//--> //--> //--> //-->
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:"Journal of monetary economics"
subject:"Estimation"
~isPartOf:"CREATES research paper"
~subject:"Shock"
~subject:"Time series analysis"
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
Estimation
Shock
Time series analysis
Estimation theory
169
Schätztheorie
169
Zeitreihenanalyse
63
Theorie
39
Theory
39
Schätzung
25
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
USA
18
United States
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Forecasting model
11
Prognoseverfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
VAR model
10
VAR-Modell
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Modellierung
8
Scientific modelling
8
Dynamic equilibrium
7
Dynamisches Gleichgewicht
7
Nichtlineare Regression
7
Nonlinear regression
7
more ...
less ...
Online availability
All
Free
68
Undetermined
2
Type of publication
All
Book / Working Paper
68
Article
12
Type of publication (narrower categories)
All
Arbeitspapier
68
Graue Literatur
68
Non-commercial literature
68
Working Paper
68
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
80
Author
All
Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Kristensen, Dennis
5
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Casas, Isabel
2
Christensen, Bent Jesper
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Atkinson, Tyler
1
Barnichon, Regis
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bu, Ruijun
1
Bunzel, Helle
1
Burnside, Craig
1
Callot, Laurent A. F.
1
Carlini, Federico
1
Catani, Paul
1
Chirinko, Robert S.
1
Cho, Jin Seo
1
Cochrane, John H.
1
Dahl, Christian M.
1
Demetrescu, Matei
1
more ...
less ...
Published in...
All
Journal of monetary economics
CREATES research paper
Journal of econometrics
476
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
231
Economics letters
230
Econometric theory
178
Econometric reviews
123
Discussion paper / Tinbergen Institute
121
Applied economics letters
94
NBER Working Paper
89
Working paper / Department of Econometrics and Business Statistics, Monash University
81
International journal of forecasting
76
NBER working paper series
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
Economic modelling
70
Applied economics
69
Journal of applied econometrics
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Econometrics : open access journal
64
Journal of forecasting
64
CEMMAP working papers / Centre for Microdata Methods and Practice
63
Discussion paper series / IZA
60
The econometrics journal
59
Journal of the American Statistical Association : JASA
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Working paper / National Bureau of Economic Research, Inc.
53
Working paper
51
Cowles Foundation discussion paper
48
Discussion paper
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
CESifo working papers
42
Computational economics
42
Journal of empirical finance
40
Journal of time series econometrics
40
Quantitative economics : QE ; journal of the Econometric Society
39
SFB 649 discussion paper
38
Discussion papers / CEPR
35
Journal of banking & finance
34
The review of economics and statistics
34
Working paper series
34
Oxford bulletin of economics and statistics
33
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
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:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
9
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:
10
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->