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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of macroeconomics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
654
Schätztheorie
654
Theorie
195
Theory
195
Time series analysis
136
Estimation
106
Schätzung
106
Nichtparametrisches Verfahren
97
Nonparametric statistics
97
Regression analysis
79
Regressionsanalyse
79
Panel
68
Panel study
68
Statistical test
63
Statistischer Test
63
Method of moments
42
Momentenmethode
42
Cointegration
39
Kointegration
38
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Autocorrelation
32
Autokorrelation
31
Statistical distribution
31
Statistische Verteilung
31
Statistical theory
30
Statistische Methodenlehre
30
USA
29
United States
29
Volatility
28
Volatilität
28
Bootstrap approach
27
Bootstrap-Verfahren
27
Simulation
27
Forecasting model
26
Prognoseverfahren
26
ARCH model
25
ARCH-Modell
25
Maximum likelihood estimation
25
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Undetermined
66
Free
6
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Article
134
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2
Type of publication (narrower categories)
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Aufsatz im Buch
Aufsatz in Zeitschrift
Article in journal
136
Collection of articles of several authors
2
Sammelwerk
2
Rezension
1
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English
136
Author
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Teräsvirta, Timo
5
Anderson, Richard G.
3
Baltagi, Badi H.
3
Hendry, David F.
3
Hoffman, Dennis L.
3
Rasche, Robert H.
3
Blasques, Francisco
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
2
Gao, Jiti
2
Hsiao, Cheng
2
Kapetanios, George
2
Kilian, Lutz
2
Kim, Jong-Min
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Licht, Adrian
2
Lucas, André
2
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
2
Moosa, Imad A.
2
Perron, Pierre
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Swanson, Norman R.
2
Ahmad, Yamin
1
Amado, Cristina
1
Amano, Robert A.
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Ayala, Astrid Loretta
1
Baillie, Richard
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Barnett, William A.
1
Bayarri, M. J.
1
Belotti, Federico
1
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Applied economics
Econometric reviews
Journal of macroeconomics
Journal of econometrics
304
Econometric theory
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Economics letters
133
International journal of forecasting
64
Journal of forecasting
54
Applied economics letters
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Econometrics : open access journal
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
The econometrics journal
37
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
31
Journal of applied econometrics
30
Journal of empirical finance
24
Oxford bulletin of economics and statistics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of risk and financial management : JRFM
16
Journal of financial econometrics
14
The review of economics and statistics
14
Journal of economic dynamics & control
13
Finance research letters
12
Quantitative economics : QE ; journal of the Econometric Society
12
The review of economic studies
12
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
Quantitative finance
10
Central European journal of economic modelling and econometrics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Energy economics
9
Essays in honor of Joon Y. Park : econometric theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
The empirical economics letters : a monthly international journal of economics
9
Annales d'économie et de statistique
8
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ECONIS (ZBW)
136
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
4
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
5
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
6
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
7
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
8
Locally time-varying parameter regression
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
Saved in:
9
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
10
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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