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subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~person:"Watson, Mark W."
~subject:"Autokorrelation"
~subject:"Heteroscedasticity- and autocorrelation-robust estimation"
~subject:"Kapitaleinkommen"
~type:"article"
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Zeitreihenanalyse
Autokorrelation
Heteroscedasticity- and autocorrelation-robust estimation
Kapitaleinkommen
Estimation theory
36
Schätztheorie
36
Time series analysis
18
Theorie
15
Theory
15
USA
5
United States
5
Börsenkurs
4
Correlation
4
Estimation
4
Korrelation
4
Schätzung
4
Share price
4
ARCH model
3
ARCH-Modell
3
CAPM
3
Cointegration
3
HAC
3
Induktive Statistik
3
Kointegration
3
Metal market
3
Metallmarkt
3
Statistical inference
3
Capital income
2
Factor analysis
2
Faktorenanalyse
2
HAR
2
IV-Schätzung
2
Instrumental variables
2
Risikoprämie
2
Risk premium
2
Schock
2
Shock
2
Statistical theory
2
Statistische Methodenlehre
2
1900-1989
1
1950-1985
1
1955-1994
1
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Undetermined
5
Type of publication
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Article
Book / Working Paper
36
Type of publication (narrower categories)
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Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
20
Author
All
Engle, Robert F.
Watson, Mark W.
Phillips, Peter C. B.
34
Lee, Lung-fei
29
Leybourne, Stephen James
18
Sun, Yixiao
18
Taylor, Robert
18
Teräsvirta, Timo
18
Harvey, Andrew C.
17
Linton, Oliver
17
Johansen, Søren
16
Lütkepohl, Helmut
16
Baltagi, Badi H.
15
Gao, Jiti
15
Robinson, Peter M.
15
Chambers, Marcus J.
14
Hassler, Uwe
13
Kumar, Dilip
13
Perron, Pierre
13
Kapetanios, George
12
Maheswaran, S.
12
Baillie, Richard
11
Chan, Ngai Hang
11
Demetrescu, Matei
11
Granger, C. W. J.
11
Hendry, David F.
11
Jin, Fei
11
Mills, Terence C.
11
Stock, James H.
11
Sun, Yiguo
11
Tauchen, George Eugene
11
Xiao, Zhijie
11
Zakoïan, Jean-Michel
11
Zhu, Ke
11
Cavaliere, Giuseppe
10
Koop, Gary
10
Li, Dong
10
Ling, Shiqing
10
Su, Liangjun
10
Bauwens, Luc
9
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Published in...
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in economics and econometrics ; Volume 2
1
Handbook of econometrics : volume 2
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Model reliability
1
The economic journal : the journal of the Royal Economic Society
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
1
The review of financial studies
1
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Source
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ECONIS (ZBW)
20
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20
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1
Identification and estimation of dynamic causal effects in macroeconomics using external instruments
Stock, James H.
;
Watson, Mark W.
- In:
The economic journal : the journal of the Royal …
128
(
2018
)
610
,
pp. 917-948
Persistent link: https://www.econbiz.de/10011951117
Saved in:
2
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Saved in:
3
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
6
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
7
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
8
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 184-200
Persistent link: https://www.econbiz.de/10001222497
Saved in:
9
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
10
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
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