//--> //--> //--> //-->
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
~subject:"Time series analysis"
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
Approximate maximum likelihood...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Schätztheorie
35,691
Estimation theory
35,066
Theorie
14,696
Theory
14,280
Markov chain
7,818
Markov-Kette
7,531
Schätzung
7,061
Estimation
6,966
Zeitreihenanalyse
6,701
Regressionsanalyse
4,269
Regression analysis
4,248
Nichtparametrisches Verfahren
3,545
Nonparametric statistics
3,459
Prognoseverfahren
2,551
Forecasting model
2,516
Volatilität
2,459
Volatility
2,435
Statistical inference
2,390
Induktive Statistik
2,360
USA
2,250
Maximum likelihood estimation
2,247
United States
2,189
Maximum-Likelihood-Schätzung
2,141
Bayes-Statistik
2,136
Bayesian inference
2,121
Panel
2,012
Stochastischer Prozess
1,988
Panel study
1,964
Stochastic process
1,964
Statistischer Test
1,891
Monte-Carlo-Simulation
1,852
Statistical test
1,852
Monte Carlo simulation
1,841
Statistische Verteilung
1,763
Statistical distribution
1,732
ARCH-Modell
1,512
ARCH model
1,498
Börsenkurs
1,310
Share price
1,290
more ...
less ...
Online availability
All
Free
2,367
Undetermined
1,198
Type of publication
All
Book / Working Paper
3,536
Article
3,078
Type of publication (narrower categories)
All
Article in journal
2,848
Aufsatz in Zeitschrift
2,848
Arbeitspapier
1,727
Working Paper
1,727
Graue Literatur
1,717
Non-commercial literature
1,717
Aufsatz im Buch
186
Book section
186
Hochschulschrift
172
Thesis
139
Collection of articles of several authors
60
Sammelwerk
60
Collection of articles written by one author
40
Sammlung
40
Amtsdruckschrift
32
Government document
32
Bibliografie enthalten
28
Bibliography included
28
Aufsatzsammlung
27
Konferenzschrift
25
Lehrbuch
19
Rezension
17
Textbook
17
Conference proceedings
14
Forschungsbericht
14
Systematic review
14
Übersichtsarbeit
14
Conference paper
13
Konferenzbeitrag
13
Mehrbändiges Werk
6
Multi-volume publication
6
Festschrift
5
Bibliografie
3
Book review
2
Diskette
2
Floppy disk
2
Interview
2
Amtliche Publikation
1
Biografie
1
Case study
1
more ...
less ...
Language
All
English
6,458
German
99
French
32
Spanish
17
Italian
7
Portuguese
2
Finnish
1
Japanese
1
Dutch
1
Norwegian
1
more ...
less ...
Author
All
Phillips, Peter C. B.
100
Koopman, Siem Jan
79
Gao, Jiti
76
Lütkepohl, Helmut
54
Johansen, Søren
48
Franses, Philip Hans
46
Nielsen, Morten Ørregaard
44
Teräsvirta, Timo
40
Linton, Oliver
35
Swanson, Norman R.
35
Kapetanios, George
34
Koop, Gary
33
Harvey, Andrew C.
32
Sibbertsen, Philipp
31
Lucas, André
29
Pesaran, M. Hashem
29
Li, Degui
27
Engle, Robert F.
26
McAleer, Michael
26
Nelson, Daniel B.
26
Perron, Pierre
26
Watson, Mark W.
26
Stock, James H.
25
Taylor, Robert
25
Hassler, Uwe
24
Maravall Herrero, Agustín
24
Robinson, Peter M.
24
Bauwens, Luc
23
Nielsen, Bent
23
Peng, Bin
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Saikkonen, Pentti
22
Brännäs, Kurt
21
Dong, Chaohua
21
Gouriéroux, Christian
21
Cavaliere, Giuseppe
20
Diebold, Francis X.
20
Ghysels, Eric
20
more ...
less ...
Institution
All
National Bureau of Economic Research
52
Ekonomiska forskningsinstitutet <Stockholm>
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
European University Institute / Department of Economics
12
Umeå universitet
12
Centre for Quantitative Economics & Computing
8
Umeå Universitet / Institutionen för Nationalekonomi
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
State University of New York at Albany / Department of Economics
5
Birkbeck College / Department of Economics
4
European University Institute / Department of Law
4
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Econometrisch Instituut <Rotterdam>
3
London School of Economics and Political Science
3
University of Exeter / Department of Economics
3
University of New England / Department of Econometrics
3
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Chicago / Graduate School of Business
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Centre for Microdata Methods and Practice <London>
1
Columbia University / Department of Economics
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Conference <1995, Melbourne>
1
more ...
less ...
Published in...
All
Journal of econometrics
346
Econometric theory
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
149
Discussion paper / Tinbergen Institute
130
Econometric reviews
102
International journal of forecasting
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
74
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
67
Journal of forecasting
67
Applied economics letters
54
Econometrics : open access journal
53
Economic modelling
48
Applied economics
45
Cowles Foundation discussion paper
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
NBER Working Paper
42
Journal of time series econometrics
40
Computational economics
38
The econometrics journal
38
Journal of applied econometrics
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Journal of the American Statistical Association : JASA
35
EUI working paper / ECO
33
Working paper
33
NBER working paper series
30
SFB 649 discussion paper
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Journal of empirical finance
28
LSE STICERD Research Paper
25
Working paper series
25
Oxford bulletin of economics and statistics
24
Working paper / National Bureau of Economic Research, Inc.
24
CESifo working papers
23
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Umeå economic studies
22
more ...
less ...
Source
All
ECONIS (ZBW)
6,613
ArchiDok
1
Showing
1
-
10
of
6,614
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
2
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Saved in:
3
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
4
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
5
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
6
Synchronization of Markov chains in multivariate regime-switching models
Vial, Raphael
-
2015
Persistent link: https://www.econbiz.de/10010511447
Saved in:
7
Business cycle dating after the Great Moderation : a consistent two-stage maximum likelihood method
Mbara, Gilbert
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2017
Persistent link: https://www.econbiz.de/10011874862
Saved in:
8
Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don
-
2010
Persistent link: https://www.econbiz.de/10008668682
Saved in:
9
Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don
-
2010
Persistent link: https://www.econbiz.de/10008697780
Saved in:
10
Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don
-
2010
Persistent link: https://www.econbiz.de/10009579700
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->