//--> //--> //-->
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
subject:"Börsenkurs"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Journal of time series econometrics"
~subject:"Stochastic process"
~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 theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Estimation
Stochastic process
Estimation theory
56
Schätztheorie
56
Time series analysis
37
Zeitreihenanalyse
37
ARCH model
9
ARCH-Modell
9
Einheitswurzeltest
9
Statistical test
9
Statistischer Test
9
Unit root test
9
Structural break
8
Strukturbruch
8
ARMA model
6
ARMA-Modell
6
Cointegration
6
Forecasting model
6
Kointegration
6
Prognoseverfahren
6
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
VAR model
4
VAR-Modell
4
cointegration
4
Autocorrelation
3
Autokorrelation
3
Bias
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
State space model
3
Stochastischer Prozess
3
Systematischer Fehler
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Allen, David E.
1
Asai, Manabu
1
Bardet, Jean-Marc
1
Boubaker, Heni
1
Chen, Jie
1
Dola, Béchir
1
Laurini, Márcio Poletti
1
McAleer, Michael
1
Milunovich, George
1
Montes-Rojas, Gabriel
1
Peiris, Shelton
1
Politis, Dimitris N.
1
Quineche, Ricardo
1
Yang, Minxian
1
more ...
less ...
Published in...
All
Journal of time series econometrics
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
77
Econometric reviews
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Economic modelling
36
Applied economics letters
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Computational economics
21
Finance research letters
21
International journal of forecasting
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of financial econometrics
18
European journal of operational research : EJOR
17
Applied economics
16
Econometric theory
16
Journal of empirical finance
15
Quantitative finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
The econometrics journal
14
Insurance / Mathematics & economics
13
Journal of economic dynamics & control
13
Journal of banking & finance
12
Journal of risk
12
Energy economics
11
Journal of forecasting
11
Journal of quantitative economics
11
Journal of applied econometrics
10
Operations research
9
Theoretical economics letters
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of econometric methods
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematics of operations research
7
Journal of mathematical finance
6
Letters in spatial and resource sciences : LSRS
6
Operations research letters
6
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
Saved in:
2
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:
3
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:
4
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
5
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
6
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
7
A hybrid data cloning maximum likelihood estimator for stochastic volatility models
Laurini, Márcio Poletti
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10010225441
Saved in:
8
On identifying structural VAR models via ARCH effects
Milunovich, George
;
Yang, Minxian
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 117-131
Persistent link: https://www.econbiz.de/10010225458
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->