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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Econometric reviews"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The econometrics journal"
~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
1,158
Schätztheorie
1,158
Theorie
337
Theory
337
Time series analysis
203
Nichtparametrisches Verfahren
159
Nonparametric statistics
159
Regression analysis
149
Regressionsanalyse
149
Estimation
143
Schätzung
143
Panel
121
Panel study
121
Statistical test
109
Statistischer Test
109
Cointegration
59
Kointegration
58
Method of moments
57
Momentenmethode
57
Autocorrelation
54
Autokorrelation
52
Monte Carlo simulation
51
Statistical distribution
51
Statistische Verteilung
51
Statistical theory
44
Statistische Methodenlehre
44
ARCH model
43
ARCH-Modell
43
Volatility
43
Volatilität
43
Bootstrap approach
42
Bootstrap-Verfahren
42
Modellierung
42
Scientific modelling
42
Forecasting model
40
Prognoseverfahren
40
Maximum likelihood estimation
39
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39
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107
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10
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Article
227
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28
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226
Aufsatz in Zeitschrift
226
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9
Graue Literatur
9
Non-commercial literature
9
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English
255
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Granger, C. W. J.
9
Engle, Robert F.
7
Teräsvirta, Timo
6
White, Halbert
6
Baltagi, Badi H.
4
Perron, Pierre
4
Dufour, Jean-Marie
3
Gao, Jiti
3
Hendry, David F.
3
Kapetanios, George
3
Phillips, Peter C. B.
3
Baillie, Richard
2
Blasques, Francisco
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Cappuccio, Nunzio
2
Cavaliere, Giuseppe
2
Coudin, Elise
2
Dagum, Estela Bee
2
Darvas, Zsolt M.
2
Davidson, Russell
2
Demetrescu, Matei
2
Dong, Chaohua
2
Fabozzi, Frank J.
2
Franses, Philip Hans
2
Haldrup, Niels
2
Hong, Yongmiao
2
Hsiao, Cheng
2
Hyung, Namwon
2
Juodis, Artūras
2
Kang, Kyu Ho
2
Kao, Chihwa
2
Kilian, Lutz
2
Kim, Jong-Min
2
Koopman, Siem Jan
2
Li, Degui
2
Liang, Zhongwen
2
Licht, Adrian
2
Lin, Juan
2
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Applied economics
Discussion paper / Department of Economics, University of California San Diego
Econometric reviews
Oxford bulletin of economics and statistics
The econometrics journal
Journal of econometrics
370
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
72
International journal of forecasting
69
Applied economics letters
63
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
Computational economics
50
Economic modelling
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Journal of time series econometrics
42
Cowles Foundation discussion paper
41
Journal of the American Statistical Association : JASA
41
NBER working paper series
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
Journal of empirical finance
38
Working paper / National Bureau of Economic Research, Inc.
38
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
Finance research letters
29
SFB 649 discussion paper
29
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)
255
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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
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
5
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
6
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:
7
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:
8
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:
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
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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