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~isPartOf:"CREATES research paper"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Statistische Verteilung
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
78
Forecasting model
55
Prognoseverfahren
55
USA
47
United States
47
Volatility
43
Volatilität
43
Estimation
36
Schätzung
36
Stochastic process
35
Stochastischer Prozess
35
Estimation theory
22
Schätztheorie
22
Capital income
20
Kapitaleinkommen
20
VAR model
20
VAR-Modell
20
Yield curve
20
Zinsstruktur
20
Cointegration
15
Kointegration
15
Risikoprämie
15
Risk premium
15
Börsenkurs
14
CAPM
14
Share price
14
ARCH model
13
ARCH-Modell
13
Statistical test
12
Statistischer Test
12
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
10
Nonlinear regression
10
Regression analysis
10
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85
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85
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Arbeitspapier
85
Graue Literatur
85
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85
Working Paper
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English
85
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Podolskij, Mark
6
Grassi, Stefano
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
4
Bollerslev, Tim
3
Bredahl Kock, Anders
3
Christensen, Kim
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Teräsvirta, Timo
3
Bauwens, Luc
2
Christensen, Bent Jesper
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Pedersen, Thomas Q.
2
Rombouts, Jeroen V. K.
2
Rossi, Eduardo
2
Todorov, Viktor
2
Varneskov, Rasmus Tangsgaard
2
Ventosa-Santaulària, Daniel
2
Voev, Valeri
2
Yang, Yukai
2
Amaya, Diego
1
Barbachan, José Santiago Fajardo
1
Basse-O'Connor, Andreas
1
Bennedsen, Mikkel
1
Bertelsen, Kristoffer Pons
1
Bohn Nielsen, Heino
1
Boldrini, Lorenzo
1
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CREATES research paper
Journal of econometrics
403
International journal of forecasting
389
Economics letters
341
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
318
Journal of forecasting
256
Discussion paper / Tinbergen Institute
247
Econometric theory
210
Econometric reviews
171
Applied economics
161
Insurance / Mathematics & economics
155
Economic modelling
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
Journal of applied econometrics
125
Working paper / National Bureau of Economic Research, Inc.
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
Working paper
123
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
111
Applied economics letters
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
101
Computational economics
98
European journal of operational research : EJOR
95
Journal of economic dynamics & control
92
Tinbergen Institute Discussion Paper
92
Working paper / Department of Econometrics and Business Statistics, Monash University
88
NBER Working Paper
87
Risks : open access journal
87
NBER working paper series
84
Journal of empirical finance
82
Energy economics
76
Finance research letters
76
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
75
The review of economics and statistics
74
CESifo working papers
73
Discussion paper / Centre for Economic Policy Research
73
Journal of macroeconomics
67
Cowles Foundation discussion paper
65
Discussion paper / Center for Economic Research, Tilburg University
64
Oxford bulletin of economics and statistics
64
SFB 649 discussion paper
64
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ECONIS (ZBW)
85
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1
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
2
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
3
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps :
theory
, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
Saved in:
4
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
5
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
6
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
7
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
8
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
9
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
Saved in:
10
Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés
;
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2009
Persistent link: https://www.econbiz.de/10003849428
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