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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Baillie, Richard"
~person:"Granger, C. W. J."
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
43
Schätztheorie
43
Theorie
27
Theory
27
Time series analysis
19
Estimation
6
Schätzung
6
Forecasting model
5
Prognoseverfahren
5
Regression analysis
4
Regressionsanalyse
4
USA
4
United States
4
ARMA model
3
ARMA-Modell
3
Autocorrelation
3
Autokorrelation
3
Capital income
3
Exchange rate
3
Kapitaleinkommen
3
Risikoprämie
3
Risk premium
3
Wechselkurs
3
ARFIMA
2
Confidence intervals
2
Currency derivative
2
Devisenmarkt
2
Foreign exchange market
2
Forward premium anomaly
2
Induktive Statistik
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Saisonale Schwankungen
2
Seasonal variations
2
Statistical inference
2
Structural break
2
Strukturbruch
2
VAR model
2
VAR-Modell
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Article
19
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Article in journal
Biografie
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Aufsatz in Zeitschrift
17
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
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4
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2
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English
18
Spanish
1
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Baillie, Richard
Granger, C. W. J.
Phillips, Peter C. B.
30
Linton, Oliver
19
Leybourne, Stephen James
18
Johansen, Søren
17
Lütkepohl, Helmut
17
Teräsvirta, Timo
17
Gao, Jiti
16
Harvey, Andrew C.
16
Taylor, Robert
16
Perron, Pierre
15
Chambers, Marcus J.
13
Ghysels, Eric
13
Hassler, Uwe
13
King, Maxwell L.
13
Robinson, Peter M.
13
Xiao, Zhijie
13
Hendry, David F.
12
Gouriéroux, Christian
11
Li, Qi
11
McAleer, Michael
11
Tauchen, George Eugene
11
White, Halbert
11
Bauwens, Luc
10
Hansen, Bruce E.
10
Hong, Yongmiao
10
Koop, Gary
10
Lucas, André
10
Stock, James H.
10
Zhu, Ke
10
Andrews, Donald W. K.
9
Baltagi, Badi H.
9
Chan, Ngai Hang
9
Harvey, David I.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
McElroy, Tucker
9
Nelson, Daniel B.
9
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Journal of econometrics
4
Applied economics
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics ; Vol. 2
1
Información comercial española / Cuadernos económicos
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of time series econometrics
1
Model reliability
1
Oxford bulletin of economics and statistics
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Special issue on new developments in time series econometrics
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
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ECONIS (ZBW)
19
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1
Choices between OLS with robust inference and feasible GLS in time series regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Economics letters
171
(
2018
),
pp. 218-221
Persistent link: https://www.econbiz.de/10012021807
Saved in:
2
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
3
On the estimation of short memory components in long memory time series models
Baillie, Richard
;
Kapetanios, George
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
Saved in:
4
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
5
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
6
Consideration of trends in time series
White, Halbert
;
Granger, C. W. J.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009623246
Saved in:
7
Spurious regressions with stationary series
Granger, C. W. J.
;
Hyung, Namwon
;
Jeon, Yongil
- In:
Applied economics
33
(
2001
)
7
,
pp. 899-904
Persistent link: https://www.econbiz.de/10001583730
Saved in:
8
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Saved in:
9
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Saved in:
10
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
1
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