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subject:"Zeitreihenanalyse"
~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
837
Schätztheorie
837
Theorie
225
Theory
225
Time series analysis
204
Forecasting model
135
Prognoseverfahren
135
Estimation
125
Schätzung
125
Nichtparametrisches Verfahren
104
Nonparametric statistics
104
Regression analysis
103
Regressionsanalyse
101
Statistical test
71
Statistischer Test
71
Panel
69
Panel study
69
Cointegration
46
Kointegration
45
Volatility
44
Volatilität
44
ARCH model
41
ARCH-Modell
41
Method of moments
40
Momentenmethode
40
Statistical distribution
40
Statistische Verteilung
40
Monte Carlo simulation
39
Autocorrelation
37
Autokorrelation
36
USA
34
United States
34
Statistical theory
31
Statistische Methodenlehre
31
Maximum likelihood estimation
29
Maximum-Likelihood-Schätzung
29
Modellierung
29
Scientific modelling
29
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Undetermined
124
Free
8
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Article
216
Book / Working Paper
29
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Article in journal
217
Aufsatz in Zeitschrift
217
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Collection of articles of several authors
2
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English
245
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Granger, C. W. J.
8
Teräsvirta, Timo
8
Engle, Robert F.
7
White, Halbert
6
Hendry, David F.
4
Hyndman, Rob J.
4
Lucas, André
4
Baltagi, Badi H.
3
Blasques, Francisco
3
Kapetanios, George
3
Kock, Anders Bredahl
3
Koopman, Siem Jan
3
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Brännäs, Kurt
2
Clements, Adam
2
Dagum, Estela Bee
2
Davidson, Russell
2
Deo, Rohit S.
2
Dong, Chaohua
2
Dufour, Jean-Marie
2
Espasa Terrades, Antoni
2
Gao, Jiti
2
Haldrup, Niels
2
Harvey, Andrew C.
2
Hong, Yongmiao
2
Hsiao, Cheng
2
Hyung, Namwon
2
Juodis, Artūras
2
Kilian, Lutz
2
Kim, Jong-Min
2
Liang, Zhongwen
2
Licht, Adrian
2
Lunde, Asger
2
Lütkepohl, Helmut
2
Maasoumi, Esfandiar
2
McElroy, Tucker
2
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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
369
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Econometric theory
167
Economics letters
162
Discussion paper / Tinbergen Institute
111
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Applied economics letters
62
Journal of forecasting
62
CREATES research paper
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Econometrics : open access journal
57
NBER Working Paper
55
The econometrics journal
50
Computational economics
49
Economic modelling
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Journal of time series econometrics
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Journal of the American Statistical Association : JASA
41
Cowles Foundation discussion paper
40
NBER working paper series
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
Working paper / National Bureau of Economic Research, Inc.
38
Journal of empirical finance
37
Journal of applied econometrics
33
EUI working paper / ECO
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Working paper
30
SFB 649 discussion paper
29
Finance research letters
28
Oxford bulletin of economics and statistics
27
CEMMAP working papers / Centre for Microdata Methods and Practice
26
Journal of risk and financial management : JRFM
26
Technical working paper / National Bureau of Economic Research
26
Working paper series
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
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ECONIS (ZBW)
245
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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
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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