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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~isPartOf:"CAMA working paper series"
~subject:"Volatility"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Volatility
Estimation theory
19
Schätztheorie
19
Time series analysis
13
VAR model
8
VAR-Modell
8
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Schätzung
6
Bayes-Statistik
3
Bayesian inference
3
Volatilität
3
vector autoregression
3
Correlation
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Induktive Statistik
2
Korrelation
2
Lag model
2
Lag-Modell
2
State space model
2
Statistical error
2
Statistical inference
2
Statistischer Fehler
2
Stochastic process
2
Stochastischer Prozess
2
Zustandsraummodell
2
automatic differentiation
2
lag polynomial
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ARMA
1
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap consistency
1
Bootstrap-Verfahren
1
Business cycle
1
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12
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Aufsatz im Buch
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Graue Literatur
13
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3
Working Paper
3
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English
13
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Chan, Joshua
5
Jacobi, Liana
2
Strachan, Rodney W.
2
Zhu, Dan
2
Chang, Yoosoon
1
Choi, Yongok
1
Doko Tchatoka, Firmin
1
Doucet, Arnaud
1
Eisenstat, Eric
1
Fry-McKibbin, Renée
1
Gefang, Deborah
1
Haque, Qazi
1
Hindrayanto, Irma
1
Hsiao, Cody Yu-Ling
1
Jacobs, Jan
1
Kim, Chang Sik
1
Koop, Gary
1
Krippner, Leo
1
León-González, Roberto
1
Martin, Vance
1
Miller, J. Isaak
1
Osborn, Denise R.
1
Pagan, Adrian R.
1
Park, Joon Y.
1
Pauwels, Laurent
1
Poon, Aubrey
1
Radchenko, Peter
1
Tian, Jing
1
Vasnev, Andrey L.
1
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CAMA working paper series
Discussion paper / Tinbergen Institute
93
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Cowles Foundation discussion paper
28
SFB 649 discussion paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Working paper series
25
Working paper
21
Umeå economic studies
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Working paper / National Bureau of Economic Research, Inc.
19
Discussion paper / Center for Economic Research, Tilburg University
18
Discussion papers of interdisciplinary research project 373
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
CESifo working papers
15
Discussion papers / Department of Economics, University of Copenhagen
15
EUI working paper / ECO
15
Discussion paper
14
Série des documents de travail
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
Economics discussion papers
13
Queen's Economics Department working paper
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Working papers
13
Discussion papers in economics
12
Handbook of financial time series
12
Report / Econometric Institute, Erasmus University Rotterdam
12
Working papers / Rutgers University, Department of Economics
12
Discussion paper / Tinbergen Institute / Tinbergen Institute
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
KBI
11
CORE discussion paper : DP
10
Cambridge working papers in economics
10
Technical working paper / National Bureau of Economic Research
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Essays in honor of Joon Y. Park : econometric theory
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
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ECONIS (ZBW)
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1
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
-
Version Date: January 11, 2024
Persistent link: https://www.econbiz.de/10014517309
Saved in:
2
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
-
2020
Persistent link: https://www.econbiz.de/10012225075
Saved in:
3
Will the real eigensystem VAR please stand up? : a univariate primer
Krippner, Leo
-
2019
Persistent link: https://www.econbiz.de/10012223627
Saved in:
4
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
5
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
6
Measuring financial interdependence in asset returns with an application to euro zone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2018
Persistent link: https://www.econbiz.de/10012201943
Saved in:
7
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2018
Persistent link: https://www.econbiz.de/10012202254
Saved in:
8
Reducing dimensions in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
-
2018
Persistent link: https://www.econbiz.de/10012203786
Saved in:
9
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
10
Trend-cycle-seasonal interactions : identification and estimation
Hindrayanto, Irma
;
Jacobs, Jan
;
Osborn, Denise R.
; …
-
2017
Persistent link: https://www.econbiz.de/10011747030
Saved in:
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