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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Econometric theory"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Zeitreihenanalyse
Kapitaleinkommen
Monte-Carlo-Simulation
Prognoseverfahren
Volatilität
Estimation theory
897
Schätztheorie
897
Theorie
334
Theory
334
Time series analysis
194
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Regression analysis
102
Regressionsanalyse
102
Estimation
70
Schätzung
70
Statistical test
47
Statistischer Test
47
ARCH model
45
ARCH-Modell
45
Cointegration
34
Kointegration
34
Panel
33
Panel study
33
Autocorrelation
32
Autokorrelation
31
Statistical distribution
31
Statistische Verteilung
31
Einheitswurzeltest
30
Unit root test
30
Method of moments
28
Momentenmethode
28
Induktive Statistik
24
Statistical inference
24
Statistical theory
23
Statistische Methodenlehre
23
Forecasting model
20
Monte Carlo simulation
20
Volatility
20
USA
17
United States
17
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Article
231
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2
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231
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231
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English
233
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Phillips, Peter C. B.
7
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Linton, Oliver
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Perron, Pierre
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Taylor, Robert
3
Velasco, Carlos
3
Zhang, Rongmao
3
Blazsek, Szabolcs
2
Breitung, Jörg
2
Cai, Zongwu
2
Chen, Xiaohong
2
Choi, In
2
Francq, Christian
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kim, Jong-Min
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Li, Jia
2
Licht, Adrian
2
Lieberman, Offer
2
Lütkepohl, Helmut
2
McCabe, Brendan Peter Martin
2
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Granger Centre for Time Series Econometrics
1
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Applied economics
Econometric theory
Journal of econometrics
454
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
205
Economics letters
187
International journal of forecasting
132
Discussion paper / Tinbergen Institute
127
Econometric reviews
114
Journal of forecasting
104
Working paper / Department of Econometrics and Business Statistics, Monash University
76
CREATES research paper
73
Applied economics letters
68
NBER Working Paper
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Econometrics : open access journal
59
Economic modelling
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
The econometrics journal
57
Computational economics
56
Journal of the American Statistical Association : JASA
54
Journal of empirical finance
51
NBER working paper series
48
Cowles Foundation discussion paper
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Working paper / National Bureau of Economic Research, Inc.
45
Journal of time series econometrics
44
Journal of applied econometrics
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
EUI working paper / ECO
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Working paper
37
Finance research letters
36
SFB 649 discussion paper
34
Oxford bulletin of economics and statistics
33
Journal of risk and financial management : JRFM
31
Discussion paper
30
Journal of banking & finance
30
Technical working paper / National Bureau of Economic Research
29
Discussion paper / Department of Economics, University of California San Diego
28
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ECONIS (ZBW)
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231
The effect of data revisions and additional observations on time-series estimates
Stekler, H. O.
- In:
Applied economics
19
(
1987
)
3
,
pp. 347-353
Persistent link: https://www.econbiz.de/10003686108
Saved in:
232
Nonparametric time-series estimation of joint DGP, conditional DGP, and vector autoregression
Singh, Radhey S.
- In:
Econometric theory
1
(
1985
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10001072749
Saved in:
233
A general approach to serial correlation
Gouriéroux, Christian
- In:
Econometric theory
1
(
1985
)
3
,
pp. 315-340
Persistent link: https://www.econbiz.de/10001072756
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