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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of econometrics"
~subject:"Autokorrelation"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Autokorrelation
Monte Carlo simulation
Estimation theory
2,024
Schätztheorie
2,024
Theorie
454
Theory
454
Zeitreihenanalyse
384
Nichtparametrisches Verfahren
357
Nonparametric statistics
357
Regression analysis
320
Regressionsanalyse
320
Estimation
268
Schätzung
264
Statistical test
186
Statistischer Test
186
Panel
175
Panel study
175
Volatility
125
Volatilität
125
Method of moments
124
Momentenmethode
123
Induktive Statistik
100
Statistical inference
100
Maximum likelihood estimation
91
Maximum-Likelihood-Schätzung
91
Autocorrelation
90
Cointegration
87
Forecasting model
87
Prognoseverfahren
87
Bootstrap approach
86
Bootstrap-Verfahren
86
Kointegration
86
Instrumental variables
82
Statistical distribution
75
Statistische Verteilung
75
Stochastic process
73
Stochastischer Prozess
73
IV-Schätzung
71
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66
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471
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53
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Phillips, Peter C. B.
47
Sun, Yixiao
11
Lee, Lung-fei
10
Chen, Xiaohong
9
Linton, Oliver
9
Taylor, Robert
9
Robinson, Peter M.
8
Andrews, Donald W. K.
7
Leybourne, Stephen James
7
Li, Jia
7
Xiao, Zhijie
7
Davis, Richard A.
6
Koopman, Siem Jan
6
Li, Dong
6
Todorov, Viktor
6
Zhu, Ke
6
Andersen, Torben
5
Francq, Christian
5
Gao, Jiti
5
Kim, Donggyu
5
Li, Qi
5
Li, Yingying
5
Müller, Ulrich K.
5
Sun, Yiguo
5
Tauchen, George Eugene
5
Yu, Jun
5
Chambers, Marcus J.
4
Giraitis, Liudas
4
Harvey, David I.
4
Li, Degui
4
Ng, Serena
4
Perron, Pierre
4
Pesaran, M. Hashem
4
Rossi, Francesca
4
Saikkonen, Pentti
4
Schmidt, Peter
4
Shephard, Neil G.
4
Sul, Donggyu
4
Wang, Hansheng
4
Wang, Qiying
4
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Applied economics
Cowles Foundation discussion paper
Journal of econometrics
Econometric theory
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Economics letters
189
Discussion paper / Tinbergen Institute
133
Econometric reviews
130
International journal of forecasting
74
Working paper / Department of Econometrics and Business Statistics, Monash University
70
Applied economics letters
64
CREATES research paper
63
Econometrics : open access journal
60
Journal of forecasting
60
The econometrics journal
60
NBER Working Paper
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Computational economics
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Economic modelling
46
Journal of the American Statistical Association : JASA
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Journal of time series econometrics
45
NBER working paper series
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Discussion paper / Center for Economic Research, Tilburg University
37
EUI working paper / ECO
36
Working paper / National Bureau of Economic Research, Inc.
34
Report / Econometric Institute, Erasmus University Rotterdam
33
CEMMAP working papers / Centre for Microdata Methods and Practice
32
Journal of applied econometrics
32
Oxford bulletin of economics and statistics
32
Journal of empirical finance
31
NBER technical working paper series
29
Working paper
29
SFB 649 discussion paper
28
Technical working paper / National Bureau of Economic Research
28
Discussion paper
27
European journal of operational research : EJOR
27
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ECONIS (ZBW)
524
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524
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1
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:
2
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:
3
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
Saved in:
4
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:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
6
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
7
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:
8
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
Saved in:
9
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
10
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
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