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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~subject:"Stochastischer Prozess"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Stochastischer Prozess
VAR-Modell
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
8
Strukturbruch
8
Cointegration
7
Kointegration
7
ARMA model
6
ARMA-Modell
6
Forecasting model
6
Prognoseverfahren
6
Regression analysis
6
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
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Monte-Carlo-Simulation
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VAR model
4
bootstrap
4
Autocorrelation
3
Autokorrelation
3
Bias
3
Nichtparametrisches Verfahren
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Nonparametric statistics
3
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3
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Article in journal
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English
41
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Bardet, Jean-Marc
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
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hendry, David F.
1
Hunt, Richard
1
Javed, Farrukh
1
Jensen, Anders Tolver
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Lange, Theis
1
Larsson, Rolf
1
Laurini, Márcio Poletti
1
Lima, Luiz Renato
1
Liu-Evans, Gareth
1
Liu-Evans, Gareth D.
1
Louka, Alexandros
1
McAleer, Michael
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Journal of time series econometrics
Journal of econometrics
381
Econometric theory
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Economics letters
165
Econometric reviews
111
International journal of forecasting
75
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Journal of forecasting
58
Applied economics letters
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Econometrics : open access journal
52
Economic modelling
46
The econometrics journal
46
Journal of the American Statistical Association : JASA
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Computational economics
39
Applied economics
38
Journal of applied econometrics
38
Journal of empirical finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Oxford bulletin of economics and statistics
28
European journal of operational research : EJOR
27
Insurance / Mathematics & economics
23
Quantitative economics : QE ; journal of the Econometric Society
22
Journal of economic dynamics & control
20
Journal of risk and financial management : JRFM
20
Statistics in transition : an international journal of the Polish Statistical Association
20
The review of economics and statistics
19
Journal of financial econometrics
18
The review of economic studies
18
Finance research letters
17
Journal of macroeconomics
17
Quantitative finance
17
Journal of banking & finance
16
Statistical papers
16
Journal of quantitative economics
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Journal of mathematical finance
13
Mathematics of operations research
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ECONIS (ZBW)
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21
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
22
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
23
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
Saved in:
24
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
25
Bootstrap point optimal unit root tests
Wang, Liqiong
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
Saved in:
26
Valid locally uniform edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 183-235
Persistent link: https://www.econbiz.de/10010401116
Saved in:
27
Asymptotic behavior of temporal aggregates in the frequency domain
Hassler, Uwe
;
Tsai, Henghsiu
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10009753096
Saved in:
28
A hybrid data cloning maximum likelihood estimator for stochastic volatility models
Laurini, Márcio Poletti
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10010225441
Saved in:
29
A covariate residual-based cointegration test applied to the CDS-bond basis
Game, Aaron
;
Wu, Jason
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 163-192
Persistent link: https://www.econbiz.de/10010225442
Saved in:
30
On identifying structural VAR models via ARCH effects
Milunovich, George
;
Yang, Minxian
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 117-131
Persistent link: https://www.econbiz.de/10010225458
Saved in:
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