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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH model"
~subject:"Unit root 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
Unit root test
VAR model
VAR-Modell
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH-Modell
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Structural break
8
Strukturbruch
8
Cointegration
7
Kointegration
7
ARMA model
6
ARMA-Modell
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Forecasting model
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
6
Estimation
5
Schätzung
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cointegration
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
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Monte-Carlo-Simulation
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bootstrap
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Autocorrelation
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Autokorrelation
3
Bias
3
Nichtparametrisches Verfahren
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Nonparametric statistics
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43
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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
Ardia, David
1
Bardet, Jean-Marc
1
Belaire-Franch, Jorge
1
Bluteau, Keven
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Contreras, Dulce
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
1
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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Hendry, David F.
1
Hoogerheide, Lennart
1
Hunt, Richard
1
Javed, Farrukh
1
Jensen, Anders Tolver
1
Lange, Theis
1
Larsson, Rolf
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Journal of time series econometrics
Journal of econometrics
386
Econometric theory
215
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Economics letters
178
Discussion paper / Tinbergen Institute
127
Econometric reviews
110
International journal of forecasting
79
Working paper / Department of Econometrics and Business Statistics, Monash University
74
CREATES research paper
69
Applied economics letters
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
63
Journal of forecasting
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
The econometrics journal
57
Econometrics : open access journal
54
Cowles Foundation discussion paper
49
NBER Working Paper
48
Applied economics
45
Economic modelling
44
Computational economics
42
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Journal of the American Statistical Association : JASA
41
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
35
Journal of empirical finance
34
Oxford bulletin of economics and statistics
33
NBER working paper series
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
SFB 649 discussion paper
30
EUI working paper / ECO
29
Report / Econometric Institute, Erasmus University Rotterdam
28
Technical working paper / National Bureau of Economic Research
27
NBER technical working paper series
26
Working paper series
26
Discussion paper
25
Discussion paper / Centre for Economic Forecasting
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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
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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