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~isPartOf:"Journal of econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
~subject:"Stochastic process"
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Search: subject_exact:"Zeitreihenzerlegung"
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Nichtparametrisches Verfahren
Statistical theory
Stochastic process
Zeitreihenanalyse
673
Time series analysis
672
Theorie
326
Theory
326
Estimation theory
308
Schätztheorie
308
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nonparametric statistics
80
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
85
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Article
151
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
150
Aufsatz in Zeitschrift
150
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
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Language
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English
152
Author
All
Linton, Oliver
11
Phillips, Peter C. B.
8
Chen, Xiaohong
7
Todorov, Viktor
6
Yu, Jun
6
Li, Jia
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Fan, Yanqin
4
Gao, Jiti
4
Chan, Joshua
3
Delgado, Miguel A.
3
Dong, Chaohua
3
Francq, Christian
3
Horváth, Lajos
3
Koo, Bonsoo
3
Koop, Gary
3
Li, Yingying
3
Lieberman, Offer
3
Mariano, Roberto S.
3
Park, Joon Y.
3
Robinson, Peter M.
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Velasco, Carlos
3
Vogt, Michael
3
Zakoïan, Jean-Michel
3
Zheng, Xinghua
3
Zhu, Ke
3
Andersen, Torben
2
Chen, Rong
2
Christensen, Kim
2
Hidalgo, Javier
2
Hounyo, Ulrich
2
Kim, Donggyu
2
Kokoszka, Piotr
2
La Vecchia, Davide
2
Li, Degui
2
Li, Guodong
2
Mammen, Enno
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
93
Discussion paper / Tinbergen Institute
68
Econometric reviews
54
Econometric theory
53
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Economics letters
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Cowles Foundation discussion paper
25
Computational economics
24
Economic modelling
24
SFB 649 discussion paper
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Journal of forecasting
23
Discussion papers of interdisciplinary research project 373
20
Journal of the American Statistical Association : JASA
20
The econometrics journal
20
CREATES research paper
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
Econometrics : open access journal
18
Working paper
17
Energy economics
16
CAMA working paper series
15
CoFE discussion papers
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of risk and financial management : JRFM
15
Journal of economic dynamics & control
14
Journal of empirical finance
14
Applied economics letters
13
CEMMAP working papers / Centre for Microdata Methods and Practice
13
European journal of operational research : EJOR
13
Quantitative finance
12
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
11
Journal of applied econometrics
11
Cambridge working papers in economics
10
Journal of banking & finance
10
LSE STICERD Research Paper
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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ECONIS (ZBW)
152
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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
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
4
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
5
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:
6
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
7
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:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
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:
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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