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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH-Modell"
~subject:"Statistical distribution"
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Zeitreihenanalyse
ARCH-Modell
Statistical distribution
Estimation theory
59
Schätztheorie
59
Time series analysis
39
ARCH model
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
8
Strukturbruch
8
Cointegration
7
Kointegration
7
ARMA model
6
ARMA-Modell
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Forecasting model
6
Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Estimation
5
Schätzung
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cointegration
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Bootstrap approach
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Monte-Carlo-Simulation
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VAR model
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VAR-Modell
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bootstrap
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Autocorrelation
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Autokorrelation
3
Bias
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Nichtparametrisches Verfahren
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Nonparametric statistics
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English
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Asai, Manabu
3
Arvanitis, Stelios
2
Kurozumi, Eiji
2
McAleer, Michael
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Ardia, David
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
Lange, Theis
1
Larsson, Rolf
1
Lima, Luiz Renato
1
Liu-Evans, Gareth
1
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Journal of time series econometrics
Journal of econometrics
384
Econometric theory
211
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Economics letters
167
Discussion paper / Tinbergen Institute
117
Econometric reviews
112
International journal of forecasting
73
Working paper / Department of Econometrics and Business Statistics, Monash University
69
CREATES research paper
68
Journal of forecasting
64
Applied economics letters
59
Econometrics : open access journal
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
The econometrics journal
55
Journal of the American Statistical Association : JASA
52
Insurance / Mathematics & economics
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
Cowles Foundation discussion paper
45
NBER Working Paper
45
Série des documents de travail / Centre de Recherche en Économie et Statistique
45
Applied economics
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Computational economics
43
Economic modelling
42
Discussion paper / Center for Economic Research, Tilburg University
38
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of empirical finance
34
Journal of applied econometrics
32
SFB 649 discussion paper
32
EUI working paper / ECO
31
LSE STICERD Research Paper
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
NBER working paper series
29
Oxford bulletin of economics and statistics
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Working paper
28
Discussion papers of interdisciplinary research project 373
27
Working paper series
26
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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
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
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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