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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Schätztheorie
36,182
Estimation theory
35,555
Theorie
11,765
Theory
11,363
Monte Carlo simulation
6,328
Time series analysis
6,135
Schätzung
6,075
Estimation
5,986
Monte-Carlo-Simulation
5,710
Regressionsanalyse
4,277
Regression analysis
4,264
Nichtparametrisches Verfahren
3,476
Nonparametric statistics
3,390
Prognoseverfahren
2,239
Forecasting model
2,210
Panel
2,086
Panel study
2,036
Statistischer Test
1,976
Volatilität
1,939
Statistical test
1,934
Volatility
1,912
USA
1,880
United States
1,825
Bayes-Statistik
1,821
Bayesian inference
1,811
Simulation
1,637
Statistische Verteilung
1,627
Statistical distribution
1,598
Stochastischer Prozess
1,555
Stochastic process
1,532
Sampling
1,254
Stichprobenerhebung
1,253
Kointegration
1,226
Cointegration
1,218
ARCH-Modell
1,184
ARCH model
1,175
Markov-Kette
1,127
Markov chain
1,126
Induktive Statistik
1,113
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Free
2,250
Undetermined
1,106
Type of publication
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Book / Working Paper
3,349
Article
2,865
Type of publication (narrower categories)
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Article in journal
2,636
Aufsatz in Zeitschrift
2,636
Working Paper
1,663
Arbeitspapier
1,603
Graue Literatur
1,576
Non-commercial literature
1,576
Aufsatz im Buch
180
Book section
180
Hochschulschrift
144
Thesis
118
Collection of articles of several authors
57
Sammelwerk
57
Collection of articles written by one author
36
Sammlung
36
Amtsdruckschrift
29
Government document
29
Bibliografie enthalten
28
Bibliography included
28
Konferenzschrift
26
Aufsatzsammlung
25
Lehrbuch
19
Textbook
17
Rezension
16
Conference proceedings
13
Forschungsbericht
13
Systematic review
11
Übersichtsarbeit
11
Conference paper
10
Konferenzbeitrag
10
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5
Bibliografie
4
Mehrbändiges Werk
4
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4
Diskette
2
Dissertation u.a. Prüfungsschriften
2
Floppy disk
2
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1
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1
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1
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English
6,055
German
101
French
31
Spanish
17
Italian
7
Portuguese
2
Undetermined
2
Finnish
1
Japanese
1
Dutch
1
Norwegian
1
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Author
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Phillips, Peter C. B.
103
Koopman, Siem Jan
77
Gao, Jiti
76
Lütkepohl, Helmut
45
Johansen, Søren
43
Franses, Philip Hans
42
Teräsvirta, Timo
42
Kapetanios, George
41
Nielsen, Morten Ørregaard
38
Harvey, Andrew C.
34
Koop, Gary
33
Pesaran, M. Hashem
33
Swanson, Norman R.
32
Linton, Oliver
31
Sibbertsen, Philipp
31
Lucas, André
30
Dijk, Herman K. van
27
Maravall Herrero, Agustín
27
Perron, Pierre
27
Engle, Robert F.
26
McAleer, Michael
26
Nelson, Daniel B.
26
Peng, Bin
26
Caporale, Guglielmo Maria
25
Li, Degui
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Hendry, David F.
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Ooms, Marius
22
Blasques, Francisco
21
Brännäs, Kurt
21
Cavaliere, Giuseppe
21
Dong, Chaohua
21
Giraitis, Liudas
21
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National Bureau of Economic Research
49
Ekonomiska forskningsinstitutet <Stockholm>
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Umeå universitet
12
European University Institute / Department of Economics
11
Centre for Quantitative Economics & Computing
8
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
University of Exeter / Department of Economics
4
European University Institute / Department of Law
3
London School of Economics and Political Science
3
University of New England / Department of Econometrics
3
Center for Economic Research <Tilburg>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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
Aarhus Universitet / Afdeling for Nationaløkonomi
1
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
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
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Published in...
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Journal of econometrics
353
Econometric theory
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
142
Discussion paper / Tinbergen Institute
128
Econometric reviews
93
International journal of forecasting
74
Working paper / Department of Econometrics and Business Statistics, Monash University
70
CREATES research paper
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Journal of forecasting
60
Applied economics letters
54
Econometrics : open access journal
54
Cowles Foundation discussion paper
45
The econometrics journal
43
Computational economics
42
Journal of time series econometrics
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Applied economics
39
Economic modelling
39
NBER Working Paper
39
Journal of the American Statistical Association : JASA
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Journal of applied econometrics
35
SFB 649 discussion paper
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Working paper
29
NBER working paper series
27
EUI working paper / ECO
26
Journal of empirical finance
26
Oxford bulletin of economics and statistics
26
Working paper series
26
Discussion paper / Centre for Economic Forecasting
25
LSE STICERD Research Paper
23
Discussion paper
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
21
Umeå economic studies
21
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Source
All
ECONIS (ZBW)
6,150
EconStor
60
USB Cologne (EcoSocSci)
3
ArchiDok
1
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1
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
2
A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf
-
1993
Persistent link: https://www.econbiz.de/10000883045
Saved in:
3
The size and the power of unit roots tests against fractional alternatives : a Monte Carlo investigation
Yadav, Sanjay
-
1994
Persistent link: https://www.econbiz.de/10000884449
Saved in:
4
Signal extraction and estimation of a trend : a Monte Carlo study
Boone, Laurence
;
Hall, Stephen G.
-
1995
Persistent link: https://www.econbiz.de/10000561684
Saved in:
5
Preliminary estimation of transfer function weights : a two-step regression approach
Edlund, Per-Olov
-
1989
Persistent link: https://www.econbiz.de/10000020747
Saved in:
6
Fractional integration and data frequency
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739811
Saved in:
7
Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.
;
Wachter, Jessica
-
2008
Persistent link: https://www.econbiz.de/10003770562
Saved in:
8
Testing structural breaks versus long memory with the Box-Pierce statistics : a Monte Carlo study
Bisaglia, Luisa
;
Gerolimetto, Margherita
- In:
Statistical methods & applications : SMA ; journal of …
18
(
2009
)
4
,
pp. 543-553
Persistent link: https://www.econbiz.de/10003900173
Saved in:
9
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
10
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
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