//--> //--> //--> //-->
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
isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Macroeconomic dynamics"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Estimation
90
Schätzung
90
Theorie
42
Theory
42
Time series analysis
27
Capital income
24
Kapitaleinkommen
24
Volatility
19
Volatilität
19
Estimation theory
18
Schätztheorie
18
Forecasting model
17
Prognoseverfahren
17
Börsenkurs
16
Share price
16
Risikoprämie
13
Risk premium
13
USA
13
United States
13
Cointegration
12
Kointegration
12
VAR model
9
VAR-Modell
9
ARCH model
8
ARCH-Modell
8
Stochastic process
8
Stochastischer Prozess
8
Yield curve
8
Zinsstruktur
8
CAPM
7
Factor analysis
7
Faktorenanalyse
7
Business cycle
6
Correlation
6
Konjunktur
6
Korrelation
6
Anleihe
5
Bond
5
Nichtlineare Regression
5
more ...
less ...
Online availability
All
Free
Undetermined
13
Type of publication
All
Book / Working Paper
25
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
27
Author
All
Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Silvennoinen, Annastiina
3
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Ergemen, Yunus Emre
2
Haldrup, Niels
2
Kang, Jian
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Blazsek, Szabolcs
1
Callot, Laurent
1
Chan, Joshua
1
Davidson, Russell
1
Dolatabadi, Sepideh
1
Escribano, Álvaro
1
Grønborg, Niels S.
1
Hall, Anthony D.
1
Haulde, Javier
1
Hautsch, Nikolaus
1
He, Changli
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Lange, Theis
1
Licht, Adrian
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
Mikkelsen, Jakob Guldbæk
1
Noriega-Muro, Antonio E.
1
Podolskij, Mark
1
Rodríguez-Caballero, Carlos Vladimir
1
Tsiaras, Leonidas
1
Valdés, J. Eduardo Vera
1
Ventosa-Santaulària, Daniel
1
more ...
less ...
Published in...
All
Gabler Edition Wissenschaft
CREATES research paper
Macroeconomic dynamics
Discussion paper / Tinbergen Institute
60
CESifo working papers
58
Working paper
35
Economics and finance working paper series
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
CAMA working paper series
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Journal of risk and financial management : JRFM
21
SFB 649 discussion paper
21
CESifo Working Paper Series
20
Cambridge working papers in economics
20
International journal of economics and financial issues : IJEFI
20
Discussion paper series / IZA
18
Econometrics : open access journal
18
NBER Working Paper
17
Discussion papers of interdisciplinary research project 373
16
International Journal of Energy Economics and Policy : IJEEP
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
13
CBN journal of applied statistics
12
Cogent economics & finance
12
Working paper series
12
Working paper series / European Central Bank
12
DIW Berlin Discussion Paper
11
Discussion paper
11
IHS economics series : working paper
11
NBER working paper series
11
Federal Reserve Bank of Cleveland working paper series
10
IMF working papers
10
Econometric Institute research papers
9
Reihe Ökonomie
9
Documentos de trabajo / Banco de España
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
KOF working papers
8
Romanian journal of economic forecasting
8
Working papers
8
Working papers series in theoretical and applied economics
8
CESifo Working Paper
7
Economies : open access journal
7
Finance and economics discussion series
7
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
2
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
10
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->