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~isPartOf:"Economics letters"
~subject:"Estimation"
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Search: subject:"Time series analysis"
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Estimation
VAR model
Time series analysis
762
Zeitreihenanalyse
762
Theorie
465
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465
Estimation theory
294
Schätztheorie
294
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85
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Cavicchioli, Maddalena
3
Hecq, Alain W. J.
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Lütkepohl, Helmut
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Saikkonen, Pentti
3
Weber, Enzo
3
Barrio Castro, Tomás del
2
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2
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2
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2
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2
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1
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Econometric theory
Economics letters
Journal of econometrics
156
Applied economics
112
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Economic modelling
109
International journal of forecasting
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
Applied economics letters
79
CESifo working papers
77
Discussion paper / Tinbergen Institute
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
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Journal of forecasting
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
36
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31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
30
Journal of international money and finance
29
SFB 649 discussion paper
29
Journal of banking & finance
27
Journal of macroeconomics
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International journal of finance & economics : IJFE
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CESifo Working Paper Series
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The empirical economics letters : a monthly international journal of economics
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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:
2
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
4
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
5
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
6
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
7
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
8
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
9
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
10
Covariability of real exchange rates and fundamentals
Grisse, Christian
;
Scheidegger, Fabian
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607011
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