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subject:"Probability theory"
subject:"Time series analysis"
~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 forecasting"
~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
694
Schätztheorie
694
Theorie
386
Theory
386
Zeitreihenanalyse
157
Forecasting model
90
Prognoseverfahren
90
Statistical theory
56
Statistische Methodenlehre
56
Estimation
48
Regression analysis
48
Regressionsanalyse
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Schätzung
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Nichtparametrisches Verfahren
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USA
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United States
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Großbritannien
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Sampling
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Phillips, Peter C. B.
5
Abadir, Karim Maher
3
Andrews, Donald W. K.
3
Nelson, Daniel B.
3
Ravishanker, Nalini
3
Shang, Han Lin
3
Sims, Christopher A.
3
Skrobotov, Anton
3
Stock, James H.
3
Tauchen, George Eugene
3
White, Halbert
3
Arvanitis, Stelios
2
Asai, Manabu
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
DeJong, David Neil
2
Demetrescu, Matei
2
Erickson, Timothy
2
Granger, C. W. J.
2
Hadri, Kaddour
2
Hassler, Uwe
2
Kuan, Chung-ming
2
Kurozumi, Eiji
2
McElroy, Tucker
2
Mizon, Grayham E.
2
Newey, Whitney K.
2
Palma, Wilfredo
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Tsay, Ruey S.
2
Tzavalis, Elias
2
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1
Aczel, Amir D.
1
Aleksandrov, Boris
1
Allen, David E.
1
Alpuim, M. Teresa
1
Alvarez, Javier
1
Aoki, Masanao
1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of forecasting
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
Applied economics letters
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Econometrics : open access journal
50
Cowles Foundation discussion paper
46
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
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
35
Discussion paper / Center for Economic Research, Tilburg University
34
Computational economics
33
Journal of applied econometrics
33
EUI working paper / ECO
32
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32
NBER working paper series
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SFB 649 discussion paper
29
Journal of empirical finance
28
Report / Econometric Institute, Erasmus University Rotterdam
28
Technical working paper / National Bureau of Economic Research
26
Discussion paper
25
NBER technical working paper series
25
Working paper series
25
CEMMAP working papers / Centre for Microdata Methods and Practice
23
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ECONIS (ZBW)
184
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1
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:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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
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:
5
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
6
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
7
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:
8
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
9
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:
10
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
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