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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
~subject:"VAR model"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
ARCH model
VAR model
VAR-Modell
Estimation theory
167
Schätztheorie
167
Zeitreihenanalyse
90
Estimation
38
Schätzung
38
ARCH-Modell
27
Regression analysis
21
Regressionsanalyse
21
Statistical test
21
Statistischer Test
21
Cointegration
20
Kointegration
20
Volatility
20
Volatilität
20
Einheitswurzeltest
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Structural break
15
Strukturbruch
15
Unit root test
15
Forecasting model
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Prognoseverfahren
14
Markov chain
13
Markov-Kette
13
Stochastic process
13
Stochastischer Prozess
13
cointegration
13
Capital income
11
Kapitaleinkommen
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Autocorrelation
9
Autokorrelation
9
Bayes-Statistik
9
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101
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English
102
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Asai, Manabu
3
Peiris, Shelton
3
Arvanitis, Stelios
2
Kurozumi, Eiji
2
Li, Jing
2
McAleer, Michael
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Weiß, Christian H.
2
Abadir, Karim Maher
1
Abbara, Omar
1
Aleksandrov, Boris
1
Allen, David E.
1
Anatolyev, Stanislav
1
Ardia, David
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Bardet, Jean-Marc
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bluteau, Keven
1
Born, Benjamin
1
Boubaker, Heni
1
Brugnolini, Luca
1
Bu, Ruijun
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Candelon, Bertrand
1
Canepa, Alessandra
1
Carnero, M. Angeles
1
Catania, Leopoldo
1
Celani, Alessandro
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Chen, Jie
1
Cheng, Jie
1
Chiann, Chang
1
Chuffart, Thomas
1
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Journal of time series econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
378
Econometric theory
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Economics letters
171
Discussion paper / Tinbergen Institute
124
Econometric reviews
109
International journal of forecasting
79
Working paper / Department of Econometrics and Business Statistics, Monash University
73
CREATES research paper
69
Journal of forecasting
63
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
Applied economics letters
59
Econometrics : open access journal
54
The econometrics journal
52
Cowles Foundation discussion paper
46
NBER Working Paper
46
Economic modelling
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Applied economics
41
Journal of the American Statistical Association : JASA
41
Computational economics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Discussion paper / Center for Economic Research, Tilburg University
36
Working paper
36
Journal of applied econometrics
34
Journal of empirical finance
34
NBER working paper series
31
Oxford bulletin of economics and statistics
30
SFB 649 discussion paper
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
EUI working paper / ECO
28
Report / Econometric Institute, Erasmus University Rotterdam
28
Technical working paper / National Bureau of Economic Research
26
Working paper series
26
Discussion paper
25
Journal of economic dynamics & control
25
LSE STICERD Research Paper
25
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ECONIS (ZBW)
102
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102
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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
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
5
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
6
Bayesian flexible local projections
Brugnolini, Luca
;
Catania, Leopoldo
;
Hansen, Pernille
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10014632013
Saved in:
7
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
8
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:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
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