//--> //--> //--> //-->
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:"Journal of applied econometrics"
~isPartOf:"Working paper"
~subject:"Stochastic process"
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
Stochastic process
Estimation theory
446
Schätztheorie
446
Theorie
208
Theory
208
Estimation
89
Schätzung
89
Zeitreihenanalyse
77
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Regression analysis
54
Regressionsanalyse
54
USA
31
United States
31
Bayes-Statistik
25
Bayesian inference
25
Statistical test
24
Statistischer Test
24
Correlation
21
Korrelation
21
VAR model
20
VAR-Modell
20
Panel
19
Panel study
19
Stochastischer Prozess
19
Forecasting model
18
Prognoseverfahren
18
Börsenkurs
17
Share price
17
Volatility
17
Volatilität
17
Welt
15
World
15
Induktive Statistik
13
Statistical distribution
13
Statistical inference
13
Statistische Verteilung
13
Bootstrap approach
12
Bootstrap-Verfahren
12
more ...
less ...
Online availability
All
Free
46
Undetermined
5
Type of publication
All
Book / Working Paper
57
Article
34
Type of publication (narrower categories)
All
Graue Literatur
52
Non-commercial literature
52
Arbeitspapier
51
Working Paper
51
Article in journal
34
Aufsatz in Zeitschrift
34
Collection of articles of several authors
2
Sammelwerk
2
more ...
less ...
Language
All
English
91
Author
All
Bibinger, Markus
6
Reiß, Markus
5
Härdle, Wolfgang
4
Giraitis, Liudas
3
Hautsch, Nikolaus
3
Kapetanios, George
3
Koop, Gary
3
Lütkepohl, Helmut
3
Mikkelsen, Hans Ole Æ.
3
Phillips, Peter C. B.
3
Spokojnyj, Vladimir G.
3
Yang, Fuyu
3
Yu, Jun
3
Bagshaw, Michael L.
2
Baillie, Richard
2
Bollerslev, Tim
2
Breunig, Christoph
2
Chen, Haiqiang
2
Dalla, Violetta
2
Honoré, Peter
2
Kappus, Johanna
2
Leon-Gonzalez, Roberto
2
Nielsen, Jens Perch
2
Okhrin, Ostap
2
Pesaran, M. Hashem
2
Shi, Shuping
2
Staszewska-Bystrova, Anna
2
Söhl, Jakob
2
Vredin, Anders
2
Winkelmann, Lars
2
Winker, Peter
2
Akira Toda, Alexis
1
Alfelt, Gustav
1
Altmeyer, Randolf
1
Bai, Jushan
1
Bailey, Natalia
1
Baltagi, Badi H.
1
Bergström, Reinhold
1
Bodnar, Taras
1
Bollinger, Christopher R.
1
more ...
less ...
Published in...
All
SFB 649 discussion paper
Journal of applied econometrics
Working paper
Journal of econometrics
343
Econometric theory
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Economics letters
145
Discussion paper / Tinbergen Institute
104
Econometric reviews
95
CREATES research paper
68
International journal of forecasting
64
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
50
Econometrics : open access journal
49
Cowles Foundation discussion paper
48
NBER Working Paper
44
Economic modelling
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Journal of time series econometrics
40
The econometrics journal
40
Journal of the American Statistical Association : JASA
39
Computational economics
37
Applied economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Journal of empirical finance
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
EUI working paper / ECO
30
NBER working paper series
30
Working paper series
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
LSE STICERD Research Paper
25
Discussion paper
24
Discussion papers of interdisciplinary research project 373
24
Oxford bulletin of economics and statistics
24
Discussion paper / Center for Economic Research, Tilburg University
23
Technical working paper / National Bureau of Economic Research
23
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens
;
Zhelonkin, Mikhail
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
Saved in:
2
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
3
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
4
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
6
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
7
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
8
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
9
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
10
Spurious relationships in high dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501525
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...
//-->