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subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~person:"Linton, Oliver"
~person:"Perron, Pierre"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Semiparametric estimation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Portfolio selection
Semiparametric estimation
Estimation theory
233
Schätztheorie
233
Nichtparametrisches Verfahren
86
Nonparametric statistics
86
Time series analysis
84
Theorie
46
Theory
46
Regression analysis
42
Regressionsanalyse
42
Estimation
34
Schätzung
34
Statistical test
18
Statistischer Test
18
Correlation
15
Korrelation
15
ARCH model
14
ARCH-Modell
14
Statistical distribution
14
Statistische Verteilung
14
Structural break
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Strukturbruch
14
Börsenkurs
12
Capital income
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Share price
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Volatility
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Volatilität
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8
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Panel study
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Unit root test
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Core
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Forecasting model
7
Market microstructure
7
Marktmikrostruktur
7
Prognoseverfahren
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7
Factor analysis
6
Faktorenanalyse
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Book / Working Paper
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English
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Harvey, Andrew C.
Linton, Oliver
Perron, Pierre
Phillips, Peter C. B.
96
Gao, Jiti
74
Koopman, Siem Jan
53
Johansen, Søren
43
Franses, Philip Hans
41
Kapetanios, George
41
Lütkepohl, Helmut
41
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
34
Diebold, Francis X.
30
Li, Degui
30
Sibbertsen, Philipp
30
Koop, Gary
29
Swanson, Norman R.
29
Engle, Robert F.
28
Taylor, Robert
27
Lucas, André
26
Nelson, Daniel B.
26
Stock, James H.
25
Watson, Mark W.
25
Gouriéroux, Christian
24
Maravall Herrero, Agustín
24
Peng, Bin
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Giraitis, Liudas
21
Granger, C. W. J.
21
Hassler, Uwe
21
Härdle, Wolfgang
21
Sentana, Enrique
21
Cavaliere, Giuseppe
20
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Journal of econometrics
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Econometric reviews
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Growth and cycle in the Euro-zone
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
LSE handbooks in economics
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Lehr- und Handbücher der Statistik
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Management science : journal of the Institute for Operations Research and the Management Sciences
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101
The econometric analysis of time series
Harvey, Andrew C.
-
1986
-
Reprinted
Persistent link: https://www.econbiz.de/10000764770
Saved in:
102
Analysis and generalisation of a multivariate exponential smoothing model
Harvey, Andrew C.
- In:
Management science : journal of the Institute for …
32
(
1986
)
3
,
pp. 374-380
Persistent link: https://www.econbiz.de/10003573233
Saved in:
103
Forecasting and interpolation using vector autoregressions with common trends
Fernández Macho, Francisco Javier
Persistent link: https://www.econbiz.de/10001268035
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