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~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Probability theory"
~subject:"Schätztheorie"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Bayesian inference
Estimation theory
Konjunktur
Probability theory
Schätztheorie
Time series analysis
27
Zeitreihenanalyse
27
Theorie
17
Theory
17
Deutschland
6
Germany
6
Estimation
5
Schätzung
5
Wahrscheinlichkeitsrechnung
4
Volatility
3
Volatilität
3
1978-1998
2
Cointegration
2
Exchange rate
2
Geldnachfrage
2
Hysterese
2
Hysteresis
2
IS-LM model
2
IS-LM-Modell
2
Inflation rate
2
Inflationsrate
2
Kointegration
2
Money demand
2
Schock
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Shock
2
Software
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USA
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United States
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VAR model
2
VAR-Modell
2
Wechselkurs
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common trend model
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1974-1990
1
1976-1992
1
ARCH model
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ARCH-Modell
1
Aktienindex
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Book / Working Paper
15
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Graue Literatur
Arbeitspapier
17
Working Paper
17
Non-commercial literature
15
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2
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2
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English
10
German
5
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Mittnik, Stefan
3
Paolella, Marc S.
3
Rachev, Svetlozar T.
3
Račev, Svetlozar T.
3
Schneider, Wolfgang
3
Kim, Jeong-Ryeol
2
Kurz-Kim, Jeong-Ryeol
2
Mohr, Walter
2
Rudl, Jan
2
Hansen, Gerd
1
Hauschulz, Wolfgang
1
Kuhnigk, Beatrix
1
Lütkepohl, Helmut
1
Neumann, Thorsten
1
Schwaar, Christian
1
Čobanov, Georgi S.
1
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
Discussion paper / Tinbergen Institute
139
Working paper / Department of Econometrics and Business Statistics, Monash University
70
CREATES research paper
67
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
56
CAMA working paper series
40
Working paper
39
CESifo working papers
36
Working paper / National Bureau of Economic Research, Inc.
31
Cowles Foundation discussion paper
29
Discussion paper
28
SFB 649 discussion paper
27
Working paper series
27
Discussion paper / Centre for Economic Policy Research
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Working paper series / European Central Bank
21
Working papers
21
Discussion paper / Center for Economic Research, Tilburg University
19
EUI working paper / ECO
19
Discussion papers of interdisciplinary research project 373
18
Umeå economic studies
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Discussion papers / CEPR
17
Documentos de trabajo / Banco de España, Servicio de Estudios
17
Documentos de trabajo / Banco de España
15
Discussion papers / Department of Economics, University of Copenhagen
14
Queen's Economics Department working paper
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Economics discussion papers
13
Federal Reserve Bank of Cleveland working paper series
13
Série des documents de travail
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
CORE discussion paper : DP
12
Cambridge working papers in economics
12
Finance and economics discussion series
12
KOF working papers
12
Discussion papers in economics
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Report / Econometric Institute, Erasmus University Rotterdam
11
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ECONIS (ZBW)
15
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1
Time-varying coefficient models : a comparison of alternative estimation strategies
Neumann, Thorsten
-
1999
Persistent link: https://www.econbiz.de/10001556999
Saved in:
2
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
3
Using flexible GARCH models with asymmetric distributions
Paolella, Marc S.
-
1997
Persistent link: https://www.econbiz.de/10000984446
Saved in:
4
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
5
A closed form pure discount bond price solution for a three-factor affine model of the term structure
Schwaar, Christian
-
1997
Persistent link: https://www.econbiz.de/10000985634
Saved in:
6
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
Saved in:
7
The reliability of the Johansen-procedure : some Monte-Carlo-results
Hansen, Gerd
-
1996
Persistent link: https://www.econbiz.de/10000937607
Saved in:
8
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
9
Kenngrößenkarten für einfache ARMA-Prozesse mit dem Programm ARMA KG
Mohr, Walter
;
Rudl, Jan
-
1994
Persistent link: https://www.econbiz.de/10000901668
Saved in:
10
Theoretische Kenngrössenberechnung bei ARMA-Modellen unter besonderer Anwendung des Dualitätsprinzips
Mohr, Walter
;
Rudl, Jan
-
1994
Persistent link: https://www.econbiz.de/10000885738
Saved in:
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