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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Computational economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~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
677
Schätztheorie
677
Theorie
343
Theory
343
Zeitreihenanalyse
134
Statistical theory
58
Statistische Methodenlehre
58
Nichtparametrisches Verfahren
53
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Regression analysis
50
Regressionsanalyse
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Estimation
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Schätzung
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Bootstrap-Verfahren
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Phillips, Peter C. B.
5
Boubaker, Heni
4
Abadir, Karim Maher
3
Andrews, Donald W. K.
3
Nelson, Daniel B.
3
Omay, Tolga
3
Sims, Christopher A.
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Skrobotov, Anton
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Stock, James H.
3
Tauchen, George Eugene
3
White, Halbert
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Arvanitis, Stelios
2
Asai, Manabu
2
Demetrescu, Matei
2
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2
Granger, C. W. J.
2
Hadri, Kaddour
2
Hassler, Uwe
2
Kuan, Chung-ming
2
Kurozumi, Eiji
2
Kvamsdal, Sturla Furunes
2
Lütkepohl, Helmut
2
Mizon, Grayham E.
2
Newey, Whitney K.
2
Peiris, Shelton
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Politis, Dimitris N.
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1
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1
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Computational economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of time series econometrics
Oxford bulletin of economics and statistics
Journal of econometrics
351
Econometric theory
174
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Economics letters
158
Discussion paper / Tinbergen Institute
119
Econometric reviews
102
International journal of forecasting
74
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
64
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cowles Foundation discussion paper
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Journal of the American Statistical Association : JASA
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Economic modelling
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
Projection estimators for structural impulse responses
Breitung, Jörg
;
Brüggemann, Ralf
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
6
,
pp. 1320-1340
Persistent link: https://www.econbiz.de/10014443340
Saved in:
3
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
4
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
5
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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6
Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye
;
Li, Jian
;
Li, Qiyuan
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
4
,
pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
Saved in:
7
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:
8
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
9
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:
10
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
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