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subject:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~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
187
Schätztheorie
187
Zeitreihenanalyse
58
Estimation
31
Regression analysis
30
Regressionsanalyse
30
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Schätzung
27
Statistical test
24
Statistischer Test
24
Panel
21
Panel study
21
Forecasting model
17
Prognoseverfahren
17
ARCH model
16
ARCH-Modell
16
VAR model
16
Bootstrap approach
13
Bootstrap-Verfahren
13
Einheitswurzeltest
13
Unit root test
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Bayes-Statistik
10
Bayesian inference
10
Instrumental variables
10
Simulation
10
Structural break
10
Strukturbruch
10
Cointegration
9
Correlation
9
Induktive Statistik
9
Kointegration
9
Korrelation
9
Modellierung
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
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67
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Conference paper
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English
67
Author
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Lütkepohl, Helmut
4
Arvanitis, Stelios
2
Demetrescu, Matei
2
Kurozumi, Eiji
2
McElroy, Tucker
2
Milunovich, George
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Amaya, Diego
1
Asai, Manabu
1
Bardet, Jean-Marc
1
Boer, Lukas
1
Born, Benjamin
1
Boubaker, Heni
1
Boudreault, Mathieu
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
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Götz, Thomas B.
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hauzenberger, Klemens
1
Hendry, David F.
1
Hoga, Yannick
1
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Journal of economic dynamics & control
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
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
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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
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
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:
9
Identification of structural VAR models via independent component analysis : a performance evaluation study
Moneta, Alessio
;
Pallante, Gianluca
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543127
Saved in:
10
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
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