//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"SFB 649 discussion paper"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Stochastischer Prozess
Estimation theory
492
Schätztheorie
492
Theorie
194
Theory
194
Zeitreihenanalyse
102
Nichtparametrisches Verfahren
92
Nonparametric statistics
92
Regression analysis
84
Regressionsanalyse
84
Estimation
45
Schätzung
45
Statistical test
45
Statistischer Test
45
Stochastic process
32
Statistical distribution
26
Statistische Verteilung
26
Method of moments
24
Momentenmethode
24
Bootstrap approach
21
Bootstrap-Verfahren
21
Cointegration
19
Induktive Statistik
19
Kointegration
19
Statistical inference
19
Volatility
19
Volatilität
19
Korrelation
18
Correlation
17
Deutschland
17
Germany
17
Bayes-Statistik
16
Bayesian inference
16
Autocorrelation
15
Autokorrelation
15
IV-Schätzung
14
Instrumental variables
14
USA
14
more ...
less ...
Online availability
All
Free
63
Type of publication
All
Book / Working Paper
139
Type of publication (narrower categories)
All
Arbeitspapier
119
Working Paper
119
Graue Literatur
104
Non-commercial literature
104
Language
All
English
139
Author
All
Phillips, Peter C. B.
32
Franses, Philip Hans
8
Härdle, Wolfgang
8
Spokojnyj, Vladimir G.
8
Andrews, Donald W. K.
7
Bibinger, Markus
6
Reiß, Markus
5
Chen, Xiaohong
4
Haan, Laurens de
4
Küchler, Uwe
4
Dijk, Herman K. van
3
Hautsch, Nikolaus
3
Hobijn, Bart
3
Kleibergen, Frank
3
Lieberman, Offer
3
Lütkepohl, Helmut
3
Ooms, Marius
3
Stroeker, R. J.
3
Yang, Fuyu
3
Yu, Jun
3
Breitung, Jörg
2
Breunig, Christoph
2
Chen, Haiqiang
2
Dalla, Violetta
2
Franke, Jürgen
2
Gao, Jiti
2
Gupta, Y. P.
2
Hazewinkel, Michiel
2
Kappus, Johanna
2
Kheifets, Igor
2
Lucas, André
2
Mandelbrot, Benoît B.
2
Okhrin, Ostap
2
Ploberger, Werner
2
Salau, M. O.
2
Shimotsu, Katsumi
2
Staszewska-Bystrova, Anna
2
Söhl, Jakob
2
Teyssière, Gilles
2
Tjostheim, Dag
2
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Report / Econometric Institute, Erasmus University Rotterdam
SFB 649 discussion paper
Journal of econometrics
367
Econometric theory
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
158
Discussion paper / Tinbergen Institute
122
Econometric reviews
108
International journal of forecasting
73
Working paper / Department of Econometrics and Business Statistics, Monash University
69
CREATES research paper
68
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
Journal of forecasting
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
53
Econometrics : open access journal
50
NBER Working Paper
49
Journal of the American Statistical Association : JASA
43
The econometrics journal
43
Economic modelling
42
Journal of time series econometrics
40
Computational economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Discussion paper / Center for Economic Research, Tilburg University
36
Journal of applied econometrics
36
Journal of empirical finance
34
NBER working paper series
33
EUI working paper / ECO
32
Discussion paper
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
European journal of operational research : EJOR
27
Working paper
27
Working paper series
27
Oxford bulletin of economics and statistics
26
Technical working paper / National Bureau of Economic Research
26
more ...
less ...
Source
All
ECONIS (ZBW)
139
Showing
1
-
10
of
139
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
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
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
5
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
6
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
7
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
8
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
9
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
10
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->