//--> //--> //--> //-->
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
subject:"Germany"
~isPartOf:"Econometric reviews"
~isPartOf:"Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers"
~language:"eng"
~subject:"Time series analysis"
~type:"article"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Germany
Time series analysis
Estimation theory
447
Schätztheorie
447
Theorie
131
Theory
131
Nichtparametrisches Verfahren
87
Nonparametric statistics
87
Zeitreihenanalyse
86
Regression analysis
68
Regressionsanalyse
68
Estimation
57
Schätzung
57
Panel
56
Panel study
56
Statistical test
56
Statistischer Test
56
Method of moments
36
Momentenmethode
36
Autocorrelation
31
Autokorrelation
31
Statistical theory
27
Statistische Methodenlehre
27
Bootstrap approach
24
Bootstrap-Verfahren
24
Cointegration
24
Kointegration
23
Simulation
23
Modellierung
22
Scientific modelling
22
Statistical distribution
22
Statistische Verteilung
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Volatility
20
Volatilität
20
Kleinste-Quadrate-Methode
18
Least squares method
18
Stochastic process
17
more ...
less ...
Online availability
All
Undetermined
54
Free
5
Type of publication
All
Article
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
85
Aufsatz in Zeitschrift
85
Rezension
1
Language
All
English
Author
All
Teräsvirta, Timo
5
Hendry, David F.
3
Baltagi, Badi H.
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
2
Gao, Jiti
2
Hsiao, Cheng
2
Kapetanios, George
2
Kilian, Lutz
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Lucas, André
2
Medeiros, Marcelo C.
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Amado, Cristina
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Baillie, Richard
1
Bayarri, M. J.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Berger, James O.
1
Berkowitz, Jeremy
1
Bermudez, P. de Zea
1
Beutner, Eric
1
Bewley, Ronald A.
1
Bianconcini, Silvia
1
Bierens, Herman J.
1
Boswijk, Herman Peter
1
Brune, Barbara
1
Brännäs, Kurt
1
Bura, Efstathia
1
Cai, Yuzhi
1
Cai, Zongwu
1
Camba-Méndez, Gonzalo
1
more ...
less ...
Published in...
All
Econometric reviews
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
Journal of econometrics
310
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
137
International journal of forecasting
65
Journal of forecasting
54
Applied economics letters
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Econometrics : open access journal
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of time series econometrics
39
The econometrics journal
39
Applied economics
36
Journal of the American Statistical Association : JASA
36
Economic modelling
35
Computational economics
32
Journal of applied econometrics
32
Oxford bulletin of economics and statistics
27
Journal of empirical finance
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of economic dynamics & control
17
Journal of risk and financial management : JRFM
16
Journal of financial econometrics
15
Journal of macroeconomics
15
The review of economics and statistics
15
Finance research letters
13
Quantitative economics : QE ; journal of the Econometric Society
13
The review of economic studies
12
Journal of banking & finance
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and financial issues : IJEFI
10
Quantitative finance
10
Central European journal of economic modelling and econometrics
9
Energy economics
9
Essays in honor of Joon Y. Park : econometric theory
9
Statistical papers
9
The North American journal of economics and finance : a journal of financial economics studies
9
The empirical economics letters : a monthly international journal of economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
86
Showing
1
-
10
of
86
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Locally time-varying parameter regression
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
Saved in:
7
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
8
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
9
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
10
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->