//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"The econometrics journal"
~subject:"VAR-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
VAR-Modell
Estimation theory
178
Schätztheorie
178
Zeitreihenanalyse
58
Regression analysis
32
Regressionsanalyse
32
Estimation
31
Schätzung
31
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Statistical test
23
Statistischer Test
23
Forecasting model
19
Panel
19
Panel study
19
Prognoseverfahren
19
ARCH model
17
ARCH-Modell
17
Einheitswurzeltest
14
Unit root test
14
Correlation
13
Korrelation
13
Volatility
13
Volatilität
13
Bootstrap approach
12
Bootstrap-Verfahren
12
Statistical distribution
11
Statistische Verteilung
11
VAR model
11
Cointegration
10
Instrumental variables
10
Kointegration
10
Portfolio selection
10
Portfolio-Management
10
Structural break
10
Strukturbruch
10
Autocorrelation
9
Autokorrelation
8
IV-Schätzung
8
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
62
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Conference paper
1
Konferenzbeitrag
1
Language
All
English
62
Author
All
Arvanitis, Stelios
2
Demetrescu, Matei
2
Kurozumi, Eiji
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
Asai, Manabu
1
Baik, Hyeoncheol
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Boubaker, Heni
1
Chen, Jie
1
Chiann, Chang
1
Cubadda, Gianluca
1
Davidson, James E. H.
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Fan, Jianqing
1
Feld, Martin
1
Game, Aaron
1
Ginker, Tim
1
González Olivares, Daniel
1
Gouriéroux, Christian
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Götz, Thomas B.
1
Hafner, Christian M.
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Hassler, Uwe
1
Hauzenberger, Klemens
1
Hendry, David F.
1
Hoga, Yannick
1
Hounyo, Ulrich
1
more ...
less ...
Published in...
All
Journal of banking & finance
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
Computational economics
25
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 financial econometrics : official journal of the Society for Financial Econometrics
5
Research in international business and finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
9
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:
10
Panel VAR models with interactive fixed effects
Tuğan, Mustafa
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 225-246
Persistent link: https://www.econbiz.de/10012594989
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->