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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Schätztheorie
36,118
Estimation theory
35,491
Theorie
9,883
Theory
9,495
Time series analysis
5,830
Schätzung
5,730
Estimation
5,646
Regressionsanalyse
4,122
Regression analysis
4,109
Nichtparametrisches Verfahren
3,350
Nonparametric statistics
3,266
Prognoseverfahren
1,915
Forecasting model
1,888
Panel
1,871
Panel study
1,824
Statistischer Test
1,738
Statistical test
1,704
USA
1,678
United States
1,626
Volatilität
1,587
Volatility
1,564
Statistische Verteilung
1,440
Statistical distribution
1,412
Bayes-Statistik
1,213
Bayesian inference
1,199
Kointegration
1,169
Cointegration
1,156
Sampling
1,087
Stichprobenerhebung
1,086
ARCH-Modell
1,075
Statistical inference
1,068
Induktive Statistik
1,067
ARCH model
1,066
Stochastischer Prozess
1,047
Stochastic process
1,030
Monte-Carlo-Simulation
1,021
Momentenmethode
1,011
Monte Carlo simulation
1,010
Maximum-Likelihood-Schätzung
1,001
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Free
2,108
Undetermined
1,040
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Book / Working Paper
3,179
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2,727
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24
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16
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10
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5
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3
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English
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Phillips, Peter C. B.
103
Gao, Jiti
76
Koopman, Siem Jan
56
Johansen, Søren
43
Lütkepohl, Helmut
42
Teräsvirta, Timo
42
Franses, Philip Hans
41
Nielsen, Morten Ørregaard
38
Kapetanios, George
36
Pesaran, M. Hashem
32
Linton, Oliver
31
Swanson, Norman R.
31
Harvey, Andrew C.
30
Koop, Gary
30
Sibbertsen, Philipp
28
Taylor, Robert
28
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Peng, Bin
26
Li, Degui
25
Maravall Herrero, Agustín
25
Perron, Pierre
25
Stock, James H.
25
Watson, Mark W.
25
Nielsen, Bent
23
Robinson, Peter M.
23
Cavaliere, Giuseppe
22
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Hassler, Uwe
21
Sun, Yixiao
21
Blasques, Francisco
20
Giraitis, Liudas
20
Gouriéroux, Christian
20
Hendry, David F.
20
Caporale, Guglielmo Maria
19
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National Bureau of Economic Research
50
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Umeå universitet
12
European University Institute / Department of Economics
11
Centre for Quantitative Economics & Computing
9
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Birkbeck College / Department of Economics
4
State University of New York at Albany / Department of Economics
4
European University Institute / Department of Law
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
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of San Francisco
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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
Forschungsinstitut zur Zukunft der Arbeit
1
Franco-Belgian Meeting of Statisticians <3, 1982, Rouen>
1
Goethe-Universität Frankfurt am Main
1
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Journal of econometrics
338
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Economics letters
143
Discussion paper / Tinbergen Institute
101
Econometric reviews
90
Working paper / Department of Econometrics and Business Statistics, Monash University
69
International journal of forecasting
64
CREATES research paper
59
Journal of forecasting
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Applied economics letters
50
Econometrics : open access journal
48
Cowles Foundation discussion paper
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
NBER Working Paper
40
Journal of time series econometrics
39
The econometrics journal
39
Applied economics
37
Economic modelling
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of the American Statistical Association : JASA
34
Computational economics
33
Journal of applied econometrics
30
SFB 649 discussion paper
29
NBER working paper series
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
EUI working paper / ECO
26
Journal of empirical finance
25
Oxford bulletin of economics and statistics
25
Working paper series
25
LSE STICERD Research Paper
23
Working paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper
21
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
NBER technical working paper series
21
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ECONIS (ZBW)
5,843
EconStor
60
USB Cologne (EcoSocSci)
2
ArchiDok
1
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1
Distributed lags, aggregation and compounding : Some econometric implications
Trivedi, Pravin K.
;
Trivedi, P.K.
-
1984
Persistent link: https://www.econbiz.de/10000007934
Saved in:
2
The specification of linear restrictions and finite distributed lag models
Patterson, K. D.
-
1981
Persistent link: https://www.econbiz.de/10003648824
Saved in:
3
Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807452
Saved in:
4
Long lags or seasonal mis-specification? : a note on co-integration testing and the consumption function
Albertson, Kevin
;
Aylen, Jonathan
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 267-271
Persistent link: https://www.econbiz.de/10003823010
Saved in:
5
Long-run relationship between Islamic stock returns and macroeconomic variables : an application of the autoregressive distributed lag model
Majid, Muhammad Shabri Abdul
;
Rosylin Mohd. Yusof
- In:
Humanomics
25
(
2009
)
2
,
pp. 127-141
Persistent link: https://www.econbiz.de/10003903018
Saved in:
6
Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
Economics letters
111
(
2011
)
2
,
pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
Saved in:
7
Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul
;
McGroarty, Frank
;
Tiropanis, Thanassis
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
Saved in:
8
An efficient method of estimating a distributed lag model
Gupta, Y. P.
-
1969
Persistent link: https://www.econbiz.de/10002548872
Saved in:
9
Aliasing and the estimation of distributed lag models
Rankin, Elizabeth Lee
-
1983
Persistent link: https://www.econbiz.de/10002686857
Saved in:
10
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
;
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10001513117
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