//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Hyndman, Rob J."
~person:"Teräsvirta, Timo"
~subject:"Time series analysis"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation theory
47
Schätztheorie
47
Zeitreihenanalyse
31
Theorie
12
Theory
12
Forecasting model
9
Prognoseverfahren
9
ARCH model
8
ARCH-Modell
8
Autocorrelation
7
Autokorrelation
7
Nichtlineare Regression
6
Nonlinear regression
6
Regression analysis
6
Regressionsanalyse
6
VAR model
6
VAR-Modell
6
Volatility
6
Volatilität
6
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Statistical test
4
Statistischer Test
4
Australia
3
Australien
3
Correlation
3
Korrelation
3
Multivariate Analyse
3
Multivariate analysis
3
Bayes-Statistik
2
Bayesian inference
2
Decomposition method
2
Dekompositionsverfahren
2
Economic forecast
2
Frühindikator
2
LASSO
2
Leading indicator
2
more ...
less ...
Online availability
All
Free
21
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
31
Graue Literatur
29
Non-commercial literature
29
Article in journal
20
Aufsatz in Zeitschrift
20
Aufsatz im Buch
1
Book section
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
31
Author
All
Hyndman, Rob J.
Teräsvirta, Timo
Gao, Jiti
37
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
22
Lütkepohl, Helmut
21
Franses, Philip Hans
19
Sibbertsen, Philipp
18
Lucas, André
16
Peng, Bin
16
Kapetanios, George
15
Gouriéroux, Christian
13
Härdle, Wolfgang
13
Pesaran, M. Hashem
13
Swanson, Norman R.
13
Gómez, Víctor
11
Koop, Gary
11
Ooms, Marius
11
Linton, Oliver
10
Nielsen, Bent
10
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Dong, Chaohua
9
Li, Degui
9
Martin, Gael M.
9
Miller, J. Isaac
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Spokojnyj, Vladimir G.
9
Taylor, Robert
9
Bauwens, Luc
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Fried, Roland
8
Giraitis, Liudas
8
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
3
Norges Bank / Utredningsavdelingen
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
13
CREATES research paper
6
Discussion paper / Tinbergen Institute
4
Working paper series in economics and finance
3
SSE EFI working paper series in economics and finance
2
Arbeidsnotat / Norges Bank
1
Arbeidsnotat / Norges Bank / Norges Bank
1
Discussion paper / Department of Economics, University of California San Diego
1
NCER working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
4
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
5
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
6
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
7
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
8
Dimension reduction for outlier detection using DOBIN
Kandanaarachchi, Sevvandi
;
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012598815
Saved in:
9
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
10
Macroeconomic forecasting for Australia using a large number of predictors
Jiang, Bin
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781960
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->