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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Monte Carlo simulation
Estimation theory
2,147
Schätztheorie
2,147
Theorie
499
Theory
499
Zeitreihenanalyse
438
Nichtparametrisches Verfahren
360
Nonparametric statistics
360
Regression analysis
337
Regressionsanalyse
337
Estimation
286
Schätzung
282
Statistical test
190
Statistischer Test
190
Panel
176
Panel study
176
Forecasting model
158
Prognoseverfahren
158
Volatility
135
Volatilität
135
Method of moments
125
Momentenmethode
124
Induktive Statistik
101
Statistical inference
101
Maximum likelihood estimation
96
Maximum-Likelihood-Schätzung
96
Autocorrelation
93
Autokorrelation
92
Cointegration
90
Bootstrap approach
89
Bootstrap-Verfahren
89
Kointegration
89
Instrumental variables
82
Statistical distribution
80
Statistische Verteilung
80
Stochastic process
77
Stochastischer Prozess
77
ARCH model
72
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72
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71
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26
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Article
470
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44
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514
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Phillips, Peter C. B.
39
Chen, Xiaohong
9
Linton, Oliver
9
Taylor, Robert
9
Leybourne, Stephen James
8
Li, Jia
7
Xiao, Zhijie
7
Koopman, Siem Jan
6
Todorov, Viktor
6
Andersen, Torben
5
Davis, Richard A.
5
Francq, Christian
5
Gao, Jiti
5
Kim, Donggyu
5
Li, Qi
5
Li, Yingying
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Yu, Jun
5
Zhu, Ke
5
Andrews, Donald W. K.
4
Chambers, Marcus J.
4
Harvey, David I.
4
Li, Degui
4
Ng, Serena
4
Perron, Pierre
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Shephard, Neil G.
4
Sun, Yixiao
4
Wang, Qiying
4
Aït-Sahalia, Yacine
3
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Dalla, Violetta
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
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Published in...
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Applied economics
Cowles Foundation discussion paper
Journal of econometrics
Journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Econometric theory
175
Economics letters
168
Discussion paper / Tinbergen Institute
128
Econometric reviews
112
International journal of forecasting
73
Working paper / Department of Econometrics and Business Statistics, Monash University
70
Applied economics letters
61
CREATES research paper
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Econometrics : open access journal
55
NBER Working Paper
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
The econometrics journal
52
Computational economics
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Economic modelling
44
Journal of the American Statistical Association : JASA
44
Journal of time series econometrics
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
NBER working paper series
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
EUI working paper / ECO
34
Discussion paper / Center for Economic Research, Tilburg University
33
Working paper / National Bureau of Economic Research, Inc.
33
Journal of applied econometrics
32
Report / Econometric Institute, Erasmus University Rotterdam
32
CEMMAP working papers / Centre for Microdata Methods and Practice
30
Oxford bulletin of economics and statistics
29
Working paper
29
SFB 649 discussion paper
28
Technical working paper / National Bureau of Economic Research
28
Journal of empirical finance
27
NBER technical working paper series
27
Discussion paper
25
Working paper series
25
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ECONIS (ZBW)
514
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1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
3
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
4
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
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5
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
6
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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