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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Cai, Zongwu"
~person:"Lucas, André"
~person:"Martin, Gael M."
~person:"Spokojnyj, Vladimir G."
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
103
Schätztheorie
103
Time series analysis
44
Theorie
29
Theory
29
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Estimation
25
Schätzung
25
Volatility
16
Volatilität
16
Stochastic process
14
Stochastischer Prozess
14
Regression analysis
13
Regressionsanalyse
13
Forecasting model
12
Prognoseverfahren
12
Bayes-Statistik
11
Bayesian inference
11
Nonparametric estimation
10
Statistical test
10
Statistischer Test
10
Autocorrelation
8
Autokorrelation
8
Risikomaß
8
Risk measure
8
Causality analysis
7
Kausalanalyse
7
ARCH model
6
ARCH-Modell
6
Statistical distribution
6
Statistische Verteilung
6
Capital income
5
Exchange rate
5
Kapitaleinkommen
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Modellierung
5
Scientific modelling
5
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Free
35
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Book / Working Paper
42
Article
2
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Aufsatz im Buch
Working Paper
Arbeitspapier
42
Graue Literatur
42
Non-commercial literature
42
Article in journal
17
Aufsatz in Zeitschrift
17
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2
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English
44
Author
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Cai, Zongwu
Lucas, André
Martin, Gael M.
Spokojnyj, Vladimir G.
Gao, Jiti
40
Koopman, Siem Jan
31
Phillips, Peter C. B.
27
Johansen, Søren
24
Nielsen, Morten Ørregaard
24
Maravall Herrero, Agustín
23
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
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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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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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
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
SFB 649 discussion paper
3
Discussion papers of interdisciplinary research project 373
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Applied quantitative finance
1
Discussion paper / Center for Economic Research, Tilburg University
1
NBP working paper
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
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ECONIS (ZBW)
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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
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:
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
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:
7
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:
8
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:
9
Optimal bias correction of the logperiodogram estimator of the fractional paramete : a Jackknife Approach
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2019
Persistent link: https://www.econbiz.de/10012592265
Saved in:
10
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
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