//--> //--> //--> //-->
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
accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Econometric theory"
~subject:"Derivat"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Derivat
Estimation theory
157
Schätztheorie
157
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Time series analysis
41
Regression analysis
33
Regressionsanalyse
33
Statistical test
15
Statistischer Test
15
Estimation
12
Volatility
12
Volatilität
12
Schätzung
11
Induktive Statistik
10
Statistical inference
10
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
8
Autokorrelation
8
Method of moments
8
Momentenmethode
8
Cointegration
6
Forecasting model
6
IV-Schätzung
6
Instrumental variables
6
Kointegration
6
Nichtlineare Regression
6
Nonlinear regression
6
Panel
6
Panel study
6
Prognoseverfahren
6
Robust statistics
6
Robustes Verfahren
6
Statistical distribution
6
Statistische Verteilung
6
ARCH model
5
ARCH-Modell
5
Bootstrap approach
5
Bootstrap-Verfahren
5
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Conference paper
1
Konferenzbeitrag
1
Language
All
English
42
Author
All
Nielsen, Morten Ørregaard
3
Cavaliere, Giuseppe
2
Johansen, Søren
2
Kanaya, Shin
2
Mancino, Maria Elvira
2
Seo, Won-Ki
2
Sun, Yiguo
2
Taylor, Robert
2
Zhang, Rongmao
2
Albano, Giuseppina
1
Alòs, Elisa
1
Anderson, Brian D. O.
1
Arteche, Josu
1
Beare, Brendan K.
1
Breitung, Jörg
1
Cacace, Filippo
1
Cai, Zongwu
1
Carrasco, Marine
1
Chan, Ngai Hang
1
Debaly, Zinsou Max
1
Deistler, Manfred
1
Felsenstein, Elisabeth
1
Franchi, Massimo
1
Francq, Christian
1
Funovits, Bernd
1
Gao, Jiti
1
Georgiev, Iliyan
1
Germani, Alfredo
1
Giraitis, Liudas
1
Greenaway-McGrevy, Ryan
1
Grose, Simone D.
1
Hahn, Jinyong
1
Han, Xu
1
Hill, Jonathan B.
1
Hualde, Javier
1
Iacone, Fabrizio
1
Inoue, Atsushi
1
Jacod, Jean
1
Jong, Robert M. de
1
Kang, Byunghoon
1
more ...
less ...
Published in...
All
Decisions in economics and finance : DEF ; a journal of applied mathematics
Econometric theory
Journal of econometrics
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Economics letters
45
International journal of forecasting
38
Journal of time series econometrics
37
Computational economics
24
The econometrics journal
18
Applied economics letters
16
Economic modelling
16
Journal of financial econometrics
13
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
Journal of forecasting
11
Quantitative finance
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Journal of quantitative economics
9
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of risk
7
Journal of mathematical finance
6
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
International journal of economics and finance
5
Journal of banking & finance
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of production economics
4
International journal of production research
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
Scandinavian actuarial journal
4
Theoretical economics letters
4
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
2
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
4
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
5
Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
38
(
2022
)
5
,
pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
Saved in:
6
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
7
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
Saved in:
8
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
9
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
10
Inference in nonparametric series estimation with specification searches for the number of series terms
Kang, Byunghoon
- In:
Econometric theory
37
(
2021
)
2
,
pp. 311-345
Persistent link: https://www.econbiz.de/10012505393
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->