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~isPartOf:"CREATES research paper"
~isPartOf:"Census 2000 brief"
~isPartOf:"Current fisheries statistics : CFS"
~subject:"Multivariate analysis"
~subject:"Prognoseverfahren"
~subject:"United States"
~type:"book"
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Search: subject:"Statistik"
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Multivariate analysis
Prognoseverfahren
United States
Estimation theory
57
Schätztheorie
57
Time series analysis
53
Zeitreihenanalyse
53
Theorie
51
Theory
51
USA
40
Statistical test
32
Statistischer Test
32
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Regression analysis
25
Regressionsanalyse
25
Nichtlineare Regression
23
Nonlinear regression
23
Induktive Statistik
21
Statistical inference
21
Bootstrap approach
20
Bootstrap-Verfahren
20
Volatility
19
Volatilität
19
Bevölkerungsstatistik
18
Demographic statistics
18
Estimation
17
Forecasting model
17
Schätzung
17
Applied statistics
15
Statistik
15
VAR model
15
VAR-Modell
15
Fischerei
14
Fisheries
14
Bayes-Statistik
13
Bayesian inference
13
ARCH model
12
ARCH-Modell
12
Cointegration
12
Kointegration
12
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50
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Arbeitspapier
32
Working Paper
32
Amtsdruckschrift
18
Government document
18
Statistics
16
Statistik
16
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English
64
Author
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Teräsvirta, Timo
5
Borup, Daniel
3
Grieco, Elizabeth M.
3
Hansen, Peter Reinhard
3
Rombouts, Jeroen V. K.
3
Stentoft, Lars
3
Andreasen, Martin Møller
2
Bonnette, Robert
2
Christensen, Bent Jesper
2
Christiansen, Charlotte
2
Exterkate, Peter
2
Hubrich, Kirstin
2
Lunde, Asger
2
Silvennoinen, Annastiina
2
Waldrop, Judith
2
Andersen, Torben
1
Ankargren, Sebastian
1
Archakov, Ilya
1
Aslanidis, Nektarios
1
Bauman, Kurt
1
Bennefield, Robert L.
1
Bishaw, Alemayehu
1
Bladt, Mogens
1
Bollerslev, Tim
1
Bredahl Kock, Andreas
1
Callot, Laurent
1
Caner, Mehmet
1
Casarin, Roberto
1
Cassidy, Rachel C.
1
Christensen, Kim
1
Day, Jennifer Cheeseman
1
Demetrescu, Matei
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Engsted, Tom
1
Ergemen, Yunus Emre
1
Fernández-Villaverde, Jesús
1
Finch, Samuel
1
González, Andrés
1
Graf, Nikki L.
1
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Institution
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USA / Bureau of the Census
18
Published in...
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CREATES research paper
Census 2000 brief
Current fisheries statistics : CFS
Working paper / National Bureau of Economic Research, Inc.
152
Discussion paper / Tinbergen Institute
107
Working paper
95
Discussion paper / Centre for Economic Policy Research
80
Discussion paper series / IZA
70
NBER working paper series
54
Working paper series / European Central Bank
49
CESifo working papers
48
SFB 649 discussion paper
48
CAMA working paper series
46
Econometric Institute research papers
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Working paper / Department of Econometrics and Business Statistics, Monash University
40
CEMMAP working papers / Centre for Microdata Methods and Practice
34
Finance and economics discussion series
33
Discussion papers / CEPR
32
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
32
Discussion paper
31
IMF working papers
29
NBER Working Paper
27
Working paper / Norges Bank
27
Working papers
27
ECB Working Paper
26
Federal Reserve Bank of Cleveland working paper series
26
Research paper series / Swiss Finance Institute
26
Tinbergen Institute Discussion Paper
26
SpringerLink / Bücher
25
Technical working paper / National Bureau of Economic Research
25
Cowles Foundation discussion paper
23
Working paper / Population Division, US Census Bureau
23
KBI
22
Working paper series
22
Discussion paper / Center for Economic Research, Tilburg University
20
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
20
Working papers / Federal Reserve Bank of Philadelphia, Research Department
20
Swiss Finance Institute Research Paper
19
Staff reports / Federal Reserve Bank of New York
18
Working papers in economics and statistics
18
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ECONIS (ZBW)
64
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1
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
4
A mixed-frequency Bayesian vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
-
2018
Persistent link: https://www.econbiz.de/10011946422
Saved in:
5
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
8
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
9
Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom
;
Nielsen, Bent
-
2010
Persistent link: https://www.econbiz.de/10003978304
Saved in:
10
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
-
2020
-
This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
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