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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Prognoseverfahren
Volatility
Estimation theory
690
Schätztheorie
690
Theorie
185
Theory
185
Zeitreihenanalyse
165
Nichtparametrisches Verfahren
105
Nonparametric statistics
105
Regression analysis
80
Regressionsanalyse
80
Estimation
78
Schätzung
78
Statistical test
68
Statistischer Test
68
Panel
61
Panel study
61
Method of moments
41
Momentenmethode
41
Cointegration
39
Autocorrelation
38
Autokorrelation
38
Kointegration
38
Volatilität
38
Bootstrap approach
35
Bootstrap-Verfahren
35
Stochastic process
33
Stochastischer Prozess
33
Statistical distribution
32
Statistische Verteilung
32
Statistical theory
30
Statistische Methodenlehre
30
Maximum likelihood estimation
29
Maximum-Likelihood-Schätzung
29
Modellierung
29
Scientific modelling
29
ARCH model
27
ARCH-Modell
27
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
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Free
77
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61
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Article
108
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107
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Article in journal
110
Aufsatz in Zeitschrift
110
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103
Working Paper
103
Graue Literatur
90
Non-commercial literature
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2
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215
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Teräsvirta, Timo
13
Nielsen, Morten Ørregaard
11
Franses, Philip Hans
9
Johansen, Søren
8
Kristensen, Dennis
5
Ooms, Marius
5
Taylor, Robert
5
Cavaliere, Giuseppe
4
Haan, Laurens de
4
Lucas, André
4
Maasoumi, Esfandiar
4
Medeiros, Marcelo C.
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Andersen, Torben
3
Baltagi, Badi H.
3
Bennedsen, Mikkel
3
Christensen, Kim
3
Dijk, Herman K. van
3
Gao, Jiti
3
Grassi, Stefano
3
Hendry, David F.
3
Hobijn, Bart
3
Kleibergen, Frank
3
Kruse, Robinson
3
Lunde, Asger
3
McAleer, Michael
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Seong, Dakyung
3
Stroeker, R. J.
3
Amado, Cristina
2
Berenguer-Rico, Vanessa
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Catani, Paul
2
Cho, Jin Seo
2
Dagum, Estela Bee
2
Davidson, Russell
2
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CREATES research paper
Econometric reviews
Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
437
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Econometric theory
183
Economics letters
178
International journal of forecasting
135
Discussion paper / Tinbergen Institute
134
Journal of forecasting
104
Working paper / Department of Econometrics and Business Statistics, Monash University
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
Applied economics letters
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
NBER Working Paper
53
Econometrics : open access journal
52
Journal of the American Statistical Association : JASA
52
The econometrics journal
52
Cowles Foundation discussion paper
51
Economic modelling
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Journal of empirical finance
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Applied economics
43
Computational economics
43
Journal of time series econometrics
43
Discussion paper / Center for Economic Research, Tilburg University
39
Journal of applied econometrics
39
NBER working paper series
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
EUI working paper / ECO
36
SFB 649 discussion paper
33
Oxford bulletin of economics and statistics
32
Discussion paper
31
Working paper
31
Finance research letters
30
Working paper / National Bureau of Economic Research, Inc.
30
Technical working paper / National Bureau of Economic Research
28
Insurance / Mathematics & economics
27
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ECONIS (ZBW)
215
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1
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10
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215
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
4
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
5
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
6
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
7
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
9
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
10
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
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