//--> //--> //--> //-->
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
person:"Franses, Philip Hans"
subject:"Zeitreihenanalyse"
~person:"Gao, Jiti"
~person:"Gil-Alana, Luis A."
~type:"article"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Estimation
35
Schätzung
35
Theorie
13
Theory
13
Estimation theory
12
Schätztheorie
12
Time series analysis
12
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Forecasting model
7
Prognoseverfahren
7
USA
5
United States
5
Exchange rate
4
Panel
4
Panel study
4
Volatility
4
Volatilität
4
Wechselkurs
4
ARCH model
3
ARCH-Modell
3
Cointegration
3
Großbritannien
3
Kointegration
3
Netherlands
3
Niederlande
3
Regression analysis
3
Regressionsanalyse
3
Saisonkomponente
3
Seasonal component
3
United Kingdom
3
Welt
3
World
3
Aktienindex
2
Arbeitslosigkeit
2
Austria
2
Autocorrelation
2
Autokorrelation
2
Cross-sectional dependence
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
Book / Working Paper
58
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Franses, Philip Hans
Gao, Jiti
Gil-Alana, Luis A.
Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
38
Gupta, Rangan
32
Chang, Tsangyao
23
Tiwari, Aviral Kumar
23
Moosa, Imad A.
19
Koopman, Siem Jan
15
Bahmani-Oskooee, Mohsen
14
Ramírez, Miguel D.
13
Ranjbar, Omid
12
Tauchen, George Eugene
12
Bollerslev, Tim
11
Koop, Gary
11
Li, Jia
11
Österholm, Pär
11
Chan, Joshua
10
Narayan, Paresh Kumar
10
Todorov, Viktor
10
Miller, Stephen M.
9
Wohar, Mark E.
9
Yaya, OlaOluwa S.
9
Ma, Feng
8
McAleer, Michael
8
McMillan, David G.
8
Omay, Tolga
8
Swanson, Norman R.
8
Taylor, Robert
8
Balcilar, Mehmet
7
Boubaker, Heni
7
Hassler, Uwe
7
Kapetanios, George
7
Kim, Donggyu
7
Lovcha, Yuliya
7
Lucas, André
7
Lütkepohl, Helmut
7
Marcellino, Massimiliano
7
Nonejad, Nima
7
Papell, David H.
7
Peel, David
7
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
2
International journal of forecasting
1
Journal of econometrics
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
Review of development economics : an essential resource for any development economist
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
3
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
4
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
5
Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.
;
Gao, Jiti
;
Allen, David E.
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
Saved in:
6
Forecasting time series with long memory and level shifts
Hyung, Namwon
;
Franses, Philip Hans
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002569962
Saved in:
7
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
8
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Saved in:
9
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
10
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->