//--> //--> //--> //-->
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
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Härdle, Wolfgang"
~person:"Saikkonen, Pentti"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
~subject:"Zeitreihenanalyse"
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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Bayes-Statistik
Estimation theory
Regressionsanalyse
Zeitreihenanalyse
Theorie
36
Theory
36
Schätztheorie
12
Time series analysis
9
Cointegration
8
Kointegration
8
VAR model
6
VAR-Modell
6
ARCH-Modell
5
Estimation
4
Regression analysis
4
Schätzung
4
Autocorrelation
3
Autokorrelation
3
Business network
3
Markov chain
3
Markov-Kette
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Systemic risk
3
Systemrisiko
3
Unternehmensnetzwerk
3
Causality analysis
2
Exchange rate
2
Financial crisis
2
Finanzkrise
2
Kausalanalyse
2
Multivariate Verteilung
2
Multivariate distribution
2
Nichtlineare Regression
2
Nonlinear regression
2
Risikomaß
2
Risk measure
2
Social network
2
Soziales Netzwerk
2
Statistical distribution
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Conference paper
1
Konferenzbeitrag
1
Language
All
English
22
Author
All
Härdle, Wolfgang
Saikkonen, Pentti
Phillips, Peter C. B.
48
Linton, Oliver
22
Xiao, Zhijie
17
Lee, Lung-fei
15
Park, Joon Y.
14
Hong, Yongmiao
13
Jong, Robert M. de
13
Gouriéroux, Christian
12
Koop, Gary
12
Li, Qi
12
Yu, Jun
12
Lütkepohl, Helmut
11
Perron, Pierre
10
Swanson, Norman R.
10
Taylor, Robert
10
Whang, Yoon-jae
10
Andrews, Donald W. K.
9
Chen, Songnian
9
Chen, Xiaohong
9
McAleer, Michael
9
Robinson, Peter M.
9
Teräsvirta, Timo
9
White, Halbert
9
Zakoïan, Jean-Michel
9
Bai, Jushan
8
Baillie, Richard
8
Baltagi, Badi H.
8
Bierens, Herman J.
8
Chib, Siddhartha
8
Corradi, Valentina
8
Davidson, James E. H.
8
Fan, Yanqin
8
Hallin, Marc
8
Hidalgo, Javier
8
Abadir, Karim Maher
7
Chambers, Marcus J.
7
Choi, In
7
Diebold, Francis X.
7
Florens, Jean-Pierre
7
more ...
less ...
Published in...
All
Econometric theory
Economic modelling
Journal of econometrics
Journal of empirical finance
SFB 649 discussion paper
49
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Discussion papers of interdisciplinary research project 373
19
CORE discussion paper : DP
18
Discussion paper / A
7
Universitext
7
Discussion paper / Center for Economic Research, Tilburg University
4
Bank of Finland research discussion papers
3
Journal of the American Statistical Association : JASA
3
Nonparametric dynamic modelling
3
The econometrics journal
3
Applied quantitative finance
2
Department of Economics discussion paper series / University of Oxford
2
Discussion papers / Helsinki Center of Economic Research : discussion paper
2
EUI working paper
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
Quantitative finance
2
Working Paper
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CIE working paper series
1
Contributions to statistics
1
DIW Berlin Discussion Paper
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric Society monographs
1
Econometrics papers
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Economics letters
1
Finance and stochastics
1
HEER (Helsinki Center of Economic Research) Discussion Paper
1
International journal of forecasting
1
Journal of forecasting
1
Journal of productivity analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
2
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
3
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
4
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
5
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
18
(
2002
)
2
,
pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
Saved in:
6
Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Econometric theory
18
(
2002
)
4
,
pp. 886-912
Persistent link: https://www.econbiz.de/10001687478
Saved in:
7
Testing a parametric model against a semiparametric alternative
Horowitz, Joel
- In:
Econometric theory
10
(
1994
)
5
,
pp. 821-848
Persistent link: https://www.econbiz.de/10001175056
Saved in:
8
Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti
- In:
Econometric theory
12
(
1996
)
5
,
pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
Saved in:
9
Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti
- In:
Econometric theory
7
(
1991
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001111342
Saved in:
10
Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti
- In:
Econometric theory
8
(
1992
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001126812
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->