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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of time series econometrics"
~subject:"Prognoseverfahren"
~subject:"Statistical test"
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Zeitreihenanalyse
Prognoseverfahren
Statistical test
Estimation theory
59
Schätztheorie
59
Time series analysis
39
ARCH model
10
ARCH-Modell
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
8
Strukturbruch
8
Cointegration
7
Kointegration
7
ARMA model
6
ARMA-Modell
6
Forecasting model
6
Regression analysis
6
Regressionsanalyse
6
Estimation
5
Schätzung
5
cointegration
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
VAR model
4
VAR-Modell
4
bootstrap
4
Autocorrelation
3
Autokorrelation
3
Bias
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
State space model
3
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3
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English
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Amir, Abdoulkarim Ilmi
1
Ardia, David
1
Bao, Yong
1
Bardet, Jean-Marc
1
Bluteau, Keven
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hendry, David F.
1
Hoogerheide, Lennart
1
Hunt, Richard
1
Javed, Farrukh
1
Jensen, Anders Tolver
1
Ladde, Gangaram S.
1
Ladde, Nathan G.
1
Lange, Theis
1
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Journal of time series econometrics
Journal of econometrics
475
Econometric theory
197
Economics letters
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
Econometric reviews
135
International journal of forecasting
131
Discussion paper / Tinbergen Institute
119
Journal of forecasting
101
Working paper / Department of Econometrics and Business Statistics, Monash University
77
CREATES research paper
73
The econometrics journal
71
Cowles Foundation discussion paper
67
Applied economics letters
64
Econometrics : open access journal
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
61
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of the American Statistical Association : JASA
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
NBER Working Paper
49
Economic modelling
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Applied economics
45
Computational economics
42
Cowles Foundation Discussion Paper
42
Journal of applied econometrics
39
Discussion paper / Center for Economic Research, Tilburg University
35
Journal of empirical finance
35
NBER working paper series
35
Oxford bulletin of economics and statistics
35
Working paper
34
EUI working paper / ECO
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
Discussion paper
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
SFB 649 discussion paper
30
Working paper series
29
Quantitative economics : QE ; journal of the Econometric Society
28
Discussion paper / Department of Economics, University of California San Diego
27
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ECONIS (ZBW)
43
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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
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:
4
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:
5
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
Saved in:
6
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
Saved in:
7
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
8
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
9
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
10
Checking model adequacy for count time series by using Pearson residuals
Weiß, Christian H.
;
Scherer, Lukas
;
Aleksandrov, Boris
; …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012258316
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