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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"CREATES research paper"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"ARCH-Modell"
~subject:"Statistical test"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
ARCH-Modell
Statistical test
Time series analysis
Estimation theory
227
Schätztheorie
227
Zeitreihenanalyse
81
Theorie
71
Theory
71
Estimation
27
Schätzung
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
United States
21
Volatility
18
Volatilität
18
Stochastic process
16
Stochastischer Prozess
16
Cointegration
15
Kointegration
15
ARCH model
13
Regression analysis
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Regressionsanalyse
13
Statistischer Test
13
Bootstrap approach
12
Bootstrap-Verfahren
12
Forecasting model
11
Induktive Statistik
10
Statistical inference
10
Statistical theory
10
Statistische Methodenlehre
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
VAR model
9
VAR-Modell
9
Sampling
8
Stichprobenerhebung
8
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7
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7
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114
Working Paper
114
Graue Literatur
100
Non-commercial literature
100
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English
114
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Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
9
Johansen, Søren
7
Kristensen, Dennis
5
Stock, James H.
5
Angrist, Joshua D.
4
Rahbek, Anders
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
West, Kenneth D.
4
Abadie, Alberto
3
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kock, Anders Bredahl
3
Nelson, Daniel B.
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Watson, Mark W.
3
Bennedsen, Mikkel
2
Callot, Laurent
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Diebold, Francis X.
2
Elliott, Graham
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Hualde, Javier
2
Imbens, Guido
2
Jansson, Michael
2
Kanaya, Shin
2
Kang, Jian
2
Krueger, Alan B.
2
Kruse, Robinson
2
Lee, Tae-hwy
2
Medeiros, Marcelo C.
2
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National Bureau of Economic Research
1
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CREATES research paper
Technical working paper / National Bureau of Economic Research
Journal of econometrics
527
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
266
Econometric theory
230
Economics letters
207
Econometric reviews
144
International journal of forecasting
136
Discussion paper / Tinbergen Institute
126
Journal of forecasting
106
Working paper / Department of Econometrics and Business Statistics, Monash University
84
The econometrics journal
80
Applied economics letters
72
Cowles Foundation discussion paper
68
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
68
CEMMAP working papers / Centre for Microdata Methods and Practice
67
Econometrics : open access journal
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Journal of the American Statistical Association : JASA
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
61
Journal of applied econometrics
60
Applied economics
56
The review of economics and statistics
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Working paper / National Bureau of Economic Research, Inc.
54
Economic modelling
52
NBER Working Paper
51
NBER working paper series
47
Computational economics
46
Journal of empirical finance
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Cowles Foundation Discussion Paper
44
Journal of time series econometrics
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Oxford bulletin of economics and statistics
42
Série des documents de travail / Centre de Recherche en Économie et Statistique
41
Working paper
40
Discussion paper
39
Discussion paper / Center for Economic Research, Tilburg University
39
Journal of banking & finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Discussion paper / Department of Economics, University of California San Diego
34
EUI working paper / ECO
34
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ECONIS (ZBW)
114
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
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2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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8
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
9
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
10
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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