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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Baillie, Richard"
~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
21
Schätztheorie
21
Theorie
10
Theory
10
Time series analysis
10
Estimation
5
Schätzung
5
Forecasting model
4
Prognoseverfahren
4
ARMA model
3
ARMA-Modell
3
Exchange rate
3
Regression analysis
3
Regressionsanalyse
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
Statistical inference
2
VAR model
2
VAR-Modell
2
Währungsderivat
2
1980-1985
1
Asymptotic bias
1
Autocorrelation
1
Autokorrelation
1
Autoregressive approximation
1
Beta risk
1
Betafaktor
1
CAPM
1
Capital income
1
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Undetermined
3
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Article
10
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Article in journal
Biografie
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Systematic review
Aufsatz in Zeitschrift
10
Arbeitspapier
2
Graue Literatur
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Non-commercial literature
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English
10
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Baillie, Richard
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
McElroy, Tucker
9
Nelson, Daniel B.
9
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Journal of econometrics
3
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of empirical finance
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
The econometrics journal
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ECONIS (ZBW)
10
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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
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:
7
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
8
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
Saved in:
9
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10001755335
Saved in:
10
Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
Saved in:
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