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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Prognoseverfahren
Estimation theory
162
Schätztheorie
162
Time series analysis
89
Estimation
38
Schätzung
38
ARCH model
27
ARCH-Modell
27
Statistical test
21
Statistischer Test
21
Cointegration
20
Kointegration
20
Regression analysis
20
Regressionsanalyse
20
Volatility
20
Volatilität
20
Einheitswurzeltest
15
Structural break
15
Strukturbruch
15
Unit root test
15
Forecasting model
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
cointegration
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Stochastic process
12
Stochastischer Prozess
12
Capital income
11
Kapitaleinkommen
11
Markov chain
11
Markov-Kette
11
VAR model
11
VAR-Modell
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Autocorrelation
8
Autokorrelation
8
Nichtlineare Regression
8
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English
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Li, Jing
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Weiß, Christian H.
2
Abadir, Karim Maher
1
Abbara, Omar
1
Aleksandrov, Boris
1
Allen, David E.
1
Anatolyev, Stanislav
1
Ardia, David
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Bao, Yong
1
Bardet, Jean-Marc
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bluteau, Keven
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Carnero, M. Angeles
1
Chen, Jie
1
Chiann, Chang
1
Chuffart, Thomas
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Croux, Christophe
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Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
Davidson, James E. H.
1
De Angelis, Luca
1
Demetrescu, Matei
1
Dola, Béchir
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
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Journal of time series econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
359
Econometric theory
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
Economics letters
148
International journal of forecasting
131
Discussion paper / Tinbergen Institute
110
Journal of forecasting
100
Econometric reviews
90
Working paper / Department of Econometrics and Business Statistics, Monash University
70
CREATES research paper
66
Applied economics letters
53
Econometrics : open access journal
48
Cowles Foundation discussion paper
45
Journal of the American Statistical Association : JASA
45
The econometrics journal
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
NBER Working Paper
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Applied economics
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Economic modelling
40
Computational economics
37
Journal of applied econometrics
35
Journal of empirical finance
33
EUI working paper / ECO
31
NBER working paper series
31
Oxford bulletin of economics and statistics
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Working paper
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
SFB 649 discussion paper
27
Working paper series
26
Discussion paper
24
Discussion paper / Center for Economic Research, Tilburg University
24
Working paper / National Bureau of Economic Research, Inc.
24
LSE STICERD Research Paper
23
Technical working paper / National Bureau of Economic Research
23
Cowles Foundation Discussion Paper
22
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ECONIS (ZBW)
94
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94
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
5
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
6
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
7
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
8
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
9
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
10
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
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