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subject:"Capital income"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~subject:"VAR model"
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Capital income
Time series analysis
VAR model
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
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Structural break
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Strukturbruch
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Kointegration
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ARMA model
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Forecasting model
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Regression analysis
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Regressionsanalyse
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Estimation
5
Schätzung
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cointegration
5
Bootstrap approach
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4
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Monte Carlo simulation
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Monte-Carlo-Simulation
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VAR-Modell
4
bootstrap
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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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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Bardet, Jean-Marc
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.
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Hunt, Richard
1
Javed, Farrukh
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Jensen, Anders Tolver
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Larsson, Rolf
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Lima, Luiz Renato
1
Liu-Evans, Gareth
1
Liu-Evans, Gareth D.
1
Louka, Alexandros
1
McAleer, Michael
1
McElroy, Tucker
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Journal of time series econometrics
Journal of econometrics
352
Econometric theory
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Economics letters
152
Discussion paper / Tinbergen Institute
101
Econometric reviews
94
International journal of forecasting
68
CREATES research paper
64
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
54
Econometrics : open access journal
52
NBER Working Paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Cowles Foundation discussion paper
42
Economic modelling
41
The econometrics journal
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of empirical finance
36
Journal of the American Statistical Association : JASA
36
Computational economics
34
Journal of applied econometrics
34
Working paper
33
NBER working paper series
32
EUI working paper / ECO
30
SFB 649 discussion paper
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Oxford bulletin of economics and statistics
28
Working paper / National Bureau of Economic Research, Inc.
26
Working paper series
26
Discussion paper / Department of Economics, University of California San Diego
25
CESifo working papers
24
Discussion paper / Centre for Economic Forecasting
24
Finance research letters
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Technical working paper / National Bureau of Economic Research
24
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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
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:
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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