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subject:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of time series econometrics"
~subject:"VAR-Modell"
~subject:"cointegration"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
VAR-Modell
cointegration
Estimation theory
81
Schätztheorie
81
Zeitreihenanalyse
40
Estimation
16
Schätzung
16
Statistical test
12
Statistischer Test
12
Einheitswurzeltest
11
Unit root test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
ARCH model
9
ARCH-Modell
9
Regression analysis
9
Regressionsanalyse
9
Structural break
9
Strukturbruch
9
Forecasting model
8
Prognoseverfahren
8
ARMA model
6
ARMA-Modell
6
Cointegration
6
Kointegration
6
Stochastic process
6
Stochastischer Prozess
6
Bootstrap approach
5
Bootstrap-Verfahren
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Panel
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Panel study
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Bias
4
Maximum likelihood estimation
4
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4
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4
bootstrap
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English
41
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Arvanitis, Stelios
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Asai, Manabu
1
Bailey, Natalia
1
Bardet, Jean-Marc
1
Bollinger, Christopher R.
1
Born, Benjamin
1
Boubaker, Heni
1
Bray, Jeremy W.
1
Carrion i Silvestre, Josep Lluís
1
Chen, Jie
1
Chiann, Chang
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Gadea, María Dolores
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
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Hafner, Christian M.
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Hasselt, Martijn van
1
Hassler, Uwe
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Hendry, David F.
1
Hunt, Richard
1
Javed, Farrukh
1
Jensen, Anders Tolver
1
Kapetanios, George
1
Lange, Theis
1
Larsson, Rolf
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Journal of applied econometrics
Journal of time series econometrics
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric reviews
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Economics letters
52
International journal of forecasting
47
Econometric theory
39
Computational economics
26
Applied economics letters
21
The econometrics journal
21
Economic modelling
19
Discussion papers / CEPR
17
Journal of financial econometrics
16
Finance research letters
14
Applied economics
13
Journal of economic dynamics & control
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
European journal of operational research : EJOR
11
Energy economics
10
Insurance / Mathematics & economics
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
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
2
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:
3
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:
4
A Bayesian approach to account for misclassification in prevalence and trend estimation
Hasselt, Martijn van
;
Bollinger, Christopher R.
;
Bray, …
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013165237
Saved in:
5
Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
Saved in:
6
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
7
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
8
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
9
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
10
Checking model adequacy for count time series by using Pearson residuals
Weiß, Christian H.
;
Scherer, Lukas
;
Aleksandrov, Boris
; …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012258316
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