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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Andrikopoulos, Alexandru"
~person:"King, Maxwell L."
~person:"Steehouwer, Hens"
~person:"Woraphon Yamaka"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
33
Schätztheorie
33
Theorie
20
Theory
20
Time series analysis
11
Statistical theory
6
Statistische Methodenlehre
6
Regression analysis
3
Regressionsanalyse
3
Börsenkurs
2
Copula
2
Estimation
2
Forecasting model
2
Kink regression
2
Multivariate Verteilung
2
Multivariate distribution
2
Prognoseverfahren
2
Schätzung
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Technical efficiency
2
Technische Effizienz
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Affine GARCH models
1
Aktienmarkt
1
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
CAPM
1
COVID-19
1
Capital asset pricing model
1
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1
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1
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Article
11
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Aufsatz im Buch
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Book section
7
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4
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1
Sammelwerk
1
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English
11
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All
Andrikopoulos, Alexandru
King, Maxwell L.
Steehouwer, Hens
Woraphon Yamaka
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Linton, Oliver
17
Teräsvirta, Timo
17
Gao, Jiti
16
Harvey, Andrew C.
16
Johansen, Søren
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Chambers, Marcus J.
13
Hassler, Uwe
13
Perron, Pierre
13
Robinson, Peter M.
11
Xiao, Zhijie
11
Baillie, Richard
10
Hendry, David F.
10
Koop, Gary
10
Tauchen, George Eugene
10
Zhu, Ke
10
Chan, Ngai Hang
9
Granger, C. W. J.
9
Harvey, David I.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McAleer, Michael
9
McElroy, Tucker
9
Sun, Yixiao
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Chen, Xiaohong
8
Engle, Robert F.
8
Franses, Philip Hans
8
Ghysels, Eric
8
Hong, Yongmiao
8
Nelson, Daniel B.
8
Nielsen, Morten Ørregaard
8
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Robustness in econometrics
2
Application of operations research to financial markets
1
Econometric theory
1
Essays in honor of Peter C. B. Phillips
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
The review of economic studies
1
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ECONIS (ZBW)
11
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1
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
2
A generalized information theoretical approach to non-linear time series model
Songsak Sriboonchitta
;
Woraphon Yamaka
;
Paravee Maneejuk
; …
- In:
Robustness in econometrics
,
(pp. 333-348)
.
2017
Persistent link: https://www.econbiz.de/10011801366
Saved in:
3
Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 349-362)
.
2017
Persistent link: https://www.econbiz.de/10011801427
Saved in:
4
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
Saved in:
5
A frequency domain methodology for time series modelling
Steehouwer, Hens
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 280-324)
.
2010
Persistent link: https://www.econbiz.de/10003940953
Saved in:
6
A frequency domain methodology for time series modelling
Steehouwer, Hens
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 280-324)
.
2010
Persistent link: https://www.econbiz.de/10008746599
Saved in:
7
Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti
;
King, Maxwell L.
;
Lu, Zu-di
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
Saved in:
8
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
9
Marginal likelihood based tests of a subvector of the parameter vector of linear regression disturbances
Ara, Ismat
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 69-106)
.
1995
Persistent link: https://www.econbiz.de/10001294225
Saved in:
10
A locally most mean powerful based score test for ARCH and GARCH regression disturbances
Lee, John H. H.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001137106
Saved in:
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