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subject:"Capital income"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~subject:"State space model"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Capital income
Time series analysis
State space model
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Statistischer Test
10
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9
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Estimation
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cointegration
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bootstrap
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Morettin, Pedro A.
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Aubin, Elisete C. Q.
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
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Hafner, Christian M.
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Hassler, Uwe
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1
Javed, Farrukh
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Jensen, Anders Tolver
1
Lange, Theis
1
Larsson, Rolf
1
Lima, Luiz Renato
1
Liu-Evans, Gareth
1
Liu-Evans, Gareth D.
1
Louka, Alexandros
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Journal of time series econometrics
Journal of econometrics
342
Econometric theory
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
145
Econometric reviews
89
International journal of forecasting
67
Journal of forecasting
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
54
Econometrics : open access journal
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
The econometrics journal
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Economic modelling
38
Journal of the American Statistical Association : JASA
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Applied economics
36
Computational economics
36
Journal of empirical finance
35
Journal of applied econometrics
32
Finance research letters
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Oxford bulletin of economics and statistics
24
Journal of risk and financial management : JRFM
23
Journal of economic dynamics & control
22
Journal of banking & finance
19
The review of economics and statistics
18
Journal of financial econometrics
17
Journal of macroeconomics
15
The review of economic studies
15
Quantitative economics : QE ; journal of the Econometric Society
14
International journal of economics and financial issues : IJEFI
13
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Insurance / Mathematics & economics
11
Journal of quantitative economics
11
Annales d'économie et de statistique
10
Central European journal of economic modelling and econometrics
10
Journal of financial and quantitative analysis : JFQA
10
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
4
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
5
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
6
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
7
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
8
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
9
Checking model adequacy for count time series by using Pearson residuals
Weiß, Christian H.
;
Scherer, Lukas
;
Aleksandrov, Boris
; …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012258316
Saved in:
10
A comparison of hurst exponent estimators in long-range dependent curve time series
Shang, Han Lin
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012258318
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