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subject:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of time series econometrics"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
VAR-Modell
Estimation theory
56
Schätztheorie
56
Zeitreihenanalyse
37
ARCH model
9
ARCH-Modell
9
Einheitswurzeltest
9
Statistical test
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Statistischer Test
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Unit root test
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Structural break
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Strukturbruch
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ARMA model
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ARMA-Modell
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Cointegration
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Estimation
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VAR model
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cointegration
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Nichtparametrisches Verfahren
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Arvanitis, Stelios
2
Kurozumi, Eiji
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Peiris, Shelton
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Politis, Dimitris N.
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Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Asai, Manabu
1
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1
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1
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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
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Liu-Evans, Gareth D.
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Louka, Alexandros
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McAleer, Michael
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Journal of time series econometrics
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
58
Economics letters
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
International journal of forecasting
46
Econometric theory
39
Computational economics
25
Applied economics letters
20
Economic modelling
19
The econometrics journal
19
Discussion papers / CEPR
15
Journal of financial econometrics
14
Applied economics
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Journal of quantitative economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance research letters
12
Journal of forecasting
12
Discussion paper / Centre for Economic Policy Research
11
Journal of empirical finance
11
Energy economics
10
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
10
Journal of economic dynamics & control
10
Quantitative finance
10
Essays in honor of Joon Y. Park : econometric theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of mathematical finance
7
Journal of risk
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
SpringerLink / Bücher
6
Astin bulletin : the journal of the International Actuarial Association
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Handbook of econometrics : volume 2
5
International journal of economics and finance
5
International journal of production economics
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Research in international business and finance
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ECONIS (ZBW)
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1
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:
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
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:
4
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:
5
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:
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
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
Saved in:
9
A comparison of hurst exponent estimators in long-range dependent curve time series
Shang, Han Lin
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012258318
Saved in:
10
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
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