//--> //--> //--> //-->
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:"SFB 649 discussion paper"
subject:"Time series analysis"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Estimation"
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
Estimation theory
1,050
Schätztheorie
1,050
Theorie
478
Theory
478
Zeitreihenanalyse
213
Nichtparametrisches Verfahren
160
Nonparametric statistics
160
Regression analysis
122
Regressionsanalyse
122
Schätzung
55
Statistical test
55
Statistischer Test
55
ARCH model
47
ARCH-Modell
47
Statistical distribution
40
Statistische Verteilung
40
Statistical theory
34
Statistische Methodenlehre
34
Autocorrelation
33
Autokorrelation
33
Volatility
29
Volatilität
29
Stochastic process
28
Stochastischer Prozess
28
Induktive Statistik
27
Statistical inference
27
Method of moments
26
Momentenmethode
26
Cointegration
25
Kointegration
25
Panel
25
Panel study
25
Correlation
23
Einheitswurzeltest
23
Korrelation
23
Unit root test
23
Bootstrap approach
21
Bootstrap-Verfahren
21
more ...
less ...
Online availability
All
Undetermined
44
Free
42
Type of publication
All
Article
177
Book / Working Paper
72
Type of publication (narrower categories)
All
Article in journal
178
Aufsatz in Zeitschrift
178
Arbeitspapier
70
Working Paper
70
Graue Literatur
64
Non-commercial literature
64
Amtsdruckschrift
23
Government document
23
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Conference proceedings
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
249
Author
All
Härdle, Wolfgang
10
Gouriéroux, Christian
7
Phillips, Peter C. B.
7
Bibinger, Markus
6
Lütkepohl, Helmut
6
Zakoïan, Jean-Michel
6
Johansen, Søren
5
Reiß, Markus
5
Broze, Laurence
4
Chan, Ngai Hang
4
Guégan, Dominique
4
Hautsch, Nikolaus
4
Leybourne, Stephen James
4
Breitung, Jörg
3
Cai, Zongwu
3
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Comte, Fabienne
3
Francq, Christian
3
Gao, Jiti
3
Ghysels, Eric
3
Grégoir, Stéphane
3
Guerre, Emmanuel
3
Jasiak, Joann
3
Linton, Oliver
3
Nielsen, Morten Ørregaard
3
Park, Joon Y.
3
Peng, Liang
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Saikkonen, Pentti
3
Scaillet, Olivier
3
Seo, Won-Ki
3
Spokojnyj, Vladimir G.
3
Taylor, Robert
3
Velasco, Carlos
3
Zhang, Rongmao
3
Breunig, Christoph
2
Chen, Haiqiang
2
Chen, Xiaohong
2
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
SFB 649 discussion paper
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
473
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Economics letters
228
Econometric reviews
126
Discussion paper / Tinbergen Institute
121
Applied economics letters
95
NBER Working Paper
86
Working paper / Department of Econometrics and Business Statistics, Monash University
84
International journal of forecasting
77
Economic modelling
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
NBER working paper series
71
CREATES research paper
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Applied economics
67
Journal of applied econometrics
67
Econometrics : open access journal
64
Journal of forecasting
64
CEMMAP working papers / Centre for Microdata Methods and Practice
63
Discussion paper series / IZA
61
The econometrics journal
61
Working paper
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Journal of the American Statistical Association : JASA
54
Cowles Foundation discussion paper
50
Working paper / National Bureau of Economic Research, Inc.
50
Discussion paper
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Computational economics
43
Journal of empirical finance
41
CESifo working papers
40
Journal of time series econometrics
40
Quantitative economics : QE ; journal of the Econometric Society
37
Working paper series
35
Journal of banking & finance
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
Discussion paper / Center for Economic Research, Tilburg University
32
IZA Discussion Paper
32
more ...
less ...
Source
All
ECONIS (ZBW)
249
Showing
1
-
10
of
249
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
2
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
3
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
6
Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.
;
Wu, Bei
- In:
Econometric theory
40
(
2024
)
3
,
pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
Saved in:
7
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
8
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
9
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
10
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
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...
//-->