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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Kohn, Robert"
~person:"Schmidt, Peter"
~person:"Taylor, Robert"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Statistical test"
~subject:"Stochastic process"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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| 14 applied filters
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Schätztheorie
Momentenmethode
Monte Carlo simulation
Statistical test
Stochastic process
Volatilität
Theorie
28
Theory
28
Time series analysis
10
Zeitreihenanalyse
10
Estimation theory
9
Einheitswurzeltest
6
Unit root test
6
Endogeneity
3
Method of moments
3
Panel
3
Panel study
3
Production function
3
Produktionsfunktion
3
Saisonale Schwankungen
3
Seasonal variations
3
Stochastischer Prozess
3
Technical efficiency
3
Technische Effizienz
3
Markov chain
2
Markov-Kette
2
Statistischer Test
2
Stochastic frontier
2
Volatility
2
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Auxiliary particle filter
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Capital income
1
Cointegration
1
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2
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Article
20
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
20
Language
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English
20
Author
All
Kohn, Robert
Schmidt, Peter
Taylor, Robert
Phillips, Peter C. B.
16
Chib, Siddhartha
11
Lee, Lung-fei
11
Yu, Jun
10
Ullah, Aman
9
Gouriéroux, Christian
8
King, Maxwell L.
8
McAleer, Michael
8
Srivastava, Virendra K.
8
Giles, David E. A.
7
Koop, Gary
7
Li, Qi
7
Aït-Sahalia, Yacine
6
Bera, Anil K.
6
Bollerslev, Tim
6
Ghysels, Eric
6
Granger, C. W. J.
6
Khalaf, Lynda
6
Linton, Oliver
6
Renault, Eric
6
Andrews, Donald W. K.
5
Baltagi, Badi H.
5
Boswijk, Herman Peter
5
Brooks, Robert
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
Gonzalo, Jesús
5
Hallin, Marc
5
Horowitz, Joel
5
Ohtani, Kazuhiro
5
Pesaran, M. Hashem
5
Singh, Radhey S.
5
Swanson, Norman R.
5
Tauchen, George Eugene
5
Windmeijer, Frank
5
Xiao, Zhijie
5
Ahn, Seung Chan
4
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International review of economics & finance : IREF
Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Econometric reviews
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of productivity analysis
4
Economics letters
3
Oxford bulletin of economics and statistics
3
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Insurance / Mathematics & economics
1
International economic review
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Special issue on panel data analysis
1
Testing integration and cointegration
1
The econometrics journal
1
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ECONIS (ZBW)
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1
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
3
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
4
Panel data models with multiple time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009737238
Saved in:
5
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
Saved in:
6
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
7
Estimation of a panel data model with parametric temporal variation in individual effects
Han, Chirok
;
Orea, Luis
;
Schmidt, Peter
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10002647754
Saved in:
8
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10002223712
Saved in:
9
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 21-53
Persistent link: https://www.econbiz.de/10001787600
Saved in:
10
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
Saved in:
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