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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
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Time series analysis
United States
Forecasting model
Estimation
382
Schätzung
378
Estimation theory
151
Schätztheorie
151
Theorie
89
Theory
89
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Panel
73
Panel study
73
Volatility
72
Volatilität
72
Regression analysis
65
Regressionsanalyse
65
USA
55
Prognoseverfahren
50
Capital income
42
Kapitaleinkommen
42
Börsenkurs
41
Share price
41
Stochastic process
33
Stochastischer Prozess
33
Factor analysis
32
Faktorenanalyse
32
Panel data
32
Impact assessment
28
Wirkungsanalyse
28
ARCH model
24
ARCH-Modell
24
Statistical test
24
Statistischer Test
24
Bayes-Statistik
23
Bayesian inference
23
Causality analysis
22
High-frequency data
22
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English
168
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Todorov, Viktor
7
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
4
Andersen, Torben
3
Fan, Jianqing
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Deryugina, Tatyana
2
Ergemen, Yunus Emre
2
Francq, Christian
2
Fulop, Andras
2
Gouriéroux, Christian
2
Hallin, Marc
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Levitt, Steven D.
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Li, Junye
2
Li, Kunpeng
2
Li, Yingying
2
Linton, Oliver
2
Lippi, Marco
2
Medeiros, Marcelo C.
2
Quaedvlieg, Rogier
2
Shephard, Neil G.
2
Thyrsgaard, Martin
2
Turner, Lesley J.
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American economic journal : a journal of the American Economic Association
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Applied economics
133
Economic modelling
132
Finance research letters
128
International journal of forecasting
110
Energy economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Applied economics letters
87
International review of economics & finance : IREF
87
The North American journal of economics and finance : a journal of financial economics studies
82
Economics letters
81
Journal of banking & finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International review of financial analysis
65
Journal of empirical finance
62
Journal of financial economics
47
Discussion papers / CEPR
46
Journal of economic dynamics & control
45
Journal of forecasting
42
Journal of international money and finance
40
Journal of applied econometrics
39
Research in international business and finance
39
SpringerLink / Bücher
39
Pacific-Basin finance journal
38
Journal of international financial markets, institutions & money
35
The review of financial studies
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Econometric reviews
32
The American economic review
32
Journal of macroeconomics
31
Academy of Management journal : AMJ
28
Computational economics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics
27
Quantitative finance
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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61
Does modeling a structural break improve forecast accuracy?
Boot, Tom
;
Pick, Andreas
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012439152
Saved in:
62
Time-invariant restrictions of volatility functionals : efficient estimation and specification tests
Yang, Xiye
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 486-516
Persistent link: https://www.econbiz.de/10012439497
Saved in:
63
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
64
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
65
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
66
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
67
Family disadvantage and the gender gap in behavioral and educational outcomes
Autor, David H.
;
Figlio, David N.
;
Karbownik, Krzysztof
; …
- In:
American economic journal : a journal of the American …
11
(
2019
)
3
,
pp. 338-381
Persistent link: https://www.econbiz.de/10012052028
Saved in:
68
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
69
Screening in contract design : evidence from the ACA Health Insurance exchanges
Geruso, Michael
;
Layton, Timothy
;
Prinz, Daniel
- In:
American economic journal : a journal of the American …
11
(
2019
)
2
,
pp. 64-107
Persistent link: https://www.econbiz.de/10012012255
Saved in:
70
Adverse selection in ACA exchange markets : evidence from Colorado
Panhans, Matthew
- In:
American economic journal : a journal of the American …
11
(
2019
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012002300
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