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subject:"Regressionsanalyse"
type_genre:"Collection of articles written by one author"
~isPartOf:"Journal of time series econometrics"
~subject:"VAR model"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
VAR model
Estimation theory
59
Schätztheorie
59
Time series analysis
39
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
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
VAR-Modell
4
bootstrap
4
Autocorrelation
3
Autokorrelation
3
Bias
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
State space model
3
Stochastic process
3
Stochastischer Prozess
3
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10
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Collection of articles written by one author
Article in journal
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10
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English
10
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Aubin, Elisete C. Q.
1
Becker, William
1
Born, Benjamin
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Hillebrand, Eric
1
Medeiros, Marcelo C.
1
Milunovich, George
1
Montes-Rojas, Gabriel
1
Morettin, Pedro A.
1
Nguimkeu, Pierre
1
Paruolo, Paolo
1
Porto, Rogério F.
1
Quineche, Ricardo
1
Rambaccussing, Dooruj
1
Saltelli, Andrea
1
Smith, Aaron D.
1
Xu, Junyue
1
Yang, Minxian
1
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Journal of time series econometrics
Journal of econometrics
301
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Economics letters
114
Econometric theory
100
Journal of the American Statistical Association : JASA
90
Econometric reviews
77
The econometrics journal
62
Econometrics : open access journal
43
Economic modelling
30
European journal of operational research : EJOR
30
Quantitative economics : QE ; journal of the Econometric Society
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
International journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Applied economics letters
22
Computational economics
22
Journal of forecasting
22
Insurance / Mathematics & economics
20
Journal of applied econometrics
19
Journal of risk and financial management : JRFM
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Journal of econometric methods
14
Applied economics
13
Journal of economic dynamics & control
13
Journal of quantitative economics
13
Statistics in transition : an international journal of the Polish Statistical Association
13
Oxford bulletin of economics and statistics
12
Organizational research methods : ORM
11
Statistical papers
11
The empirical economics letters : a monthly international journal of economics
11
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Risks : open access journal
10
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
9
Journal of banking & finance
9
Journal of empirical finance
9
Journal of the Operational Research Society : OR
9
Energy economics
8
Annals of economics and statistics
7
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1
Variable selection in regression models using global sensitivity analysis
Becker, William
;
Paruolo, Paolo
;
Saltelli, Andrea
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
Saved in:
2
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:
3
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:
4
An improved selection test between autoregressive and moving average disturbances in regression models
Nguimkeu, Pierre
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10011440453
Saved in:
5
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:
6
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:
7
Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric
;
Medeiros, Marcelo C.
;
Xu, Junyue
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 133-162
Persistent link: https://www.econbiz.de/10010225454
Saved in:
8
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:
9
Regression with autocorrelated errors using design-adapted haar wavelets
Porto, Rogério F.
;
Morettin, Pedro A.
;
Aubin, Elisete C. Q.
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009623492
Saved in:
10
Markov breaks in regression models
Smith, Aaron D.
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009623499
Saved in:
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