//--> //--> //-->
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"
~subject:"Capital income"
~subject:"Monte-Carlo-Simulation"
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
Capital income
Monte-Carlo-Simulation
Estimation theory
11
Schätztheorie
11
Time series analysis
9
Cointegration
6
Kointegration
5
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Einheitswurzeltest
2
Forecasting model
2
Nichtlineare Regression
2
Nichtparametrisches Verfahren
2
Nonlinear regression
2
Nonparametric statistics
2
Prognoseverfahren
2
Stochastic process
2
Stochastischer Prozess
2
Unit root test
2
asymptotic power
2
unit root
2
Best linear prediction
1
Continuity test
1
Currency derivative
1
DDS Brownian motion
1
Estimation
1
Exchange rate
1
F-distribution
1
Infinite-order cointegrated vector autoregressive process
1
Kleinste-Quadrate-Methode
1
Least squares
1
Least squares method
1
Non-linearity
1
Nonlinear autoregressive processes
1
Regression analysis
1
Regressionsanalyse
1
Risiko
1
Risk
1
Sampling
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Aufsatz im Buch
9
Book section
9
Language
All
English
9
Author
All
Bouhaddioui, Chafik
1
Dufour, Jean-Marie
1
Gao, Jiti
1
Gospodinov, Nikolaj
1
Hitomi, Kohtaro
1
Kew, Hsein
1
Kim, Jiwoong
1
Kim, Kun Ho
1
Kim, Yun-Yeong
1
Koul, Hira L.
1
Liang, Han-Ying
1
Lin, Yingqian
1
Maynard, Alex
1
Nagai, Keiji
1
Nishiyama, Yoshihiko
1
Pesavento, Elena
1
Shen, Yu
1
Sun, Yixiao
1
Takano, Masaya
1
Tao, Junfan
1
Tu, Yundong
1
Wang, Qiying
1
Zhou, Ying
1
more ...
less ...
Published in...
All
Essays in honor of Joon Y. Park : econometric theory
Journal of econometrics
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric reviews
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Economics letters
55
International journal of forecasting
42
Econometric theory
39
Journal of time series econometrics
39
Computational economics
38
Finance research letters
26
Economic modelling
23
Applied economics letters
22
The econometrics journal
20
Journal of financial econometrics
17
Applied economics
16
Journal of empirical finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
14
Journal of quantitative economics
13
European journal of operational research : EJOR
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers / CEPR
11
Quantitative finance
11
Journal of economic dynamics & control
10
Energy economics
9
Insurance / Mathematics & economics
9
Journal of risk
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Discussion paper / Centre for Economic Policy Research
7
Journal of mathematical finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Journal of banking & finance
6
Journal of econometric methods
6
Research in international business and finance
6
Theoretical economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of economics and finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->