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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~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
964
Schätztheorie
964
Theorie
288
Theory
288
Zeitreihenanalyse
241
Estimation
152
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152
Nichtparametrisches Verfahren
151
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151
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140
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140
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109
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108
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85
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85
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38
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38
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35
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34
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Phillips, Peter C. B.
29
Stock, James H.
7
Andrews, Donald W. K.
5
Chen, Xiaohong
5
Gao, Jiti
5
Su, Liangjun
5
Nelson, Daniel B.
4
Watson, Mark W.
4
Yu, Jun
4
Diebold, Francis X.
3
Franses, Philip Hans
3
Ghysels, Eric
3
West, Kenneth D.
3
Xiao, Zhijie
3
Akgiray, Vedat
2
Altonji, Joseph G.
2
Arvanitis, Stelios
2
Asai, Manabu
2
Bera, Anil K.
2
Bollerslev, Tim
2
Chen, Hong-yuan
2
Dalla, Violetta
2
Den Haan, Wouter J.
2
Elliott, Graham
2
Escanciano, Juan Carlos
2
González-Rivera, Gloria
2
Granger, C. W. J.
2
Higgins, Matthew Lawrence
2
Javed, Farrukh
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Jing, Bingyi
2
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2
Koop, Gary
2
Kurozumi, Eiji
2
Li, Degui
2
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2
Lieberman, Offer
2
Liesenfeld, Roman
2
Lütkepohl, Helmut
2
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2
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2
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Cowles Foundation discussion paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of time series econometrics
Technical working paper / National Bureau of Economic Research
Journal of econometrics
350
Econometric theory
174
Economics letters
158
Discussion paper / Tinbergen Institute
119
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101
International journal of forecasting
73
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66
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64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
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55
Applied economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
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50
NBER Working Paper
45
The econometrics journal
43
Journal of the American Statistical Association : JASA
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
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38
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38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
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35
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33
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33
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33
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32
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32
Oxford bulletin of economics and statistics
30
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29
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29
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28
Journal of empirical finance
27
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25
NBER technical working paper series
25
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25
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23
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ECONIS (ZBW)
277
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
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:
3
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
8
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
9
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
10
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
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