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~isPartOf:"Econometric reviews"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
~subject:"Konjunktur"
~subject:"Saisonkomponente"
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Search: subject:"Zeitreihenanalyse"
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Estimation
Konjunktur
Saisonkomponente
Time series analysis
295
Zeitreihenanalyse
295
Theorie
155
Theory
155
Estimation theory
97
Schätztheorie
97
Schätzung
75
Volatility
64
Volatilität
64
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52
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52
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36
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36
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32
Einheitswurzeltest
31
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31
Stochastic process
31
Stochastischer Prozess
31
Unit root test
31
Nichtlineare Regression
28
Nonlinear regression
28
Capital income
27
Kapitaleinkommen
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
State space model
22
Statistical test
22
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22
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21
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21
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21
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20
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15
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79
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Nonejad, Nima
3
Chan, Joshua
2
Gupta, Rangan
2
Jawadi, Fredj
2
Liu, Qiang
2
McAleer, Michael
2
McElroy, Tucker
2
Taylor, Robert
2
Teräsvirta, Timo
2
Abaye, A.
1
Al-Shboul, Mohammad
1
Allen, David E.
1
Amado, Cristina
1
Anderson, Richard G.
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Antoch, Jaromír
1
Anwar, Sajid
1
Armah, Nii Ayi
1
Asai, Manabu
1
Astill, Sam
1
Audrino, Francesco
1
Bai, Ye
1
Barrio Castro, Tomás del
1
Belotti, Federico
1
Ben Omrane, Walid
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
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1
Bewley, Ronald A.
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1
Bohn Nielsen, Heino
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1
Bos, Charles S.
1
Brune, Barbara
1
Bu, Ruijun
1
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1
Cai, Yuzhi
1
Camilleri, Silvio John
1
Carcel, Hector
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Econometric reviews
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
122
Economic modelling
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Applied economics
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
International journal of forecasting
96
Economics letters
87
Applied economics letters
86
Discussion paper / Tinbergen Institute
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
CESifo working papers
77
Working paper
67
Journal of forecasting
64
Energy economics
61
Journal of applied econometrics
52
International review of economics & finance : IREF
43
Macroeconomic dynamics
40
NBER Working Paper
39
Journal of economic dynamics & control
38
Journal of macroeconomics
37
NBER working paper series
36
Discussion paper / Centre for Economic Policy Research
35
Journal of empirical finance
35
CAMA working paper series
34
Finance research letters
33
Computational economics
32
Economics and finance working paper series
32
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
CREATES research paper
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
30
Journal of international money and finance
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Working paper / National Bureau of Economic Research, Inc.
30
International journal of finance & economics : IJFE
29
Applied financial economics
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Discussion paper
26
Journal of banking & finance
26
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ECONIS (ZBW)
79
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
3
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
4
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
5
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
6
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
7
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
Saved in:
8
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
9
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
10
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
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