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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
878
Schätztheorie
878
Theorie
211
Theory
211
Time series analysis
159
Nichtparametrisches Verfahren
150
Nonparametric statistics
150
Regression analysis
130
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130
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125
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125
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106
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106
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97
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97
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52
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52
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46
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46
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45
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44
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44
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43
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43
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42
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40
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40
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39
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39
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39
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38
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32
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32
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32
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31
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Teräsvirta, Timo
5
Perron, Pierre
4
Baltagi, Badi H.
3
Gao, Jiti
3
Hendry, David F.
3
Kapetanios, George
3
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2
Blasques, Francisco
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
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2
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2
Dong, Chaohua
2
Hsiao, Cheng
2
Kilian, Lutz
2
Kim, Jong-Min
2
Koopman, Siem Jan
2
Li, Degui
2
Liang, Zhongwen
2
Licht, Adrian
2
Lin, Juan
2
Lucas, André
2
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2
McElroy, Tucker
2
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2
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2
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2
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2
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2
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2
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2
Čížek, Pavel
2
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1
Ahmad, Yamin
1
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1
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1
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1
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1
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Applied economics
Econometric reviews
The econometrics journal
Journal of econometrics
309
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
135
Discussion paper / Tinbergen Institute
98
International journal of forecasting
63
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
49
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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
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
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
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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
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24
LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
21
Umeå economic studies
21
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21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
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ECONIS (ZBW)
159
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
4
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
5
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
6
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
7
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
8
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
9
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
10
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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