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~isPartOf:"Journal of econometrics"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
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Search: subject_exact:"Zeitreihenzerlegung"
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Estimation
Nichtparametrisches Verfahren
Statistical theory
Zeitreihenanalyse
674
Time series analysis
673
Theorie
326
Theory
326
Estimation theory
309
Schätztheorie
309
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nonparametric statistics
80
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Statistischer Test
63
Cointegration
57
Kointegration
56
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Einheitswurzeltest
48
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
ARCH model
42
ARCH-Modell
42
Börsenkurs
41
Share price
41
Panel
40
Panel study
40
Autocorrelation
38
Autokorrelation
38
Capital income
38
Kapitaleinkommen
38
Bayes-Statistik
36
Bayesian inference
36
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Undetermined
115
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Article
178
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1
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Article in journal
178
Aufsatz in Zeitschrift
178
Conference paper
2
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2
Collection of articles of several authors
1
Festschrift
1
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English
179
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Linton, Oliver
10
Chen, Xiaohong
7
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Phillips, Peter C. B.
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Fan, Yanqin
4
Gao, Jiti
4
Koop, Gary
4
Li, Yingying
4
Robinson, Peter M.
4
Taylor, Robert
4
Xiao, Zhijie
4
Andersen, Torben
3
Delgado, Miguel A.
3
Dong, Chaohua
3
Fan, Jianqing
3
Koo, Bonsoo
3
Patton, Andrew J.
3
Su, Liangjun
3
Velasco, Carlos
3
Vogt, Michael
3
Wang, Yazhen
3
Zheng, Xinghua
3
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Chen, Rong
2
Christensen, Kim
2
Clinet, Simon
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hidalgo, Javier
2
Hounyo, Ulrich
2
Kao, Chihwa
2
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Published in...
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Economic modelling
106
Applied economics
102
International journal of forecasting
90
Discussion paper / Tinbergen Institute
89
Economics letters
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
CESifo working papers
68
Econometric reviews
66
Journal of forecasting
61
Energy economics
57
Working paper
55
Working paper / Department of Econometrics and Business Statistics, Monash University
46
Econometric theory
43
International review of economics & finance : IREF
40
Journal of applied econometrics
39
Journal of empirical finance
38
The North American journal of economics and finance : a journal of financial economics studies
35
CREATES research paper
34
Journal of economic dynamics & control
34
Computational economics
33
SFB 649 discussion paper
33
Finance research letters
32
Economics and finance working paper series
30
Macroeconomic dynamics
30
Journal of macroeconomics
29
Applied financial economics
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Discussion papers of interdisciplinary research project 373
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
CAMA working paper series
26
Journal of international money and finance
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
Journal of banking & finance
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
The econometrics journal
25
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ECONIS (ZBW)
179
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179
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
6
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
7
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
8
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
9
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
10
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
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