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~isPartOf:"Computational economics"
~isPartOf:"Econometric theory"
~isPartOf:"International journal of forecasting"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Schätztheorie"
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Schätztheorie
Time series analysis
1,148
Zeitreihenanalyse
1,148
Theorie
667
Theory
667
Forecasting model
497
Prognoseverfahren
497
Estimation theory
289
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119
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94
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94
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79
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78
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Phillips, Peter C. B.
7
Sibbertsen, Philipp
7
Fried, Roland
6
Gather, Ursula
5
Krämer, Walter
5
Lütkepohl, Helmut
5
Chan, Ngai Hang
4
Dette, Holger
4
Hyndman, Rob J.
4
Johansen, Søren
4
Leybourne, Stephen James
4
Steland, Ansgar
4
Becker, Claudia
3
Boubaker, Heni
3
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Deo, Rohit S.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Harvey, Andrew C.
3
Lucas, André
3
Nielsen, Morten Ørregaard
3
Omay, Tolga
3
Panagiotelis, Anastasios
3
Peng, Liang
3
Politis, Dimitris N.
3
Poskitt, Donald Stephen
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Taylor, Robert
3
Zhang, Rongmao
3
Athanasopoulos, George
2
Breitung, Jörg
2
Chen, Xiaohong
2
Croux, Christophe
2
Espasa Terrades, Antoni
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Hallin, Marc
2
Harris, David
2
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Granger Centre for Time Series Econometrics
1
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Computational economics
Econometric theory
International journal of forecasting
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
308
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
135
Discussion paper / Tinbergen Institute
98
Econometric reviews
87
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
49
Econometrics : open access journal
47
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
NBER Working Paper
39
The econometrics journal
37
Applied economics
35
Economic modelling
34
Journal of the American Statistical Association : JASA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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EUI working paper / ECO
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Série des documents de travail / Centre de Recherche en Économie et Statistique
27
NBER working paper series
26
SFB 649 discussion paper
26
Journal of empirical finance
24
Oxford bulletin of economics and statistics
24
Working paper series
24
LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
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ECONIS (ZBW)
289
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1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
4
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
6
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
7
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
8
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
9
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
10
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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