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subject:"Forecasting model"
~isPartOf:"Journal of time series econometrics"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Statistischer Test
Estimation theory
59
Schätztheorie
59
Time series analysis
39
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
8
Strukturbruch
8
Cointegration
7
Kointegration
7
ARMA model
6
ARMA-Modell
6
Prognoseverfahren
6
Regression analysis
6
Regressionsanalyse
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Estimation
5
Schätzung
5
cointegration
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Maximum likelihood estimation
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
3
Nonparametric statistics
3
State space model
3
Stochastic process
3
Stochastischer Prozess
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Article
16
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Article in journal
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English
16
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Kurozumi, Eiji
2
Amir, Abdoulkarim Ilmi
1
Ardia, David
1
Bao, Yong
1
Bardet, Jean-Marc
1
Bluteau, Keven
1
Born, Benjamin
1
Canepa, Alessandra
1
Chen, Jie
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Game, Aaron
1
Hoogerheide, Lennart
1
Ladde, Gangaram S.
1
Ladde, Nathan G.
1
Liu-Evans, Gareth
1
Maïnassara, Yacouba Boubacar
1
Otunuga, Olusegun M.
1
Politis, Dimitris N.
1
Quineche, Ricardo
1
Rambaccussing, Dooruj
1
Sanhaji, Bilel
1
Skrobotov, Anton
1
Tayanagi, Toshikazu
1
Wu, Jason
1
Zhang, Ru
1
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Journal of time series econometrics
Journal of econometrics
212
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Journal of forecasting
72
Economics letters
66
Econometric reviews
65
Econometric theory
53
The econometrics journal
46
Econometrics : open access journal
24
Journal of the American Statistical Association : JASA
24
Economic modelling
22
Applied economics letters
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Quantitative economics : QE ; journal of the Econometric Society
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Insurance / Mathematics & economics
17
Journal of empirical finance
15
Applied economics
14
Computational economics
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Journal of financial econometrics
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
Oxford bulletin of economics and statistics
13
Finance research letters
12
Journal of applied econometrics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Quantitative finance
10
Risks : open access journal
9
Astin bulletin : the journal of the International Actuarial Association
8
Cambridge working papers in economics
8
Journal of macroeconomics
8
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Journal of econometric methods
7
Journal of financial economics
7
Journal of quantitative economics
7
Journal of risk and financial management : JRFM
7
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
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
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:
7
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:
8
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
9
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
10
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:
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