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subject:"Germany"
~isPartOf:"Computational economics"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers"
~language:"eng"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Germany
Time series analysis
Estimation theory
711
Schätztheorie
711
Zeitreihenanalyse
183
Theorie
164
Theory
164
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131
Prognoseverfahren
131
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105
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105
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94
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Teräsvirta, Timo
7
Hendry, David F.
4
Hyndman, Rob J.
4
Lucas, André
4
Baltagi, Badi H.
3
Blasques, Francisco
3
Boubaker, Heni
3
Kapetanios, George
3
Kock, Anders Bredahl
3
Koopman, Siem Jan
3
Lütkepohl, Helmut
3
Omay, Tolga
3
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Bohn Nielsen, Heino
2
Brännäs, Kurt
2
Dagum, Estela Bee
2
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2
Deo, Rohit S.
2
Dong, Chaohua
2
Espasa Terrades, Antoni
2
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2
Harvey, Andrew C.
2
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2
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Kvamsdal, Sturla Furunes
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Liang, Zhongwen
2
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2
McElroy, Tucker
2
Medeiros, Marcelo C.
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Oryshchenko, Vitaliy
2
Papailias, Fotis
2
Ruiz, Esther
2
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2
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2
Smeekes, Stephan
2
Tschernig, Rolf
2
Wilms, Ines
2
Winkelmann, Rainer
2
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2
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
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Computational economics
Econometric reviews
International journal of forecasting
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
Journal of econometrics
310
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160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
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100
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59
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54
Applied economics letters
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
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48
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
The econometrics journal
37
Applied economics
36
Journal of the American Statistical Association : JASA
36
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35
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32
EUI working paper / ECO
31
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SFB 649 discussion paper
30
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27
Oxford bulletin of economics and statistics
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Discussion paper / Center for Economic Research, Tilburg University
24
Journal of empirical finance
24
Working paper / National Bureau of Economic Research, Inc.
24
Working paper series
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
LSE STICERD Research Paper
23
NBER technical working paper series
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ECONIS (ZBW)
189
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189
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1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
4
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
5
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
6
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
7
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
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8
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
9
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
10
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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