//--> //--> //--> //-->
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:"West, Kenneth D."
subject:"Prognoseverfahren"
~person:"Diebold, Francis X."
~subject:"Regression analysis"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Regression analysis
Time series analysis
Estimation theory
27
Schätztheorie
27
Theorie
20
Theory
20
Zeitreihenanalyse
9
Estimation
5
Schätzung
5
Exchange rate
4
Forecasting model
4
USA
4
United States
4
Wechselkurs
4
Correlation
3
Korrelation
3
Regressionsanalyse
3
Capital income
2
Großbritannien
2
Kapitaleinkommen
2
Simulation
2
Statistical test
2
Statistischer Test
2
United Kingdom
2
Volatility
2
Volatilität
2
1973-1989
1
1980-1985
1
1987
1
Agrarmarkt
1
Agricultural market
1
Business cycle
1
Börsenkurs
1
Canada
1
Cattle market
1
Cointegration
1
Currency derivative
1
Deutschland
1
Developing countries
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
16
Working Paper
16
Aufsatz in Zeitschrift
13
Graue Literatur
12
Non-commercial literature
12
Language
All
English
13
Author
All
West, Kenneth D.
Diebold, Francis X.
Phillips, Peter C. B.
44
Linton, Oliver
28
Baltagi, Badi H.
21
Leybourne, Stephen James
21
Su, Liangjun
21
Gao, Jiti
19
Taylor, Robert
19
Cai, Zongwu
18
Li, Qi
18
Xiao, Zhijie
18
Kapetanios, George
17
Perron, Pierre
17
Teräsvirta, Timo
17
Westerlund, Joakim
17
Baillie, Richard
16
Johansen, Søren
15
Lütkepohl, Helmut
15
Robinson, Peter M.
15
Chambers, Marcus J.
14
Chen, Songnian
14
Harvey, Andrew C.
14
Hassler, Uwe
14
Ullah, Aman
14
Harvey, David I.
13
Hendry, David F.
13
Koop, Gary
13
Kumar, Dilip
13
Sun, Yiguo
13
Tu, Yundong
13
Hansen, Bruce E.
12
Li, Degui
12
Zhang, Xinyu
12
Chan, Ngai Hang
11
Demetrescu, Matei
11
Fan, Jianqing
11
Franses, Philip Hans
11
Peng, Liang
11
Swanson, Norman R.
11
Bauwens, Luc
10
Chen, Xiaohong
10
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The review of economic studies
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
1
International economic review
1
Journal of econometrics
1
Journal of international economics
1
Journal of international money and finance
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Some long-run correlations of inflation in developed countries
West, Kenneth D.
;
Cao, Tu
- In:
Economía : revista del Departamento de Economía, …
45
(
2022
)
89
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014253593
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
4
Encompassing tests when no model is encompassing
West, Kenneth D.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 287-308
Persistent link: https://www.econbiz.de/10001617169
Saved in:
5
Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10001543433
Saved in:
6
Regression-based tests of predictive ability
West, Kenneth D.
- In:
International economic review
39
(
1998
)
4
,
pp. 817-840
Persistent link: https://www.econbiz.de/10001338812
Saved in:
7
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
Saved in:
8
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 281-293
Persistent link: https://www.econbiz.de/10001334395
Saved in:
9
Asymptotic inference about predictive ability
West, Kenneth D.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
Saved in:
10
Automatic lag selection in covariance matrix estimation
Newey, Whitney K.
- In:
The review of economic studies
61
(
1994
)
4
,
pp. 631-653
Persistent link: https://www.econbiz.de/10001168259
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->