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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper"
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Search: subject_exact:"Estimation theory"
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Subject
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Zeitreihenanalyse
Estimation theory
956
Schätztheorie
956
Theorie
269
Theory
269
Time series analysis
201
Estimation
170
Schätzung
170
Nichtparametrisches Verfahren
159
Nonparametric statistics
159
Regression analysis
150
Regressionsanalyse
150
USA
104
United States
103
Statistical test
85
Statistischer Test
85
Induktive Statistik
66
Statistical inference
66
Panel
60
Panel study
60
Forecasting model
58
Prognoseverfahren
58
Volatility
50
Volatilität
50
Method of moments
49
Momentenmethode
49
Correlation
48
Korrelation
48
Bootstrap approach
42
Bootstrap-Verfahren
42
Instrumental variables
39
IV-Schätzung
38
Maximum likelihood estimation
38
Maximum-Likelihood-Schätzung
38
Statistical distribution
37
Statistical theory
37
Statistische Methodenlehre
37
Statistische Verteilung
37
Capital income
36
Kapitaleinkommen
36
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Undetermined
56
Free
38
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Article
140
Book / Working Paper
61
Type of publication (narrower categories)
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Article in journal
138
Aufsatz in Zeitschrift
138
Graue Literatur
43
Non-commercial literature
43
Arbeitspapier
40
Working Paper
40
Collection of articles of several authors
1
Sammelwerk
1
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English
201
Author
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Phillips, Peter C. B.
31
Gao, Jiti
5
Su, Liangjun
5
Yu, Jun
5
Andrews, Donald W. K.
4
Bollerslev, Tim
4
Chen, Xiaohong
4
Dalla, Violetta
4
Giraitis, Liudas
4
Franses, Philip Hans
3
Koop, Gary
3
Li, Jia
3
Mikkelsen, Hans Ole Æ.
3
Alfelt, Gustav
2
Bagshaw, Michael L.
2
Bera, Anil K.
2
Bodnar, Taras
2
Chen, Hong-yuan
2
Escanciano, Juan Carlos
2
Ghysels, Eric
2
González-Rivera, Gloria
2
Higgins, Matthew Lawrence
2
Javed, Farrukh
2
Jing, Bingyi
2
Kapetanios, George
2
Kheifets, Igor
2
Li, Degui
2
Lieberman, Offer
2
Lütkepohl, Helmut
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peng, Bin
2
Ploberger, Werner
2
Russell, Jeffrey R.
2
Shao, Xiaofeng
2
Shi, Shuping
2
Song, Xiaojun
2
Taylor, Robert
2
Tjostheim, Dag
2
Tsay, Ruey S.
2
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Published in...
All
Cowles Foundation discussion paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper
Journal of econometrics
309
Econometric theory
159
Economics letters
135
Discussion paper / Tinbergen Institute
98
Econometric reviews
87
International journal of forecasting
63
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
49
Econometrics : open access journal
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
NBER Working Paper
39
The econometrics journal
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Applied economics
35
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
31
Journal of applied econometrics
30
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
NBER working paper series
26
SFB 649 discussion paper
26
Journal of empirical finance
24
Oxford bulletin of economics and statistics
24
Working paper series
24
LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
21
Umeå economic studies
21
Discussion paper
20
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ECONIS (ZBW)
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201
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
5
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
6
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
8
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
9
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
10
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
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