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~isPartOf:"Journal of econometrics"
~subject:"Maximum likelihood estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Time series analysis"
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Maximum likelihood estimation
Time series analysis
665
Zeitreihenanalyse
665
Theorie
323
Theory
323
Estimation theory
304
Schätztheorie
304
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nichtparametrisches Verfahren
79
Nonparametric statistics
79
Stochastic process
69
Stochastischer Prozess
69
Statistical test
63
Statistischer Test
63
Cointegration
57
Kointegration
56
VAR model
51
VAR-Modell
51
Regression analysis
50
Regressionsanalyse
50
Factor analysis
48
Faktorenanalyse
48
Einheitswurzeltest
47
Unit root test
47
ARCH model
42
ARCH-Modell
42
Börsenkurs
41
Share price
41
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40
Panel study
40
Capital income
38
Kapitaleinkommen
38
Autocorrelation
37
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37
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36
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19
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Article in journal
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19
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English
19
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Blasques, Francisco
2
Kim, Donggyu
2
Koopman, Siem Jan
2
Nielsen, Morten Ørregaard
2
Wang, Yazhen
2
Asai, Manabu
1
Brummelen, Janneke van
1
Cavaliere, Giuseppe
1
Chang, Chia-Lin
1
Chang, Yoosoon
1
Chen, Song Xi
1
Chen, Xiaohong
1
Cui, Xiangyu
1
Fiorentini, Gabriele
1
Francq, Christian
1
Galesi, Alessandro
1
Gao, Jiti
1
Giesecke, Kay
1
Hong, Yongmiao
1
Huang, Zhuo
1
Johansen, Søren
1
Li, Haitao
1
Li, Kunpeng
1
Liu, Cheng
1
Lu, Zhiping
1
Lucas, André
1
Mallee, Max I. P.
1
Martin, Gael M.
1
McAleer, Michael
1
Miller, J. Isaac
1
Nadarajah, K.
1
Park, Joon Y.
1
Poskitt, Donald Stephen
1
Royer, Julien
1
Schwenkler, Gustavo
1
Sentana, Enrique
1
Sims, Christopher A.
1
Song, Xinyu
1
Tang, Cheng Yong
1
Taylor, Robert
1
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Journal of econometrics
Econometric reviews
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
International journal of forecasting
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Econometric theory
3
Computational economics
2
Econometrics : open access journal
2
Economics letters
2
Energy economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Central European journal of economic modelling and econometrics
1
Cogent economics & finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of economic research
1
International journal of productivity and quality management : IJPQM
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
Journal of time series econometrics
1
Modern economy
1
Oxford bulletin of economics and statistics
1
SERIEs : Journal of the Spanish Economic Association
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Statistical papers
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The journal of computational finance
1
The review of economics and statistics
1
Theoretical economics : TE ; an open access journal in economic theory
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ECONIS (ZBW)
19
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1
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
4
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
5
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
6
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
7
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 249-279
Persistent link: https://www.econbiz.de/10012110263
Saved in:
8
Filtered likelihood for point processes
Giesecke, Kay
;
Schwenkler, Gustavo
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10011974711
Saved in:
9
Fixed-effects dynamic spatial panel data models and impulse response analysis
Li, Kunpeng
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 102-121
Persistent link: https://www.econbiz.de/10011818371
Saved in:
10
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
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