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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Monte-Carlo-Simulation
Estimation theory
372
Schätztheorie
372
Time series analysis
102
Forecasting model
86
Prognoseverfahren
86
Nichtparametrisches Verfahren
79
Nonparametric statistics
79
Regression analysis
75
Regressionsanalyse
73
Estimation
71
Schätzung
71
Panel
49
Panel study
49
Statistical test
44
Statistischer Test
44
ARCH model
30
ARCH-Modell
30
Statistical distribution
29
Statistische Verteilung
29
Autocorrelation
28
Volatility
28
Volatilität
28
Autokorrelation
27
Method of moments
27
Momentenmethode
27
Monte Carlo simulation
23
Cointegration
21
Bootstrap approach
20
Bootstrap-Verfahren
20
Kointegration
20
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Modellierung
20
Scientific modelling
20
Bayes-Statistik
16
Bayesian inference
16
Stochastic process
16
Stochastischer Prozess
16
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Article
124
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Article in journal
124
Aufsatz in Zeitschrift
124
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English
124
Author
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Hyndman, Rob J.
4
Lucas, André
4
Teräsvirta, Timo
4
Blasques, Francisco
3
Koopman, Siem Jan
3
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Clements, Adam
2
Dong, Chaohua
2
Dufour, Jean-Marie
2
Gao, Jiti
2
Hendry, David F.
2
Hsiao, Cheng
2
Juodis, Artūras
2
Kapetanios, George
2
Kim, Jong-Min
2
Liang, Zhongwen
2
Licht, Adrian
2
Medeiros, Marcelo C.
2
Papailias, Fotis
2
Taylor, James W.
2
Wilms, Ines
2
Ahmad, Yamin
1
Allaj, Erindi
1
Amado, Cristina
1
Andor, Mark Andreas
1
Ayala, Astrid Loretta
1
Baillie, Richard
1
Baltagi, Badi H.
1
Bampinas, Georgios
1
Barreto-Souza, Wagner
1
Barrow, Devon K.
1
Bastos, Fernando de Souza
1
Bauwens, Luc
1
Beaumont, Adrian N.
1
Becker, Ralf
1
Belotti, Federico
1
Bennedsen, Mikkel
1
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Applied economics
Discussion paper / Department of Economics, University of California San Diego
Econometric reviews
International journal of forecasting
Journal of econometrics
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Economics letters
55
Econometric theory
39
Journal of time series econometrics
39
Computational economics
38
Finance research letters
26
Economic modelling
23
Applied economics letters
22
The econometrics journal
20
Journal of financial econometrics
17
Journal of empirical finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
14
Journal of quantitative economics
13
European journal of operational research : EJOR
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers / CEPR
11
Quantitative finance
11
Journal of economic dynamics & control
10
Energy economics
9
Essays in honor of Joon Y. Park : econometric theory
9
Insurance / Mathematics & economics
9
Journal of risk
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Discussion paper / Centre for Economic Policy Research
7
Journal of mathematical finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Journal of banking & finance
6
Journal of econometric methods
6
Research in international business and finance
6
Theoretical economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of economics and finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
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ECONIS (ZBW)
124
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
4
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
5
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
6
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
7
Shrinkage estimator for exponential smoothing models
Pritularga, Kandrika F.
;
Svetunkov, Ivan
;
Kourentzes, …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1351-1365
Persistent link: https://www.econbiz.de/10014465285
Saved in:
8
Model combinations through revised base rates
Petropoulos, Fotios
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1477-1492
Persistent link: https://www.econbiz.de/10014465296
Saved in:
9
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
10
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
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