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subject:"Zeitreihenanalyse"
type:"book"
~isPartOf:"EUI working paper / ECO"
~subject:"Method of moments"
~type_genre:"Interview"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Method of moments
Estimation theory
29
Schätztheorie
29
Theorie
27
Theory
27
Time series analysis
13
Software
3
Forecast
2
Prognose
2
Saisonale Schwankungen
2
Seasonal variations
2
Simulation
2
Volatility
2
Volatilität
2
1975-1993
1
Autocorrelation
1
Autokorrelation
1
Behavioral economics
1
Cointegration
1
Currency derivative
1
Derivat
1
Derivative
1
Deutschland
1
Equilibrium theory
1
Exchange rate
1
France
1
Frankreich
1
Geldpolitik
1
Germany
1
Gleichgewichtstheorie
1
Greece
1
Griechenland
1
Italien
1
Italy
1
Kaufkraftparität
1
Kointegration
1
Monetary policy
1
Probability theory
1
Public bond
1
Purchasing power parity
1
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Type of publication
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Book / Working Paper
Type of publication (narrower categories)
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Interview
Non-commercial literature
Arbeitspapier
13
Graue Literatur
13
Working Paper
13
Language
All
English
13
Author
All
Maravall Herrero, Agustín
10
Gómez, Víctor
6
Banerjee, Anindya
1
Fiorentini, Gabriele
1
Franses, Philip Hans
1
Haldrup, Niels
1
Mizon, Grayham E.
1
Peña, Daniel
1
Planas, Christophe
1
Urga, Giovanni
1
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European University Institute / Department of Economics
9
Published in...
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EUI working paper / ECO
Discussion paper / Tinbergen Institute
91
Working paper / Department of Econometrics and Business Statistics, Monash University
71
CREATES research paper
63
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Cowles Foundation discussion paper
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
CESifo working papers
28
SFB 649 discussion paper
26
Working paper series
24
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Working paper
22
Discussion paper / Center for Economic Research, Tilburg University
20
Umeå economic studies
18
Discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Discussion papers of interdisciplinary research project 373
15
Working paper / National Bureau of Economic Research, Inc.
15
Discussion papers / Department of Economics, University of Copenhagen
14
Documentos de trabajo / Banco de España, Servicio de Estudios
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
13
Economics discussion papers
13
Queen's Economics Department working paper
13
Série des documents de travail
13
Cambridge working papers in economics
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Working papers / Rutgers University, Department of Economics
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Discussion papers in economics
10
Working papers
10
CORE discussion paper : DP
9
Discussion papers / CEPR
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Technical working paper / National Bureau of Economic Research
9
Working papers series in theoretical and applied economics
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
8
Discussion paper series / IZA
8
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ECONIS (ZBW)
13
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Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001353935
Saved in:
2
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
3
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
4
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10013420258
Saved in:
5
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
-
1994
Persistent link: https://www.econbiz.de/10013420271
Saved in:
6
Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" instructions for the user
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10013420274
Saved in:
7
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
Saved in:
8
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
;
Haldrup, Niels
-
1993
Persistent link: https://www.econbiz.de/10000865567
Saved in:
9
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000860749
Saved in:
10
Stochastic linear trends : models and estimators
Maravall Herrero, Agustín
-
1992
Persistent link: https://www.econbiz.de/10013419670
Saved in:
1
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