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subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Estimation theory
161
Schätztheorie
161
Time series analysis
88
Zeitreihenanalyse
88
Estimation
38
Schätzung
38
ARCH model
27
ARCH-Modell
27
Statistical test
21
Statistischer Test
21
Cointegration
20
Kointegration
20
Regression analysis
20
Regressionsanalyse
20
Volatility
20
Volatilität
20
Einheitswurzeltest
15
Structural break
15
Strukturbruch
15
Unit root test
15
Forecasting model
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
cointegration
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Stochastic process
12
Stochastischer Prozess
12
Capital income
11
Kapitaleinkommen
11
Markov chain
11
Markov-Kette
11
VAR model
11
VAR-Modell
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Autocorrelation
8
Autokorrelation
8
Nichtlineare Regression
8
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Aufsatz in Zeitschrift
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English
14
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Abbara, Omar
1
Anatolyev, Stanislav
1
Ardia, David
1
Bao, Yong
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bluteau, Keven
1
Chen, Jie
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Escribano, Álvaro
1
Hoogerheide, Lennart
1
Kristensen, Johannes Tang
1
Ladde, Gangaram S.
1
Ladde, Nathan G.
1
Lahiri, Kajal
1
Licht, Adrian
1
Liu, Wei
1
Liu-Evans, Gareth
1
Maynard, Alex S.
1
Otunuga, Olusegun M.
1
Paccagnini, Alessia
1
Politis, Dimitris N.
1
Quineche, Ricardo
1
Staněk, Filip
1
Yang, Liu
1
Zevallos, Mauricio
1
Zhang, Ru
1
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Journal of time series econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
114
Journal of econometrics
77
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Economics letters
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Europäische Hochschulschriften / 5
17
Journal of the American Statistical Association : JASA
14
Econometric theory
13
Insurance / Mathematics & economics
12
The econometrics journal
12
Econometric reviews
11
Journal of empirical finance
11
Applied economics
10
Economic modelling
10
Finance research letters
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Oxford bulletin of economics and statistics
9
Quantitative finance
9
Reihe Quantitative Ökonomie : Ökon
9
Schriften zur angewandten Ökonometrie
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of applied econometrics
8
Journal of financial econometrics
8
Applied economics letters
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Jahrbücher für Nationalökonomie und Statistik
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
7
Risks : open access journal
7
Econometrics : open access journal
6
Journal of international money and finance
6
Journal of quantitative economics
6
Journal of risk and financial management : JRFM
6
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ECONIS (ZBW)
14
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
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:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
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
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:
8
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:
9
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:
10
A non-linear forecast combination procedure for binary outcomes
Lahiri, Kajal
;
Yang, Liu
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 421-440
Persistent link: https://www.econbiz.de/10011649134
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