//--> //--> //-->
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"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Journal of econometrics"
~person:"Taylor, Robert"
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
3
Schätzung
3
Time series analysis
3
Estimation theory
2
Schätztheorie
2
Volatility
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Adaptive estimation
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Commodity market
1
Commodity price
1
Conditional and unconditional heteroskedasticity
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einheitswurzeltest
1
Endogeneity
1
Feasible weighted estimator
1
Forecasting model
1
Fractional integration
1
Information criteria
1
Kapitaleinkommen
1
Level break fraction
1
Non-stationary volatility
1
Persistence
1
Predictive regression
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Rohstoffderivat
1
Rohstoffmarkt
1
Rohstoffpreis
1
Rolling and recursive IV estimation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Taylor, Robert
Caporale, Guglielmo Maria
16
Gil-Alaña, Luis A.
15
Lütkepohl, Helmut
9
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Andersen, Torben
3
Fan, Jianqing
3
Koop, Gary
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Wang, Yazhen
3
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Bruns, Martin
2
Carcel, Hector
2
Christensen, Kim
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Li, Yingying
2
Lovcha, Yuliya
2
Medeiros, Marcelo C.
2
Quaedvlieg, Rogier
2
Robinson, Peter M.
2
Schlaak, Thore
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Velasco, Carlos
2
Vogt, Michael
2
more ...
less ...
Published in...
All
Gabler Edition Wissenschaft
Discussion papers / Deutsches Institut für Wirtschaftsforschung
Journal of econometrics
Queen's Economics Department working paper
3
CREATES research paper
2
Econometric theory
2
Econometric reviews
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
2
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->