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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"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Monte-Carlo-Simulation
Volatility
Estimation theory
890
Schätztheorie
890
Theorie
306
Theory
306
Time series analysis
166
Estimation
115
Schätzung
115
Nichtparametrisches Verfahren
100
Nonparametric statistics
100
Regression analysis
94
Regressionsanalyse
94
Panel
82
Panel study
82
Statistical test
73
Statistischer Test
73
Cointegration
48
Kointegration
47
Method of moments
44
Momentenmethode
44
Statistical theory
41
Statistische Methodenlehre
41
Autocorrelation
40
Autokorrelation
39
Monte Carlo simulation
38
Statistical distribution
36
Statistische Verteilung
36
USA
33
United States
33
Volatilität
32
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
31
Simulation
31
ARCH model
29
ARCH-Modell
29
Forecasting model
28
Prognoseverfahren
28
Bootstrap approach
27
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Online availability
All
Undetermined
87
Free
8
Type of publication
All
Article
185
Book / Working Paper
30
Type of publication (narrower categories)
All
Article in journal
185
Aufsatz in Zeitschrift
185
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Collection of articles of several authors
2
Sammelwerk
2
Rezension
1
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English
215
Author
All
Granger, C. W. J.
9
Engle, Robert F.
8
Teräsvirta, Timo
6
White, Halbert
6
Maasoumi, Esfandiar
4
Baltagi, Badi H.
3
Hendry, David F.
3
Blasques, Francisco
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Cappuccio, Nunzio
2
Cavaliere, Giuseppe
2
Dagum, Estela Bee
2
Darvas, Zsolt M.
2
Davidson, Russell
2
Dong, Chaohua
2
Dufour, Jean-Marie
2
Franses, Philip Hans
2
Gao, Jiti
2
Haldrup, Niels
2
Hong, Yongmiao
2
Hsiao, Cheng
2
Hyung, Namwon
2
Juodis, Artūras
2
Kapetanios, George
2
Kilian, Lutz
2
Kim, Jong-Min
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Licht, Adrian
2
Lubian, Diego
2
Lucas, André
2
Lunde, Asger
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Moosa, Imad A.
2
Perron, Pierre
2
Phillips, Peter C. B.
2
Russell, Jeffrey R.
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
Journal of econometrics
416
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Economics letters
177
Econometric theory
176
Discussion paper / Tinbergen Institute
119
International journal of forecasting
72
Working paper / Department of Econometrics and Business Statistics, Monash University
72
Journal of forecasting
68
Applied economics letters
66
CREATES research paper
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
NBER Working Paper
61
Econometrics : open access journal
59
Economic modelling
54
The econometrics journal
53
Computational economics
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Journal of empirical finance
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
NBER working paper series
45
Cowles Foundation discussion paper
43
Journal of the American Statistical Association : JASA
43
Journal of time series econometrics
42
Working paper / National Bureau of Economic Research, Inc.
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
EUI working paper / ECO
35
Journal of applied econometrics
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Finance research letters
34
SFB 649 discussion paper
33
Working paper
31
Journal of risk and financial management : JRFM
29
Technical working paper / National Bureau of Economic Research
28
Journal of banking & finance
27
CEMMAP working papers / Centre for Microdata Methods and Practice
26
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ECONIS (ZBW)
215
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1
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10
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215
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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
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:
8
Locally time-varying parameter regression
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
Saved in:
9
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
Saved in:
10
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
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