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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~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
987
Schätztheorie
987
Theorie
406
Theory
406
Zeitreihenanalyse
228
Estimation
151
Schätzung
151
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Regression analysis
110
Regressionsanalyse
110
USA
108
United States
107
Statistical test
59
Statistischer Test
59
Volatility
53
Volatilität
53
Forecasting model
52
Prognoseverfahren
52
Statistical theory
49
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49
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46
Panel study
46
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ARCH-Modell
45
Induktive Statistik
44
Statistical inference
44
Maximum likelihood estimation
42
Maximum-Likelihood-Schätzung
42
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40
Korrelation
40
Simulation
36
Statistical distribution
36
Statistische Verteilung
36
Bootstrap approach
34
Bootstrap-Verfahren
34
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34
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34
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33
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106
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206
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61
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61
Graue Literatur
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Non-commercial literature
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Gouriéroux, Christian
8
Stock, James H.
7
Francq, Christian
4
Ghysels, Eric
4
Guégan, Dominique
4
Nelson, Daniel B.
4
Su, Liangjun
4
Watson, Mark W.
4
Zakoïan, Jean-Michel
4
Broze, Laurence
3
Comte, Fabienne
3
Diebold, Francis X.
3
Franses, Philip Hans
3
Gao, Jiti
3
Jasiak, Joann
3
Monfort, Alain
3
West, Kenneth D.
3
Akgiray, Vedat
2
Altonji, Joseph G.
2
Arvanitis, Stelios
2
Asai, Manabu
2
Bardet, Jean-Marc
2
Bera, Anil K.
2
Bollerslev, Tim
2
Den Haan, Wouter J.
2
Elliott, Graham
2
Escanciano, Juan Carlos
2
González-Rivera, Gloria
2
Granger, C. W. J.
2
Guerre, Emmanuel
2
Hardouin, C.
2
Higgins, Matthew Lawrence
2
Javed, Farrukh
2
Jing, Bingyi
2
Koop, Gary
2
Kurozumi, Eiji
2
Liesenfeld, Roman
2
Lütkepohl, Helmut
2
Milunovich, George
2
Nielsen, Morten Ørregaard
2
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National Bureau of Economic Research
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of time series econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Technical working paper / National Bureau of Economic Research
Journal of econometrics
351
Econometric theory
174
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
70
CREATES research paper
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Journal of forecasting
55
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
Discussion paper / Center for Economic Research, Tilburg University
34
Computational economics
33
Journal of applied econometrics
33
EUI working paper / ECO
32
Working paper
32
NBER working paper series
30
Oxford bulletin of economics and statistics
30
SFB 649 discussion paper
29
Journal of empirical finance
28
Report / Econometric Institute, Erasmus University Rotterdam
28
Discussion paper
25
NBER technical working paper series
25
Working paper series
25
CEMMAP working papers / Centre for Microdata Methods and Practice
23
CESifo working papers
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ECONIS (ZBW)
267
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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
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
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