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subject:"Zeitreihenanalyse"
~person:"Taylor, Robert"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Estimation theory
23
Schätztheorie
23
Time series analysis
16
Einheitswurzeltest
9
Structural break
9
Strukturbruch
9
Unit root test
9
Bootstrap approach
6
Bootstrap-Verfahren
6
Regression analysis
5
Regressionsanalyse
5
Cointegration
4
Forecasting model
4
Heteroscedasticity
4
Heteroskedastizität
4
Kointegration
4
Prognoseverfahren
4
Capital income
3
Endogeneity
3
Estimation
3
Fractional integration
3
Predictive regression
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Volatility
3
Volatilität
3
(Un)conditional heteroskedasticity
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Adaptive estimation
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Autocorrelation
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Autokorrelation
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Conditional sum-of-squares
2
IVX estimation
2
Information criteria
2
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
2
Persistence
2
Quasi-maximum likelihood estimation
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Aufsatz in Zeitschrift
Bibliografie
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18
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Graue Literatur
9
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9
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English
18
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Taylor, Robert
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Linton, Oliver
18
Teräsvirta, Timo
16
Harvey, Andrew C.
15
Lütkepohl, Helmut
15
Johansen, Søren
14
Chambers, Marcus J.
13
Gao, Jiti
13
Hassler, Uwe
13
Kumar, Dilip
13
Perron, Pierre
13
Maheswaran, S.
12
Xiao, Zhijie
12
Baillie, Richard
11
Tauchen, George Eugene
11
Kapetanios, George
10
Koop, Gary
10
Robinson, Peter M.
10
Zhu, Ke
10
Bauwens, Luc
9
Demetrescu, Matei
9
Franses, Philip Hans
9
Granger, C. W. J.
9
Harvey, David I.
9
Hendry, David F.
9
Li, Jia
9
Lucas, André
9
McAleer, Michael
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Chen, Xiaohong
8
Ghysels, Eric
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Li, Degui
8
Li, Qi
8
McElroy, Tucker
8
Nielsen, Morten Ørregaard
8
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Journal of econometrics
11
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Journal of empirical finance
1
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ECONIS (ZBW)
18
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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
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
5
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
8
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
9
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
10
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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