//--> //--> //--> //-->
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:"Essays in honor of Joon Y. Park : econometric theory"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of quantitative economics"
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
Estimation theory
91
Schätztheorie
91
Estimation
22
Time series analysis
21
Schätzung
17
Bayes-Statistik
13
Bayesian inference
13
Regression analysis
12
Regressionsanalyse
12
Forecasting model
10
Prognoseverfahren
10
VAR model
10
VAR-Modell
10
Agent-based modeling
8
Agentenbasierte Modellierung
8
Cointegration
8
Simulation
8
Kointegration
7
Capital income
6
Dynamic equilibrium
6
Dynamisches Gleichgewicht
6
Kapitaleinkommen
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Probability theory
6
Volatility
6
Volatilität
6
Wahrscheinlichkeitsrechnung
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Identification
5
Nichtlineare Regression
5
Nonlinear regression
5
Panel
5
Panel study
5
Stochastic process
5
Stochastischer Prozess
5
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Aufsatz im Buch
9
Book section
9
Language
All
English
21
Author
All
Lütkepohl, Helmut
2
Albuquerque, Pedro H.
1
Bouhaddioui, Chafik
1
Chakravarty, Ranjan R.
1
Chaturvedi, Anoop
1
Dua, Pami
1
Dubey, Amlendu Kumar
1
Dufour, Jean-Marie
1
Gao, Jiti
1
Gospodinov, Nikolaj
1
Habibnia, Ali
1
Hitomi, Kohtaro
1
Hong, Yongmiao
1
Jaiswal, Shivam
1
Kamaiah, Bandi
1
Kew, Hsein
1
Kim, Jiwoong
1
Kim, Kun Ho
1
Kim, Tae-hwan
1
Kim, Yun-Yeong
1
Koul, Hira L.
1
Lee, Dong Jin
1
Liang, Han-Ying
1
Lin, Yingqian
1
Maasoumi, Esfandiar
1
Maynard, Alex
1
Milunovich, George
1
Mizen, Paul
1
Nachane, Dilip M.
1
Nagai, Keiji
1
Nishiyama, Yoshihiko
1
Pani, Sudhanshu
1
Pesavento, Elena
1
Sami, Janesh
1
Schlaak, Thore
1
Shen, Yu
1
Sun, Yixiao
1
Takano, Masaya
1
Tao, Junfan
1
Tu, Yundong
1
more ...
less ...
Published in...
All
Essays in honor of Joon Y. Park : econometric theory
Journal of economic dynamics & control
Journal of quantitative economics
Journal of econometrics
158
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
49
Economics letters
44
International journal of forecasting
38
Journal of time series econometrics
37
Econometric theory
36
Computational economics
24
The econometrics journal
17
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
Journal of empirical finance
9
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Quantitative finance
7
Journal of risk
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
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 mathematical 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 banking & finance
4
Journal of international financial markets, institutions & money
4
Astin bulletin : the journal of the International Actuarial Association
3
Finance and stochastics
3
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
2
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
3
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
4
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
Saved in:
5
Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian
;
Tu, Yundong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 207-232)
.
2023
Persistent link: https://www.econbiz.de/10014313678
Saved in:
6
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
7
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
Saved in:
8
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
9
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
10
Best linear prediction in cointegrated systems
Kim, Yun-Yeong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 367-391)
.
2023
Persistent link: https://www.econbiz.de/10014313816
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->