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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Baillie, Richard"
~person:"McElroy, Tucker"
~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
31
Schätztheorie
31
Time series analysis
19
Theorie
10
Theory
10
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Schätzung
6
ARMA model
4
ARMA-Modell
4
VAR model
4
VAR-Modell
4
Exchange rate
3
Induktive Statistik
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
3
Regressionsanalyse
3
Risikoprämie
3
Risk premium
3
Statistical inference
3
Wechselkurs
3
ARFIMA
2
Autocorrelation
2
Autokorrelation
2
Confidence intervals
2
Currency derivative
2
Devisenmarkt
2
Foreign exchange market
2
Forward premium anomaly
2
Saisonale Schwankungen
2
Seasonal variations
2
Währungsderivat
2
time series
2
1980-1985
1
ARCH model
1
ARCH-Modell
1
ARIMA models
1
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Article
19
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Article in journal
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Aufsatz in Zeitschrift
18
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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2
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English
19
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Baillie, Richard
McElroy, Tucker
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
Granger, C. W. J.
9
Harvey, David I.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Nelson, Daniel B.
9
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Journal of econometrics
4
Econometric reviews
2
The econometrics journal
2
Econometric theory
1
Economics letters
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of time series econometrics
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
19
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1
Testing collinearity of vector time series
McElroy, Tucker
;
Jach, Agnieszka
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10012166700
Saved in:
2
Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker
;
Jach, Agnieszka
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 495-515
Persistent link: https://www.econbiz.de/10012054818
Saved in:
3
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:
4
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:
5
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
6
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:
7
When are direct multi-step and iterative forecasts identical?
McElroy, Tucker
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
Saved in:
8
The algebraic structure of transformed time series
McElroy, Tucker
;
Pang, Osbert
- In:
Empirical economic and financial research : theory, …
,
(pp. 89-104)
.
2015
Persistent link: https://www.econbiz.de/10010490160
Saved in:
9
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 211-225
Persistent link: https://www.econbiz.de/10010497087
Saved in:
10
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:
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