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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Econometric reviews"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~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
787
Schätztheorie
787
Theorie
258
Theory
258
Time series analysis
164
Estimation
115
Schätzung
115
Nichtparametrisches Verfahren
101
Nonparametric statistics
101
Regression analysis
87
Regressionsanalyse
87
Panel
69
Panel study
69
Statistical test
67
Statistischer Test
67
Method of moments
42
Momentenmethode
42
Cointegration
41
Statistical theory
41
Statistische Methodenlehre
41
Kointegration
40
Monte Carlo simulation
38
Autocorrelation
35
USA
35
United States
35
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34
Statistical distribution
33
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33
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33
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33
ARCH model
30
ARCH-Modell
30
Simulation
30
Maximum likelihood estimation
29
Maximum-Likelihood-Schätzung
29
Bootstrap approach
27
Bootstrap-Verfahren
27
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26
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83
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10
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Article
150
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54
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150
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150
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35
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35
Graue Literatur
20
Non-commercial literature
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Granger, C. W. J.
8
Engle, Robert F.
7
Teräsvirta, Timo
6
White, Halbert
6
Stock, James H.
5
Nelson, Daniel B.
4
Baltagi, Badi H.
3
Hendry, David F.
3
Watson, Mark W.
3
Blasques, Francisco
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Campbell, John Y.
2
Dagum, Estela Bee
2
Davidson, Russell
2
Diebold, Francis X.
2
Dong, Chaohua
2
Dufour, Jean-Marie
2
Elliott, Graham
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
Lucas, André
2
Lunde, Asger
2
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
2
Moosa, Imad A.
2
Peng, Liang
2
Perron, Pierre
2
Russell, Jeffrey R.
2
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National Bureau of Economic Research
1
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Applied economics
Discussion paper / Department of Economics, University of California San Diego
Econometric reviews
Technical working paper / National Bureau of Economic Research
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
The econometrics journal
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
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
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
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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