bayes-Statistik
1
Bayesian inference
1
Bubbles
1
Börsenkurs
1
Capital income
1
Censored likelihood
1
Censored posterior
1
Climate change
1
Co-breaking
1
Co-jumps
1
Correlation
1
Covolatility estimation
1
Density forecasting
1
Double bounded time series
1
Econometrics
1
Estimation
1
Expected Shortfall
1
Explosive processes
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Stambaugh, Robert F.
Bibinger, Markus
Koopman, Siem Jan
Sibbertsen, Philipp
Teräsvirta, Timo
Phillips, Peter C. B.
11
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Todorov, Viktor
7
Li, Jia
6
Tauchen, George Eugene
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Francq, Christian
5
Kim, Donggyu
5
Li, Yingying
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Zhu, Ke
5
Chambers, Marcus J.
4
Harvey, David I.
4
Li, Qi
4
Ng, Serena
4
Sun, Yixiao
4
Zakoïan, Jean-Michel
4
Baillie, Richard
3
Baltagi, Badi H.
3
Blasques, Francisco
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
Johansen, Søren
3
Kim, Dukpa
3
Koop, Gary
3
Li, Degui
3
Li, Dong
3
Li, Guodong
3
Li, Wai Keung
3
Lütkepohl, Helmut
3
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Tinbergen Institute
31
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
CREATES research paper
8
Econometric reviews
7
SFB 649 discussion paper
6
Working paper series in economics and finance
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometrics : open access journal
3
International journal of forecasting
3
Discussion paper / Center for Economic Research, Tilburg University
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
SSE EFI working paper series in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
1
Applied economics letters
1
Arbeidsnotat / Norges Bank
1
Arbeidsnotat / Norges Bank / Norges Bank
1
CFS working paper series
1
Department of Economics discussion papers
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series / LSE Financial Markets Group
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial economics
1
NBP working paper
1
NCER working paper series
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Research memorandum series / Tinbergen Instituut
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Technical working paper / National Bureau of Economic Research
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 11-090/4
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
3
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:
4
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:
5
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
6
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
Saved in:
7
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
8
Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
Saved in:
9
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10001755364
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->