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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"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Monte-Carlo-Simulation
Estimation theory
880
Schätztheorie
880
Theorie
306
Theory
306
Time series analysis
165
Estimation
113
Schätzung
113
Nichtparametrisches Verfahren
95
Nonparametric statistics
95
Regression analysis
92
Regressionsanalyse
92
Panel
81
Panel study
81
Statistical test
73
Statistischer Test
73
Cointegration
48
Kointegration
47
Method of moments
43
Momentenmethode
43
Statistical theory
41
Statistische Methodenlehre
41
Autocorrelation
38
Monte Carlo simulation
38
Autokorrelation
37
Statistical distribution
35
Statistische Verteilung
35
USA
33
United States
33
Volatility
32
Volatilität
32
Maximum likelihood estimation
30
Maximum-Likelihood-Schätzung
30
Simulation
30
ARCH model
28
ARCH-Modell
28
Forecasting model
28
Prognoseverfahren
28
Bootstrap approach
26
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Undetermined
86
Free
8
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Article
176
Book / Working Paper
28
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Article in journal
175
Aufsatz in Zeitschrift
175
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Collection of articles of several authors
2
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2
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1
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English
204
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Granger, C. W. J.
9
Engle, Robert F.
7
Teräsvirta, Timo
6
White, Halbert
6
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
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
2
Moosa, Imad A.
2
Perron, Pierre
2
Phillips, Peter C. B.
2
Russell, Jeffrey R.
2
Smallwood, Aaron D.
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
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
International journal of forecasting
68
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
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)
204
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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
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:
9
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
Saved in:
10
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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