//--> //--> //--> //-->
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:"Report / Econometric Institute, Erasmus University Rotterdam"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
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
Time series analysis
Estimation theory
1,383
Schätztheorie
1,383
Theorie
546
Theory
546
Zeitreihenanalyse
228
Estimation
143
Schätzung
141
Regression analysis
135
Regressionsanalyse
135
Forecasting model
105
Prognoseverfahren
105
Nichtparametrisches Verfahren
101
Nonparametric statistics
101
Panel
99
Panel study
99
Statistical test
62
Statistischer Test
62
Statistical distribution
51
Statistische Verteilung
51
Autocorrelation
44
Autokorrelation
44
Method of moments
39
Momentenmethode
39
Probability theory
38
Sampling
38
Stichprobenerhebung
38
Volatility
38
Volatilität
38
Wahrscheinlichkeitsrechnung
38
Simulation
37
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
35
ARCH model
34
ARCH-Modell
34
Korrelation
34
Statistical theory
34
Statistische Methodenlehre
34
Bias
33
Correlation
33
more ...
less ...
Online availability
All
Undetermined
55
Free
7
Type of publication
All
Article
189
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
187
Aufsatz in Zeitschrift
187
Arbeitspapier
39
Working Paper
39
Graue Literatur
29
Non-commercial literature
29
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
228
Author
All
Franses, Philip Hans
9
Hassler, Uwe
5
Leybourne, Stephen James
4
Werker, Bas J. M.
4
Drost, Feike C.
3
Gonzalo, Jesús
3
Hobijn, Bart
3
Kleibergen, Frank
3
Ooms, Marius
3
Ravishanker, Nalini
3
Čížek, Pavel
3
Abeysinghe, Tilak
2
Banerjee, Anurag Narayan
2
Chambers, Marcus J.
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Dijk, Herman K. van
2
Durbin, James
2
Giles, David E. A.
2
Gupta, Y. P.
2
Haldrup, Niels
2
Hall, Alastair R.
2
Harvey, David I.
2
Hazewinkel, Michiel
2
Hosseinkouchack, Mehdi
2
Koopman, Siem Jan
2
Kurita, Takamitsu
2
Lahiri, Kajal
2
Li, Chen
2
Li, Luyang
2
Lucas, André
2
Mamingi, Nlandu
2
McAleer, Michael
2
McCabe, Brendan Peter Martin
2
Nijman, Theodore E.
2
Palma, Wilfredo
2
Pesaran, M. Hashem
2
Pitarakis, Jean-Yves
2
Shang, Han Lin
2
Shin, Dong-wan
2
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
2
Published in...
All
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Center for Economic Research, Tilburg University
Economics letters
Journal of forecasting
Journal of econometrics
308
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Discussion paper / Tinbergen Institute
98
Econometric reviews
87
International journal of forecasting
63
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
49
Econometrics : open access journal
47
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
NBER Working Paper
39
The econometrics journal
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Applied economics
35
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
31
Journal of applied econometrics
30
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
NBER working paper series
26
SFB 649 discussion paper
26
Journal of empirical finance
24
Oxford bulletin of economics and statistics
24
Working paper series
24
LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
NBER technical working paper series
21
Umeå economic studies
21
Working paper
21
Discussion paper
20
more ...
less ...
Source
All
ECONIS (ZBW)
228
Showing
1
-
10
of
228
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
2
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
6
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
7
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
8
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
9
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
10
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->