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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Chambers, Marcus J."
~person:"Francq, Christian"
~person:"Hualde, Javier"
~person:"Hyndman, Rob J."
~person:"Kristensen, Dennis"
~person:"Linton, Oliver"
~person:"Zhang, Rongmao"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~subject:"consistency"
~subject:"generalized polynomial trend"
~subject:"nonstationarity"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Method of moments
Statistical inference
Zeitreihenanalyse
consistency
generalized polynomial trend
nonstationarity
Estimation theory
53
Schätztheorie
53
Time series analysis
21
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Theorie
14
Theory
14
Regression analysis
8
Regressionsanalyse
8
Estimation
6
Schätzung
6
Statistical test
5
Statistischer Test
5
Volatility
5
Volatilität
5
Statistical distribution
4
Statistische Verteilung
4
Cointegration
3
Core
3
Forecasting model
3
Kointegration
3
Prognoseverfahren
3
Stochastic process
3
Stochastischer Prozess
3
ARMA model
2
ARMA-Modell
2
Aggregation
2
Asymptotic normality
2
Bagging
2
Bias
2
Induktive Statistik
2
Systematischer Fehler
2
deterministic trend
2
fractional process
2
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11
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6
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25
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6
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25
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
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English
Author
All
Chambers, Marcus J.
Francq, Christian
Hualde, Javier
Hyndman, Rob J.
Kristensen, Dennis
Linton, Oliver
Zhang, Rongmao
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Teräsvirta, Timo
10
Cavaliere, Giuseppe
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Chan, Ngai Hang
6
Saikkonen, Pentti
6
Horváth, Lajos
5
Kock, Anders Bredahl
5
Politis, Dimitris N.
5
Proietti, Tommaso
5
Andersen, Torben
4
Christensen, Kim
4
Gao, Jiti
4
Kanaya, Shin
4
Kokoszka, Piotr
4
Leybourne, Stephen James
4
Lütkepohl, Helmut
4
MacKinnon, James G.
4
Podolskij, Mark
4
Rahbek, Anders
4
Robinson, Peter M.
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Bugni, Federico A.
3
Chen, Xiaohong
3
Deo, Rohit S.
3
Georgiev, Iliyan
3
Grégoir, Stéphane
3
Guggenberger, Patrik
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Harvey, Andrew C.
3
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Published in...
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CREATES research paper
Econometric theory
International journal of forecasting
Journal of time series econometrics
Journal of econometrics
31
Working paper / Department of Econometrics and Business Statistics, Monash University
19
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cambridge working papers in economics
8
Econometrics papers
5
Economics letters
3
Janeway Institute working paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
The econometrics journal
3
CREATES Research Paper
2
Discussion paper / University of Essex, Department of Economics
2
Discussion paper series / University of Essex, Department of Economics
2
Handbook of financial time series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Queen's Economics Department working paper
2
The economic journal : the journal of the Royal Economic Society
2
Annals of economics and statistics
1
Barcelona GSE working paper series : working paper
1
CEA_372Cass working paper series
1
CREATES Research Paper 2007-1
1
Cambridge-INET working papers
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Cowles Foundation discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / Department of Economics, University of Copenhagen
1
Discussion papers / University of Essex, Department of Economics
1
Discussion papers in economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic research paper / Loughborough University, Department of Economics
1
Journal of applied econometrics
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
31
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1
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
4
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
5
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
6
Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
7
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
8
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
9
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
10
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
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