//--> //--> //--> //-->
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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~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:"Statistical theory"
~subject:"VAR-Modell"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Statistical theory
VAR-Modell
Estimation theory
938
Schätztheorie
938
Theorie
314
Theory
314
Zeitreihenanalyse
234
Estimation
191
Schätzung
191
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Regression analysis
123
Regressionsanalyse
123
USA
112
United States
111
Forecasting model
63
Prognoseverfahren
63
Statistical test
62
Statistischer Test
62
Panel
56
Panel study
56
Volatility
52
Volatilität
52
Statistische Methodenlehre
43
Correlation
42
Induktive Statistik
42
Korrelation
42
Statistical inference
42
Monte Carlo simulation
41
Monte-Carlo-Simulation
41
Bootstrap approach
38
Bootstrap-Verfahren
38
Capital income
37
Kapitaleinkommen
37
Simulation
37
ARCH model
36
ARCH-Modell
36
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
36
Bayes-Statistik
30
more ...
less ...
Online availability
All
Undetermined
120
Free
10
Type of publication
All
Article
268
Book / Working Paper
37
Type of publication (narrower categories)
All
Article in journal
267
Aufsatz in Zeitschrift
267
Arbeitspapier
36
Working Paper
36
Graue Literatur
17
Non-commercial literature
17
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie
1
Bibliography
1
more ...
less ...
Language
All
English
305
Author
All
Stock, James H.
7
Angrist, Joshua D.
5
Nelson, Daniel B.
5
Imbens, Guido
4
Su, Liangjun
4
Watson, Mark W.
4
West, Kenneth D.
4
Diebold, Francis X.
3
Franses, Philip Hans
3
Gao, Jiti
3
Ghysels, Eric
3
Lütkepohl, Helmut
3
Yang, Minxian
3
Agiakloglou, Christos N.
2
Akgiray, Vedat
2
Altonji, Joseph G.
2
Arvanitis, Stelios
2
Asai, Manabu
2
Bauwens, Luc
2
Bera, Anil K.
2
Bollerslev, Tim
2
Den Haan, Wouter J.
2
Elliott, Graham
2
Escanciano, Juan Carlos
2
Foster, Dean P.
2
González-Rivera, Gloria
2
Granger, C. W. J.
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hassler, Uwe
2
Hendry, David F.
2
Higgins, Matthew Lawrence
2
Javed, Farrukh
2
Jing, Bingyi
2
King, Maxwell L.
2
Koop, Gary
2
Krueger, Alan B.
2
Kurozumi, Eiji
2
Lan, Wei
2
Lee, Hyejin
2
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
378
Econometric theory
194
Economics letters
179
Discussion paper / Tinbergen Institute
125
Econometric reviews
125
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
International journal of forecasting
73
Working paper / Department of Econometrics and Business Statistics, Monash University
73
CREATES research paper
64
Journal of forecasting
55
NBER Working Paper
55
Applied economics letters
54
Econometrics : open access journal
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Cowles Foundation discussion paper
49
The econometrics journal
45
Série des documents de travail / Centre de Recherche en Économie et Statistique
44
Journal of the American Statistical Association : JASA
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Oxford bulletin of economics and statistics
40
Applied economics
39
Discussion paper / Center for Economic Research, Tilburg University
39
Economic modelling
38
Journal of applied econometrics
36
Computational economics
34
Working paper
34
EUI working paper / ECO
33
NBER technical working paper series
32
NBER working paper series
32
Report / Econometric Institute, Erasmus University Rotterdam
31
Discussion paper
30
Working paper series
30
SFB 649 discussion paper
29
Journal of empirical finance
27
CORE discussion paper : DP
26
Umeå economic studies
26
more ...
less ...
Source
All
ECONIS (ZBW)
305
Showing
1
-
10
of
305
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
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:
6
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:
7
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:
8
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
Saved in:
9
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
10
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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...
//-->