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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Tinbergen Institute"
~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:"NBER working paper series"
~subject:"Statistical test"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Statistical test
VAR-Modell
Zeitreihenanalyse
Estimation theory
371
Schätztheorie
371
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Statistischer Test
23
Estimation
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Phillips, Peter C. B.
5
White, Halbert
4
Abadir, Karim Maher
3
Andrews, Donald W. K.
3
Nelson, Daniel B.
3
Sims, Christopher A.
3
Stock, James H.
3
Tauchen, George Eugene
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2
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Asai, Manabu
2
Erickson, Timothy
2
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2
Kurozumi, Eiji
2
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2
Newey, Whitney K.
2
Peiris, Shelton
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Ploberger, Werner
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Politis, Dimitris N.
2
Romano, Joseph P.
2
Skrobotov, Anton
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Aleksandrov, Boris
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Allen, David E.
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Discussion paper / Tinbergen Institute
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
NBER working paper series
Journal of econometrics
466
Econometric theory
204
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
193
Econometric reviews
144
International journal of forecasting
76
The econometrics journal
72
Applied economics letters
64
Econometrics : open access journal
64
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58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of the American Statistical Association : JASA
49
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics
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Computational economics
38
Journal of applied econometrics
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Oxford bulletin of economics and statistics
33
Quantitative economics : QE ; journal of the Econometric Society
32
Journal of empirical finance
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of financial econometrics
23
Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Statistics in transition : an international journal of the Polish Statistical Association
21
The review of economic studies
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European journal of operational research : EJOR
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Journal of risk and financial management : JRFM
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The review of economics and statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Journal of quantitative economics
15
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Cambridge working papers in economics
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ECONIS (ZBW)
112
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1
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:
2
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:
3
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:
4
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:
5
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
Saved in:
6
Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
Saved in:
7
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
8
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
9
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
10
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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