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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH model"
~subject:"Statistical test"
~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
Statistical test
VAR model
VAR-Modell
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH-Modell
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
8
Strukturbruch
8
Cointegration
7
Kointegration
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ARMA model
6
ARMA-Modell
6
Forecasting model
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Prognoseverfahren
6
Regression analysis
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Regressionsanalyse
6
Estimation
5
Schätzung
5
cointegration
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
bootstrap
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Autocorrelation
3
Autokorrelation
3
Bias
3
Nichtparametrisches Verfahren
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Nonparametric statistics
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State space model
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Asai, Manabu
3
Arvanitis, Stelios
2
Kurozumi, Eiji
2
McAleer, Michael
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Amir, Abdoulkarim Ilmi
1
Ardia, David
1
Bardet, Jean-Marc
1
Bluteau, Keven
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
González Olivares, Daniel
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Granger, C. W. J.
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Guizar, Isai
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Gómez-Zaldívar, Manuel
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Hafner, Christian M.
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Hassler, Uwe
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Hunt, Richard
1
Javed, Farrukh
1
Jensen, Anders Tolver
1
Lange, Theis
1
Larsson, Rolf
1
Lima, Luiz Renato
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Journal of time series econometrics
Journal of econometrics
498
Econometric theory
236
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
Economics letters
208
Econometric reviews
151
Discussion paper / Tinbergen Institute
134
International journal of forecasting
83
The econometrics journal
80
Working paper / Department of Econometrics and Business Statistics, Monash University
79
CREATES research paper
75
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
74
Applied economics letters
70
Cowles Foundation discussion paper
69
Econometrics : open access journal
67
Journal of forecasting
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
CEMMAP working papers / Centre for Microdata Methods and Practice
64
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
NBER Working Paper
53
Journal of the American Statistical Association : JASA
51
Economic modelling
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
47
Computational economics
45
Discussion paper / Center for Economic Research, Tilburg University
45
Applied economics
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Cowles Foundation Discussion Paper
43
Working paper
42
Journal of applied econometrics
39
Journal of empirical finance
36
NBER working paper series
35
Oxford bulletin of economics and statistics
35
Discussion paper
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Quantitative economics : QE ; journal of the Econometric Society
32
SFB 649 discussion paper
32
EUI working paper / ECO
30
Discussion papers of interdisciplinary research project 373
29
Working paper series
29
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ECONIS (ZBW)
43
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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
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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