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subject:"Time series analysis"
subject:"United States"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Innocenzo Gasparini Institute for Economic Research <Mailand>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
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Time series analysis
United States
Estimation theory
Forecasting model
Kapitaleinkommen
Estimation
44
Schätzung
44
Theorie
27
Theory
27
Großbritannien
9
United Kingdom
9
USA
8
OECD countries
5
OECD-Staaten
5
Börsenkurs
4
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4
EU-Staaten
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Kaufkraftparität
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Prognoseverfahren
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Purchasing power parity
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Schätztheorie
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Share price
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Welt
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World
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1973-1997
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Capital income
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Geldpolitik
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Italien
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Italy
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Monetary policy
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Volatility
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Volatilität
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Zeitreihenanalyse
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1982-1997
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ARCH model
2
ARCH-Modell
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Arbeitsrecht
2
CAPM
2
Cointegration
2
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2
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Book / Working Paper
17
Type of publication (narrower categories)
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Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
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English
17
Author
All
Marcellino, Massimiliano
3
Christensen, Bent Jesper
2
Orszag, Jonathan Michael
2
Sola, Martin
2
Timmermann, Allan
2
Aura, Saku
1
Busch, Thomas
1
Christiansen, Charlotte
1
Cuñat, Alejandro
1
Dacco, Roberto
1
Engsted, Tom
1
Favero, Carlo A.
1
Gylfi Zoega
1
Knight, John L.
1
Maffezzoli, Marco
1
Neglia, Francesco
1
Pesaran, M. Hashem
1
Phelps, Edmund S.
1
Poulsen, Rolf
1
Raahauge, Peter
1
Ravn, Morten O.
1
Satchell, Stephen
1
Tanggaard, Carsten
1
Tran, Kien C.
1
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Institution
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Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
Innocenzo Gasparini Institute for Economic Research <Mailand>
National Bureau of Economic Research
331
Forschungsinstitut zur Zukunft der Arbeit
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Federal Reserve Bank of St. Louis
22
Federal Reserve Bank of San Francisco
17
Ekonomiska forskningsinstitutet <Stockholm>
15
Federal Reserve Bank of Cleveland
14
Johns Hopkins University / Department of Economics
14
Institut für Weltwirtschaft
13
Federal Reserve System / Division of Research and Statistics
12
Federal Reserve Bank of New York
11
International Energy Agency
10
OECD
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of Chicago
9
Springer Fachmedien Wiesbaden
9
Verlag Dr. Kovač
9
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Federal Reserve Bank of Richmond
7
Queen Mary College / Department of Economics
7
Rodney L. White Center for Financial Research
7
The Wharton Financial Institutions Center
7
University of Hong Kong / School of Economics and Finance
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Christian-Albrechts-Universität zu Kiel
6
Institut für Höhere Studien
6
Institute of Finance and Accounting <London>
6
Rutgers University / Department of Economics
6
University of Reading / Department of Economics
6
Universität Mannheim
6
Bonn Graduate School of Economics
5
Center for Economic Research <Tilburg>
5
Centre for Quantitative Economics & Computing
5
European University Institute / Department of Economics
5
Federal Reserve System / Board of Governors
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working papers / Innocenzo Gasparini Institute for Economic Research
5
Discussion paper in financial economics : FE
4
Discussion papers in economics
3
Source
All
ECONIS (ZBW)
17
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1
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Can comparative advantage explain the growth of US trade?
Cuñat, Alejandro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002158859
Saved in:
4
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
5
Principal components at work : the empirical analysis of monetary policy with large datasets
Favero, Carlo A.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156350
Saved in:
6
Instability and non-linearity in the EMU
Marcellino, Massimiliano
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156604
Saved in:
7
Forecasting pooling for short time series of macroeconomic variables
Marcellino, Massimiliano
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156738
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
10
Does the balance of power within a family matter? : The case of the retirement equity act
Aura, Saku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002157467
Saved in:
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