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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~subject:"Cointegration"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Cointegration
Stochastic process
Estimation theory
173
Schätztheorie
173
Theorie
49
Theory
49
Estimation
43
Schätzung
43
Time series analysis
35
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
USA
12
United States
12
Panel
11
Panel study
11
Regression analysis
11
Regressionsanalyse
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10
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Kointegration
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Einheitswurzeltest
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Prognoseverfahren
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Unit root test
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Welt
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World
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Kaufkraftparität
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Konsumtheorie
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Purchasing power parity
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42
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Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Moosa, Imad A.
2
Ahmad, Yamin
1
Ayala, Astrid Loretta
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Barnett, William A.
1
Bianchi, Marco
1
Bonham, Carl Stanley
1
Burns, Kelly
1
Caporale, Tony
1
Chan, F.
1
Charbonneau, Alain
1
Chen, Li-Hsueh
1
Chen, W. D.
1
Choudhary, M. Ali
1
Chun, Sungju
1
Chung, Sang-Kuck
1
Darvas, Zsolt M.
1
Di Iorio, Francesca
1
Dropsy, Vincent
1
Dubey, Amlendu Kumar
1
Emirmahmutoglu, Furkan
1
Fabozzi, Frank J.
1
Fachin, Stefano
1
Fanchon, Phillip
1
Fukuda, Kosei
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Gangnes, Byron
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Granger, C. W. J.
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Gundlach, Erich
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Hanif, M. Nadim
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Henneke, Jan S.
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Hwang, Sun Young
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Hyung, Namwon
1
Iqbal, Javed
1
Javed, Farrukh
1
Jeon, Yongil
1
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Applied economics
Journal of econometrics
372
Econometric theory
179
Economics letters
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Discussion paper / Tinbergen Institute
112
Econometric reviews
107
CREATES research paper
77
Working paper / Department of Econometrics and Business Statistics, Monash University
67
International journal of forecasting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Applied economics letters
58
Journal of forecasting
58
Cowles Foundation discussion paper
55
Econometrics : open access journal
55
Economic modelling
50
The econometrics journal
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
NBER Working Paper
44
Journal of time series econometrics
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of the American Statistical Association : JASA
39
Computational economics
37
EUI working paper / ECO
36
Journal of applied econometrics
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Journal of empirical finance
33
SFB 649 discussion paper
32
Oxford bulletin of economics and statistics
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
NBER working paper series
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
29
Working paper series
29
Discussion papers of interdisciplinary research project 373
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
LSE STICERD Research Paper
28
Working paper
28
Discussion paper / Department of Economics, University of California San Diego
27
Discussion paper / Center for Economic Research, Tilburg University
25
Discussion paper / Centre for Economic Forecasting
25
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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:
2
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:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
5
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
6
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
7
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
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8
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
9
Bootstrapping the autoregressive distributed lag test for cointegration
McNown, Robert F.
;
Sam, Chung Yan
;
Khoon, Goh Soo
- In:
Applied economics
50
(
2018
)
13
,
pp. 1509-1521
Persistent link: https://www.econbiz.de/10011848808
Saved in:
10
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
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