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~subject:"Schätztheorie"
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Schätztheorie
Zeitreihenanalyse
107
Time series analysis
103
Theorie
72
Theory
72
Estimation theory
41
State space model
25
Zustandsraummodell
25
Statistical distribution
18
Statistische Verteilung
18
Volatility
16
Stochastischer Prozess
15
Volatilität
15
USA
14
United States
14
Stochastic process
13
ARCH model
12
ARCH-Modell
12
Kalman filter
12
Estimation
11
Forecasting model
11
Prognoseverfahren
11
Schätzung
11
Statistical test
11
Statistischer Test
11
Business cycle
10
Großbritannien
10
Konjunktur
10
Saisonale Schwankungen
10
Seasonal variations
10
unobserved components
10
score
9
United Kingdom
8
robustness
8
Ökonometrie
8
Cointegration
7
Kointegration
7
Saisonkomponente
7
Seasonal component
7
signal extraction
7
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Free
11
Undetermined
3
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Book / Working Paper
22
Article
19
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Article in journal
18
Aufsatz in Zeitschrift
18
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
5
Working Paper
5
Lehrbuch
3
Textbook
3
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
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1
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1
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Language
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English
39
German
2
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Harvey, Andrew C.
38
Koopman, Siem Jan
4
Busetti, Fabio
3
Caivano, Michele
3
Harvey, Andrew
3
Shephard, Neil G.
3
Luati, Alessandra
2
Oryshchenko, Vitaliy
2
Penzer, Jeremy
2
Scott, Andrew
2
Stock, James H.
2
Streibel, Mariane
2
Thiele, Stephen
2
Fernández Macho, Francisco Javier
1
Hurn, Stan
1
Ito, Ryoko
1
Kattuman, Paul A.
1
Liao, Yin
1
Proietti, Tommaso
1
Pérez, Ana
1
Riani, Marco
1
Ruiz, Esther
1
Sucarrat, Genaro
1
Trimbur, Thomas M.
1
Untiedt, Gerhard
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Cambridge working papers in economics
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Journal of econometrics
3
Suntory Toyota International Centre for Economics and Related Disciplines
3
International journal of forecasting
2
Lehr- und Handbücher der Statistik
2
The economic journal : the journal of the Royal Economic Society
2
Advanced texts in econometrics
1
Advances in econometrics
1
An Elgar reference collection
1
Bank of Italy Economic Research Paper
1
Bank of Italy Temi di Discussione (Working Paper)
1
Covid economics : vetted and real-time papers
1
Discussion paper / Centre for Economic Performance, London School of Economics and Political Science
1
Econometric theory
1
Growth and cycle in the Euro-zone
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
LSE handbooks in economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
On modelling the long run in applied economics
1
Research memorandum series / Tinbergen Instituut
1
SERIEs : Journal of the Spanish Economic Association
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The international library of critical writings in econometrics
1
The review of economic studies
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ECONIS (ZBW)
41
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The econometric analysis of time series
Harvey, Andrew C.
-
1988
-
Reprint
Persistent link: https://www.econbiz.de/10000768424
Saved in:
2
The econometric analysis of time series
Harvey, Andrew C.
-
1990
-
2. ed.
Persistent link: https://www.econbiz.de/10010224147
Saved in:
3
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
Saved in:
4
Ökonometrische Analyse von Zeitreihen
Harvey, Andrew C.
-
2018
-
Aus dem Engl. “ The econometric analysis of time series”. 2. Aufl. Reprint 2018
Persistent link: https://www.econbiz.de/10014508480
Saved in:
5
Trends, cycles and autoregressions
Harvey, Andrew C.
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 192-201
Persistent link: https://www.econbiz.de/10001335305
Saved in:
6
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
7
Seasonality in dynamic regression models
Harvey, Andrew C.
;
Scott, Andrew
-
1994
Persistent link: https://www.econbiz.de/10000885911
Saved in:
8
Time series
Harvey, Andrew C.
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000898299
Saved in:
9
Estimation and testing of stochastic variance models
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000868273
Saved in:
10
Seasonality in dynamic regression models
Harvey, Andrew C.
;
Scott, Andrew
-
1993
Persistent link: https://www.econbiz.de/10000868404
Saved in:
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