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subject:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"The econometrics journal"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
VAR-Modell
Estimation theory
228
Schätztheorie
228
Zeitreihenanalyse
78
Regression analysis
43
Regressionsanalyse
43
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Estimation
34
Schätzung
33
Statistical test
27
Statistischer Test
27
Panel
25
Panel study
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Forecasting model
20
Prognoseverfahren
20
ARCH model
18
ARCH-Modell
18
Einheitswurzeltest
17
Unit root test
17
Bootstrap approach
16
Bootstrap-Verfahren
16
Simulation
15
Statistical distribution
14
Statistische Verteilung
14
Cointegration
13
Correlation
13
Instrumental variables
13
Kointegration
13
Korrelation
13
Volatility
13
Volatilität
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
IV-Schätzung
11
Stochastic process
11
Stochastischer Prozess
11
Structural break
11
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Conference paper
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English
82
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Boubaker, Heni
3
Omay, Tolga
3
Arvanitis, Stelios
2
Demetrescu, Matei
2
Kurozumi, Eiji
2
Kvamsdal, Sturla Furunes
2
McElroy, Tucker
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Aloy, Marcel
1
Asai, Manabu
1
Aydin, Dursun
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Cai, Yifei
1
Chen, Jie
1
Cheng, Hong
1
Chiann, Chang
1
Cubadda, Gianluca
1
Dallakyan, Aramayis
1
Davidson, James E. H.
1
Dias, Fabio S.
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Emirmahmutoglu, Furkan
1
Everaert, Gerdie
1
Fan, Jianqing
1
Feld, Martin
1
Fernández del Hoyo, Juan J.
1
Game, Aaron
1
Ginker, Tim
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guizar, Isai
1
Gupta, Rangan
1
Gómez-Zaldívar, Manuel
1
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Computational economics
Journal of time series econometrics
The econometrics journal
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
59
Economics letters
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
International journal of forecasting
47
Econometric theory
39
Applied economics letters
21
Economic modelling
19
Discussion papers / CEPR
16
Journal of financial econometrics
14
Applied economics
13
Finance research letters
13
Journal of quantitative economics
13
Discussion paper / Centre for Economic Policy Research
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of empirical finance
12
Journal of forecasting
12
Energy economics
10
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
10
Journal of economic dynamics & control
10
Quantitative finance
10
Essays in honor of Joon Y. Park : econometric theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of mathematical finance
7
Journal of risk
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
SpringerLink / Bücher
6
Astin bulletin : the journal of the International Actuarial Association
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Handbook of econometrics : volume 2
5
International journal of economics and finance
5
International journal of production economics
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Research in international business and finance
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ECONIS (ZBW)
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1
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
2
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
3
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
4
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
5
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
6
Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
Li, Chaojun
;
Liu, Yan
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10013543277
Saved in:
7
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
Saved in:
8
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
9
Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei
;
Omay, Tolga
- In:
Computational economics
59
(
2022
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
Saved in:
10
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
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