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subject:"Capital income"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH model"
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Capital income
Time series analysis
ARCH model
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH-Modell
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
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Strukturbruch
8
Cointegration
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Kointegration
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ARMA model
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ARMA-Modell
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Forecasting model
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Regression analysis
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Regressionsanalyse
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Estimation
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Schätzung
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cointegration
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Bootstrap approach
4
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Maximum likelihood estimation
4
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
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Bias
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Nichtparametrisches Verfahren
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Nonparametric statistics
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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.
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Hassler, Uwe
1
Hendry, David F.
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Hoogerheide, Lennart
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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
360
Econometric theory
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
153
Discussion paper / Tinbergen Institute
103
Econometric reviews
95
International journal of forecasting
69
Journal of forecasting
68
Working paper / Department of Econometrics and Business Statistics, Monash University
65
CREATES research paper
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
56
Econometrics : open access journal
51
NBER Working Paper
45
The econometrics journal
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Economic modelling
41
Cowles Foundation discussion paper
40
Journal of empirical finance
40
Applied economics
39
Computational economics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Journal of applied econometrics
33
NBER working paper series
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
EUI working paper / ECO
30
SFB 649 discussion paper
29
Finance research letters
27
Working paper / National Bureau of Economic Research, Inc.
27
Discussion paper / Department of Economics, University of California San Diego
26
Working paper
26
LSE STICERD Research Paper
25
Working paper series
25
Discussion paper / Centre for Economic Forecasting
24
Journal of banking & finance
24
Oxford bulletin of economics and statistics
24
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ECONIS (ZBW)
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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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