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source:"econis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Time series analysis"
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Schätzung
Stochastischer Prozess
Time series analysis
195
Zeitreihenanalyse
195
Theorie
79
Theory
79
Forecasting model
76
Prognoseverfahren
76
Estimation theory
66
Schätztheorie
66
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Estimation
26
Stochastic process
20
State space model
19
Zustandsraummodell
19
Bayes-Statistik
12
Bayesian inference
12
Panel
11
Panel study
11
ARMA model
10
ARMA-Modell
10
Börsenkurs
10
Cointegration
10
Kointegration
10
Regression analysis
10
Regressionsanalyse
10
Share price
10
Statistical test
9
Statistischer Test
9
VAR model
9
VAR-Modell
9
Volatility
9
Volatilität
9
Aggregation
7
Australia
7
Australien
7
Bootstrap approach
7
Bootstrap-Verfahren
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Statistical distribution
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Gao, Jiti
25
Martin, Gael M.
6
Dong, Chaohua
5
Linton, Oliver
4
Pan, Guangming
4
Yang, Yanrong
4
Athanasopoulos, George
3
Maneesoonthorn, Worapree
3
Peng, Bin
3
Vahid, Farshid
3
Zhang, Bo
3
Cai, Biqing
2
Cheng, Tingting
2
Forbes, Catherine Scipione
2
Frazier, David T.
2
Hyndman, Rob J.
2
Li, Degui
2
McCabe, Brendan Peter Martin
2
Poskitt, Donald Stephen
2
Yan, Yayi
2
Anderson, Heather M.
1
Bailey, Natalia
1
Bollen, Bernard
1
Chen, Xiangjin B.
1
De Silva, Ashton
1
Gamakumara, Puwasala
1
Grose, Simone D.
1
Guo, M.
1
Harris, David
1
Inder, Brett A.
1
Jiang, Bin
1
Kalb, Guyonne
1
Kapetanios, George
1
Kew, Hsein
1
King, Maxwell L.
1
Kofman, Paul
1
Koo, Bonsoo
1
La Vecchia, Davide
1
Leigh, Catherine
1
Liu, Fei
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Economic modelling
106
Discussion paper / Tinbergen Institute
101
Applied economics
100
Economics letters
86
Applied economics letters
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
International journal of forecasting
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
74
CESifo working papers
70
Energy economics
67
Working paper
62
Econometric reviews
60
Journal of forecasting
56
International review of economics & finance : IREF
42
Journal of empirical finance
41
Journal of applied econometrics
38
Econometric theory
37
Journal of economic dynamics & control
36
The North American journal of economics and finance : a journal of financial economics studies
36
Computational economics
35
CREATES research paper
34
Finance research letters
33
CAMA working paper series
32
Economics and finance working paper series
31
Macroeconomic dynamics
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
29
Journal of banking & finance
29
Applied financial economics
28
International journal of finance & economics : IJFE
27
Journal of financial econometrics
27
Journal of risk and financial management : JRFM
27
SFB 649 discussion paper
27
The econometrics journal
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
Quantitative finance
26
Journal of international money and finance
25
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ECONIS (ZBW)
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1
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
3
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
4
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
5
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
6
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
9
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
10
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
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