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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~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
274
Schätztheorie
274
Regression analysis
82
Regressionsanalyse
82
Zeitreihenanalyse
75
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Statistical test
32
Statistischer Test
32
Theorie
31
Theory
31
Robust statistics
27
Robustes Verfahren
27
Estimation
18
Schätzung
18
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13
Prognoseverfahren
13
Einheitswurzeltest
12
Unit root test
12
ARCH-Modell
11
Autocorrelation
11
Autokorrelation
11
Statistical distribution
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Statistische Verteilung
11
Analysis of variance
10
Kleinste-Quadrate-Methode
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9
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9
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9
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Sibbertsen, Philipp
7
Dette, Holger
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Fried, Roland
6
Gather, Ursula
5
Krämer, Walter
5
Steland, Ansgar
4
Asai, Manabu
3
Becker, Claudia
3
Runde, Ralf
3
Arvanitis, Stelios
2
Braess, Dietrich
2
Kurozumi, Eiji
2
McAleer, Michael
2
Paparoditis, Efstathios
2
Peiris, Shelton
2
Ploberger, Werner
2
Politis, Dimitris N.
2
Scheffner, Axel
2
Skrobotov, Anton
2
Venetis, Ioannis
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Ardia, David
1
Bachmann, Dirk
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Bardet, Jean-Marc
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Berke, Olaf
1
Bernholt, Thorsten
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Bischl, Bernd
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Bluteau, Keven
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Born, Benjamin
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Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Christensen, Kim
1
Croux, Christophe
1
Davidson, James E. H.
1
Davies, P. L.
1
Demetrescu, Matei
1
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Journal of time series econometrics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
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
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
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ECONIS (ZBW)
81
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1
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10
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81
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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
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:
4
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:
5
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
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
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:
8
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:
9
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:
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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