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subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Journal of time series econometrics"
~subject:"Bias"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Bias
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
8
Cointegration
7
Kointegration
7
ARMA model
6
ARMA-Modell
6
Forecasting model
6
Regression analysis
6
Regressionsanalyse
6
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
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
State space model
3
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3
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Aufsatz in Zeitschrift
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8
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Ardia, David
1
Bao, Yong
1
Bluteau, Keven
1
Chen, Jie
1
Dēmos, Antōnēs A.
1
Hoogerheide, Lennart
1
Kyriakopoulou, Dimitra
1
Ladde, Gangaram S.
1
Ladde, Nathan G.
1
Liu-Evans, Gareth
1
Otunuga, Olusegun M.
1
Politis, Dimitris N.
1
Quineche, Ricardo
1
Skrobotov, Anton
1
Zhang, Ru
1
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Journal of time series econometrics
International journal of forecasting
114
Journal of econometrics
114
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Econometric theory
22
Econometric reviews
20
Europäische Hochschulschriften / 5
17
Insurance / Mathematics & economics
17
Journal of the American Statistical Association : JASA
15
The econometrics journal
15
Oxford bulletin of economics and statistics
14
Applied economics
13
Econometrics : open access journal
13
Economic modelling
13
Applied economics letters
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
European journal of operational research : EJOR
12
Journal of applied econometrics
11
Journal of banking & finance
11
Journal of empirical finance
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance research letters
10
Quantitative finance
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of financial econometrics
9
Journal of risk and financial management : JRFM
9
Reihe Quantitative Ökonomie : Ökon
9
Schriften zur angewandten Ökonometrie
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Jahrbücher für Nationalökonomie und Statistik
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of macroeconomics
8
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Journal of quantitative economics
7
Risks : open access journal
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Estimation bias and feasible conditional forecasts from the first-order moving average model
Bao, Yong
;
Zhang, Ru
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 63-80
Persistent link: https://www.econbiz.de/10010225248
Saved in:
8
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
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