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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Cointegration"
~type_genre:"Collection of articles written by one author"
~type_genre:"Rezension"
~type_genre:"Thesis"
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USA
Cointegration
Estimation
108
Schätzung
108
Deutschland
68
Germany
68
Theorie
58
Theory
58
United States
27
Time series analysis
21
Zeitreihenanalyse
21
Börsenkurs
17
Kointegration
17
Share price
17
Volatility
17
Volatilität
17
Estimation theory
11
Exchange rate
11
Großbritannien
11
Schätztheorie
11
Stochastic process
11
Stochastischer Prozess
11
United Kingdom
11
Wechselkurs
11
Einheitswurzeltest
9
Statistical test
9
Statistischer Test
9
Unit root test
9
Arbeitslosigkeit
8
Unemployment
8
ARCH model
7
ARCH-Modell
7
Interest rate
7
Zins
7
1975-1998
6
Arbeitsmobilität
6
Capital income
6
Geldnachfrage
6
Geldpolitik
6
Kapitaleinkommen
6
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Book / Working Paper
40
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Arbeitspapier
Collection of articles written by one author
Rezension
Thesis
Graue Literatur
40
Non-commercial literature
40
Working Paper
40
Language
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English
39
German
1
Author
All
Gil-Alaña, Luis A.
7
Caporale, Guglielmo Maria
3
Härdle, Wolfgang
3
Lütkepohl, Helmut
3
Nautz, Dieter
3
Saikkonen, Pentti
3
Wolters, Jürgen
3
Breitung, Jörg
2
Brüggemann, Ralf
2
Burda, Michael C.
2
Candelon, Bertrand
2
Herwartz, Helmut
2
Lanne, Markku
2
Reimers, Hans-Eggert
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Weder, Mark
2
Bell, David R.
1
Boehmer, Ekkehart
1
Boztuğ, Yasemin
1
Chinn, Menzie David
1
Choi, In
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Hafner, Christian M.
1
Hahn, Elke
1
Henry, S. G. B.
1
Hoffmann, M.
1
Holtemöller, Oliver
1
Lepskii, Oleg V.
1
Linton, Oliver
1
Mercurio, Danilo
1
Mertens, Antje
1
Moersch, Mathias
1
Müller, Christian
1
Nielsen, Hannah
1
Nowak, Eric
1
Sanger, Gary C.
1
Sperlich, Stefan
1
Tjostheim, Dag
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper / National Bureau of Economic Research, Inc.
1,490
Discussion paper series / IZA
426
Discussion paper / Centre for Economic Policy Research
395
CESifo working papers
208
Finance and economics discussion series
163
Working paper
136
Discussion paper
72
Discussion papers / Deutsches Institut für Wirtschaftsforschung
58
Kiel working paper
58
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
55
Staff reports / Federal Reserve Bank of New York
54
Discussion paper / Tinbergen Institute
52
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
52
CFS working paper series
50
NBER working paper series
48
International finance discussion papers
47
SFB 649 discussion paper
45
Working papers / Federal Reserve Bank of Philadelphia, Research Department
45
ZEW discussion papers
41
Discussion paper / Deutsche Bundesbank
37
Working papers / Federal Reserve Bank of Chicago
36
Working papers / University of Connecticut, Department of Economics
34
Working paper series / European Central Bank
33
Research paper series / Swiss Finance Institute
32
Working papers series / Federal Reserve Bank of San Francisco
32
Ruhr economic papers
31
Fisher College of Business working paper series
30
Cowles Foundation discussion paper
29
CAMA working paper series
28
Economics and finance working paper series
27
Working paper series
26
Econometric Institute research papers
25
Discussion papers in economics
24
Discussion papers of interdisciplinary research project 373
24
IMF working papers
24
Europäische Hochschulschriften / 5
23
Working paper series / Research Department, Federal Reserve Bank of Chicago
23
CREATES research paper
22
Working papers / U.S. Census Bureau, Center for Economic Studies
22
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ECONIS (ZBW)
40
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1
The effects of ignoring level shifts on systems cointegration tests
Trenkler, Carsten
-
2002
Persistent link: https://www.econbiz.de/10001730272
Saved in:
2
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
3
Money and prices : an I(2) analysis for the euro Area
Holtemöller, Oliver
-
2002
Persistent link: https://www.econbiz.de/10001669945
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Testing for short and long run causality : the case of the yield spread and economic growth
Breitung, Jörg
;
Candelon, Bertrand
-
2001
Persistent link: https://www.econbiz.de/10001652440
Saved in:
6
Did the fed surprise the markets in 2001? : A case study for VSRs with sign restrictions
Uhlig, Harald
-
2001
Persistent link: https://www.econbiz.de/10001659917
Saved in:
7
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
8
Complementarity of labor market institutions, equilibrium unemployment and the propagation of business cycles
Burda, Michael C.
;
Weder, Mark
-
2001
Persistent link: https://www.econbiz.de/10001613539
Saved in:
9
The influence of inventory effects and reference points on the rate of consumption
Bell, David R.
;
Boztuğ, Yasemin
-
2001
Persistent link: https://www.econbiz.de/10001629744
Saved in:
10
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
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