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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Cai, Zongwu"
~person:"Fiorentini, Gabriele"
~person:"Lucas, André"
~person:"Martin, Gael M."
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
107
Schätztheorie
107
Time series analysis
42
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Estimation
22
Schätzung
22
Theorie
21
Theory
21
Statistical test
19
Statistischer Test
19
Regression analysis
14
Regressionsanalyse
14
Forecasting model
13
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Prognoseverfahren
13
Bayes-Statistik
11
Bayesian inference
11
Volatility
11
Volatilität
11
Nonparametric estimation
10
Autocorrelation
9
Autokorrelation
9
VAR model
9
VAR-Modell
9
ARCH model
7
ARCH-Modell
7
Causality analysis
7
Kausalanalyse
7
Modellierung
7
Risikomaß
7
Risk measure
7
Scientific modelling
7
Stochastic process
7
Stochastischer Prozess
7
Hessian matrix
6
Statistical distribution
6
Statistische Verteilung
6
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Free
35
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Book / Working Paper
40
Article
2
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Aufsatz im Buch
Working Paper
Arbeitspapier
40
Graue Literatur
38
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38
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18
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18
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English
42
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Cai, Zongwu
Fiorentini, Gabriele
Lucas, André
Martin, Gael M.
Gao, Jiti
40
Koopman, Siem Jan
31
Phillips, Peter C. B.
27
Johansen, Søren
24
Maravall Herrero, Agustín
24
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
22
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Teräsvirta, Timo
19
Peng, Bin
16
Kapetanios, George
15
Swanson, Norman R.
14
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Pesaran, M. Hashem
13
Brännäs, Kurt
11
Gómez, Víctor
11
Koop, Gary
11
Linton, Oliver
11
Nielsen, Bent
11
Ooms, Marius
11
Miller, J. Isaac
10
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Feng, Yuanhua
9
Giraitis, Liudas
9
Li, Degui
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Bauwens, Luc
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
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European University Institute / Department of Economics
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Discussion paper / Tinbergen Institute
12
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers series in theoretical and applied economics
7
CEMFI working paper
5
Report / Econometric Institute, Erasmus University Rotterdam
2
Discussion papers of interdisciplinary research project 373
1
EUI working paper / ECO
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
NBP working paper
1
Oxford Financial Research Centre economics series
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Sveriges Riksbank working paper series
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ECONIS (ZBW)
42
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1
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
2
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
3
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
4
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
5
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
Saved in:
6
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
7
Aggregate output measurements : a common trend approach
Almuzara, Martín
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 3-33)
.
2023
Persistent link: https://www.econbiz.de/10014313827
Saved in:
8
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
9
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
10
Statistical analysis and evaluation of macroeconomic policies : a selective review
Liu, Zeqin
;
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
-
2019
Persistent link: https://www.econbiz.de/10012202960
Saved in:
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