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subject:"Forecasting model"
~isPartOf:"Journal of time series econometrics"
~subject:"Kointegration"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Kointegration
Maximum likelihood estimation
Estimation theory
59
Schätztheorie
59
Time series analysis
39
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
8
Strukturbruch
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Cointegration
7
ARMA model
6
ARMA-Modell
6
Prognoseverfahren
6
Regression analysis
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Regressionsanalyse
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Estimation
5
Schätzung
5
cointegration
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
VAR model
4
VAR-Modell
4
bootstrap
4
Autocorrelation
3
Autokorrelation
3
Bias
3
Nichtparametrisches Verfahren
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Nonparametric statistics
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State space model
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Asai, Manabu
2
Allen, David E.
1
Ardia, David
1
Bao, Yong
1
Bluteau, Keven
1
Born, Benjamin
1
Canepa, Alessandra
1
Chen, Jie
1
Demetrescu, Matei
1
Dēmos, Antōnēs A.
1
Game, Aaron
1
González Olivares, Daniel
1
Gourieroux, Christian
1
Guizar, Isai
1
Hoogerheide, Lennart
1
Jasiak, Joann
1
Kyriakopoulou, Dimitra
1
Ladde, Gangaram S.
1
Ladde, Nathan G.
1
Laurini, Márcio Poletti
1
Lence, Sergio H.
1
Liu-Evans, Gareth
1
Mallory, Mindy
1
McAleer, Michael
1
Otunuga, Olusegun M.
1
Peiris, Shelton
1
Politis, Dimitris N.
1
Quineche, Ricardo
1
So, Mike Ka-pui
1
Wu, Jason
1
Zhang, Ru
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Journal of time series econometrics
Journal of econometrics
211
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of forecasting
75
Economics letters
66
Discussion paper / Tinbergen Institute
54
Econometric reviews
50
Econometric theory
43
Working paper / Department of Econometrics and Business Statistics, Monash University
37
The econometrics journal
31
CREATES research paper
30
Economic modelling
30
Econometrics : open access journal
29
Journal of the American Statistical Association : JASA
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Applied economics letters
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Cowles Foundation discussion paper
24
Applied economics
23
Insurance / Mathematics & economics
22
CESifo working papers
20
Computational economics
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
European journal of operational research : EJOR
18
Journal of empirical finance
16
Oxford bulletin of economics and statistics
16
Working paper
16
NBER Working Paper
15
Cowles Foundation Discussion Paper
14
Discussion paper
14
Discussion paper / Center for Economic Research, Tilburg University
14
International journal of economics and financial issues : IJEFI
14
Journal of risk and financial management : JRFM
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Finance research letters
13
Journal of applied econometrics
13
Journal of banking & finance
13
Discussion paper / Department of Economics, University of California San Diego
12
Journal of financial econometrics
12
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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
Temporally local maximum likelihood with application to SIS model
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 151-198
Persistent link: https://www.econbiz.de/10014465605
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
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:
6
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:
7
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:
8
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:
9
Local lagged adapted generalized method of moments : an innovative estimation and forecasting approach and its applications
Otunuga, Olusegun M.
;
Ladde, Gangaram S.
;
Ladde, Nathan G.
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10012022811
Saved in:
10
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.
;
Kyriakopoulou, Dimitra
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012022815
Saved in:
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