//--> //--> //--> //-->
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:"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
Estimation of continuous-time...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
40,856
Theory
39,568
Schätztheorie
35,898
Estimation theory
35,271
Time series analysis
28,717
Schock
26,985
Shock
26,296
Stochastischer Prozess
17,211
Stochastic process
16,770
Schätzung
16,297
Estimation
15,893
Volatilität
9,030
Volatility
8,866
USA
8,652
Prognoseverfahren
8,318
United States
8,293
Forecasting model
8,117
Geldpolitik
7,859
Dynamisches Gleichgewicht
7,642
Monetary policy
7,623
Dynamic equilibrium
7,279
Konjunktur
6,920
Business cycle
6,718
VAR-Modell
6,170
VAR model
6,039
Regressionsanalyse
4,735
Regression analysis
4,703
Wirkungsanalyse
4,501
Impact assessment
4,430
Börsenkurs
4,179
Nichtparametrisches Verfahren
4,174
Share price
4,072
Welt
4,049
Nonparametric statistics
4,036
World
3,960
Zustandsraummodell
3,790
State space model
3,749
Optionspreistheorie
3,650
Option pricing theory
3,590
more ...
less ...
Online availability
All
Free
10,350
Undetermined
5,216
Type of publication
All
Article
15,045
Book / Working Paper
14,673
Journal
20
Other
1
Type of publication (narrower categories)
All
Article in journal
13,781
Aufsatz in Zeitschrift
13,781
Working Paper
7,447
Graue Literatur
7,080
Non-commercial literature
7,080
Arbeitspapier
6,860
Aufsatz im Buch
953
Book section
953
Hochschulschrift
821
Thesis
650
Collection of articles of several authors
225
Sammelwerk
225
Collection of articles written by one author
165
Sammlung
165
Lehrbuch
162
Textbook
134
Bibliografie enthalten
128
Bibliography included
128
Aufsatzsammlung
116
Konferenzschrift
103
Amtsdruckschrift
97
Government document
97
Dissertation u.a. Prüfungsschriften
81
Conference paper
80
Konferenzbeitrag
80
Systematic review
74
Übersichtsarbeit
74
Forschungsbericht
61
Conference proceedings
50
Rezension
40
Statistik
36
Mehrbändiges Werk
32
Multi-volume publication
32
Article
28
Statistics
25
Festschrift
22
Einführung
19
Handbook
19
Handbuch
19
Bibliografie
16
more ...
less ...
Language
All
English
28,191
German
853
Undetermined
229
Spanish
164
French
141
Italian
40
Portuguese
38
Polish
30
Russian
20
Czech
12
Dutch
9
Croatian
7
Swedish
7
Hungarian
6
Norwegian
6
Finnish
5
Turkish
5
Malay (macrolanguage)
4
Slovak
4
Danish
3
Slovenian
3
Chinese
3
Romanian
2
Bulgarian
1
Valencian
1
Japanese
1
Serbian
1
more ...
less ...
Author
All
Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
277
Phillips, Peter C. B.
237
Koopman, Siem Jan
236
Franses, Philip Hans
221
McAleer, Michael
142
Gao, Jiti
134
Teräsvirta, Timo
133
Lütkepohl, Helmut
123
Kapetanios, George
122
Sibbertsen, Philipp
119
Gupta, Rangan
116
Pesaran, M. Hashem
110
Koop, Gary
103
Harvey, Andrew C.
101
Hyndman, Rob J.
92
Kunst, Robert M.
90
Lucas, André
89
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
85
Marcellino, Massimiliano
85
Swanson, Norman R.
83
Perron, Pierre
82
Hendry, David F.
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Hassler, Uwe
76
Mills, Terence C.
73
Proietti, Tommaso
73
Granger, C. W. J.
72
Dijk, Dick van
71
Nielsen, Morten Ørregaard
70
Maravall Herrero, Agustín
67
Robinson, Peter M.
67
Ravazzolo, Francesco
66
Leybourne, Stephen James
63
Hallin, Marc
62
more ...
less ...
Institution
All
National Bureau of Economic Research
200
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Centre for Analytical Finance <Århus>
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Federal Reserve Bank of St. Louis
11
European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Europäische Kommission / Statistisches Amt
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Strathclyde / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Institut für Weltwirtschaft
6
State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
5
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Institut für Wirtschaftswissenschaften <Wien>
5
Manchester Business School
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Københavns Universitet / Økonomisk Institut
4
Loughborough University / Department of Economics
4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
4
more ...
less ...
Published in...
All
Journal of econometrics
676
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
408
Journal of forecasting
331
Discussion paper / Tinbergen Institute
324
Applied economics
321
Econometric theory
316
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Applied economics letters
220
Econometric reviews
220
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Energy economics
204
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
190
NBER Working Paper
165
CREATES research paper
163
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
Computational economics
135
CESifo working papers
134
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
111
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Finance research letters
103
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
85
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Tinbergen Institute Discussion Paper
79
Discussion paper
76
The North American journal of economics and finance : a journal of financial economics studies
76
more ...
less ...
Source
All
ECONIS (ZBW)
28,795
EconStor
625
USB Cologne (EcoSocSci)
266
USB Cologne (business full texts)
15
OLC EcoSci
13
RePEc
12
ArchiDok
5
BASE
4
Other ZBW resources
4
more ...
less ...
Showing
1
-
10
of
29,739
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena
- In:
Computational economics
55
(
2020
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
Saved in:
2
A note on particle filters applied to DSGE models
Fasolo, Angelo Marsiglia
-
2012
Persistent link: https://www.econbiz.de/10009573931
Saved in:
3
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
4
Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
Saved in:
5
Estimating the state vector of linearized DSGE models without the Kalman filter
Kollmann, Robert
- In:
Economics letters
120
(
2013
)
1
,
pp. 65-66
Persistent link: https://www.econbiz.de/10009760472
Saved in:
6
An auxiliary particle filter for nonlinear dynamic equilibrium models
Yang, Yuan
;
Wang, Lu
- In:
Economics letters
144
(
2016
),
pp. 112-114
Persistent link: https://www.econbiz.de/10011617229
Saved in:
7
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
8
Solving and estimating linearized DSGE models with VARMA
shock
processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
Saved in:
9
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
10
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
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...
//-->