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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of macroeconomics"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Volatility
Estimation theory
485
Schätztheorie
485
Theorie
147
Theory
147
Time series analysis
102
Nichtparametrisches Verfahren
87
Nonparametric statistics
87
Regression analysis
68
Regressionsanalyse
68
Estimation
64
Schätzung
64
Statistical test
58
Statistischer Test
58
Panel
57
Panel study
57
Method of moments
38
Momentenmethode
38
Autocorrelation
31
Autokorrelation
31
Cointegration
29
Statistical theory
29
Statistische Methodenlehre
29
Kointegration
28
Bootstrap approach
25
Bootstrap-Verfahren
25
Modellierung
24
Scientific modelling
24
Simulation
24
Statistical distribution
24
Statistische Verteilung
24
Volatilität
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Kleinste-Quadrate-Methode
18
Least squares method
18
Stochastic process
18
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Undetermined
58
Free
5
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Article
109
Book / Working Paper
3
Type of publication (narrower categories)
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Aufsatz im Buch
Aufsatz in Zeitschrift
Article in journal
112
Collection of articles of several authors
2
Sammelwerk
2
Rezension
1
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English
112
Author
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Teräsvirta, Timo
5
Maasoumi, Esfandiar
4
Anderson, Richard G.
3
Baltagi, Badi H.
3
Hendry, David F.
3
Hoffman, Dennis L.
3
Rasche, Robert H.
3
Blasques, Francisco
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
Koopman, Siem Jan
2
Liang, Zhongwen
2
Lucas, André
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Swanson, Norman R.
2
Amado, Cristina
1
Amano, Robert A.
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Baillie, Richard
1
Bayarri, M. J.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Berger, James O.
1
Berkowitz, Jeremy
1
Bermudez, P. de Zea
1
Beutner, Eric
1
Bewley, Ronald A.
1
Bianconcini, Silvia
1
Bierens, Herman J.
1
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Econometric reviews
Journal of macroeconomics
Journal of econometrics
364
Econometric theory
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
151
International journal of forecasting
70
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Applied economics letters
54
Econometrics : open access journal
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Economic modelling
44
The econometrics journal
43
Journal of time series econometrics
40
Journal of empirical finance
38
Applied economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
35
Journal of applied econometrics
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Oxford bulletin of economics and statistics
23
Finance research letters
22
Journal of banking & finance
21
Journal of risk and financial management : JRFM
21
Journal of financial econometrics
18
Quantitative finance
18
International journal of economics and financial issues : IJEFI
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of economics and statistics
15
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
The review of economic studies
13
Handbook of financial time series
12
Journal of quantitative economics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Energy economics
11
Central European journal of economic modelling and econometrics
10
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ECONIS (ZBW)
112
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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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
10
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
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