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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~source:"econis"
~subject:"Maximum likelihood estimation"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Maximum likelihood estimation
Estimation theory
27
Schätztheorie
27
Theorie
24
Theory
24
Time series analysis
13
Börsenkurs
2
Estimation
2
Heteroskedastizitätsanalyse
2
Lag model
2
Lag-Modell
2
Mehrproduktfertigung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multiproduct production
2
Returns to scale
2
Schweden
2
Schätzung
2
Share price
2
Skalenertrag
2
Sweden
2
Technical efficiency
2
Technische Effizienz
2
Volatility
2
Volatilität
2
1960-1994
1
1962-1994
1
1985-1990
1
1991
1
1992-1993
1
ARCH model
1
ARCH-Modell
1
ARFIMA
1
ARMA
1
Arbeitslosigkeit
1
Arbeitsmarkt
1
CAPM
1
Data envelopment analysis
1
Data-Envelopment-Analyse
1
Deutschland
1
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Type of publication
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Book / Working Paper
13
Type of publication (narrower categories)
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Aufsatz im Buch
Non-commercial literature
Graue Literatur
13
Arbeitspapier
7
Working Paper
7
Collection of articles written by one author
6
Hochschulschrift
6
Sammlung
6
Thesis
6
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
13
Author
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Teräsvirta, Timo
3
Hagerud, Gustaf E.
2
Andersson, Michael K.
1
Brännström, Tomas
1
Eitrhem, Øyvind
1
Eklund, Bruno
1
Gredenhoff, Mikael P.
1
He, Changli
1
Lundbergh, Stefan
1
Lyhagen, Johan
1
Åsbrink, Stefan E.
1
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Umeå universitet
11
European University Institute / Department of Economics
10
European University Institute / Department of Law
4
National Bureau of Economic Research
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Center for Economic Research <Tilburg>
3
Birkbeck College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
University of Exeter / Department of Economics
2
University of New England / Department of Econometrics
2
Amsterdams Instituut voor ArbeidsStudies
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
CONRAD
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Econometrics Conference <1995, Melbourne>
1
Federal Reserve Bank of Cleveland
1
Forschungsinstitut zur Zukunft der Arbeit
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut für Industriebetriebsforschung <Hamburg>
1
Institut für Weltwirtschaft
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Journées de Méthodologie Statistique <5, 1996, Paris>
1
Konjunkturinstitutet <Stockholm>
1
Københavns Universitet / Økonomisk Institut
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Massachusetts Institute of Technology / Department of Economics
1
Monash University / Department of Econometrics
1
Nationalekonomiska Institutionen <Göteborg>
1
Norges Bank / Utredningsavdelingen
1
Robert Schuman Centre for Advanced Studies
1
Rodney L. White Center for Financial Research
1
Ruhr-Universität Bochum
1
School of Finance and Business Economics <Perth, Western Australia>
1
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Working paper series in economics and finance
7
Source
All
ECONIS (ZBW)
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1
Modelling economic high-frequency time series
Lundbergh, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001401660
Saved in:
2
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
3
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
4
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
5
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
6
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
7
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
8
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
9
Statistical properties of GARCH processes
He, Changli
-
1997
Persistent link: https://www.econbiz.de/10000975043
Saved in:
10
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
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