//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of time series econometrics"
~subject:"VAR-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
VAR-Modell
Estimation theory
661
Schätztheorie
661
Theorie
198
Theory
198
Zeitreihenanalyse
179
Estimation
134
Schätzung
134
Nichtparametrisches Verfahren
114
Nonparametric statistics
114
Regression analysis
96
Regressionsanalyse
96
USA
95
United States
94
Statistical test
53
Statistischer Test
53
Forecasting model
49
Prognoseverfahren
49
Volatility
45
Volatilität
45
Induktive Statistik
42
Panel
42
Panel study
42
Statistical inference
42
Correlation
36
Korrelation
36
ARCH model
35
ARCH-Modell
35
Maximum likelihood estimation
32
Maximum-Likelihood-Schätzung
32
Capital income
31
Kapitaleinkommen
31
Bootstrap approach
30
Bootstrap-Verfahren
30
Statistical theory
29
Statistische Methodenlehre
29
Simulation
28
Method of moments
26
Momentenmethode
26
Monte Carlo simulation
26
more ...
less ...
Online availability
All
Undetermined
106
Free
8
Type of publication
All
Article
206
Type of publication (narrower categories)
All
Article in journal
204
Aufsatz in Zeitschrift
204
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
206
Author
All
Su, Liangjun
4
Franses, Philip Hans
3
Gao, Jiti
3
Ghysels, Eric
3
Akgiray, Vedat
2
Arvanitis, Stelios
2
Asai, Manabu
2
Bera, Anil K.
2
Bollerslev, Tim
2
Escanciano, Juan Carlos
2
González-Rivera, Gloria
2
Granger, C. W. J.
2
Higgins, Matthew Lawrence
2
Javed, Farrukh
2
Jing, Bingyi
2
Koop, Gary
2
Kurozumi, Eiji
2
Liesenfeld, Roman
2
Lütkepohl, Helmut
2
Milunovich, George
2
Nielsen, Morten Ørregaard
2
Peiris, Shelton
2
Peng, Bin
2
Politis, Dimitris N.
2
Poskitt, Donald Stephen
2
Qin, Jing
2
Russell, Jeffrey R.
2
Shao, Xiaofeng
2
Skrobotov, Anton
2
Song, Xiaojun
2
Taylor, Robert
2
Tjostheim, Dag
2
Tsay, Ruey S.
2
Ullah, Aman
2
Van Keilegom, Ingrid
2
Westerlund, Joakim
2
Xiao, Zhijie
2
Yang, Minxian
2
You, Jinhong
2
Zhu, Ke
2
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of time series econometrics
Journal of econometrics
350
Econometric theory
174
Economics letters
158
Discussion paper / Tinbergen Institute
119
Econometric reviews
101
International journal of forecasting
73
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
Journal of forecasting
55
Applied economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Econometrics : open access journal
50
Cowles Foundation discussion paper
45
NBER Working Paper
45
The econometrics journal
43
Journal of the American Statistical Association : JASA
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Economic modelling
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Computational economics
33
Discussion paper / Center for Economic Research, Tilburg University
33
Journal of applied econometrics
33
EUI working paper / ECO
32
Working paper
32
Oxford bulletin of economics and statistics
30
NBER working paper series
29
SFB 649 discussion paper
29
Report / Econometric Institute, Erasmus University Rotterdam
28
Journal of empirical finance
27
Technical working paper / National Bureau of Economic Research
26
Discussion paper
25
NBER technical working paper series
25
Working paper series
25
CEMMAP working papers / Centre for Microdata Methods and Practice
23
CESifo working papers
23
more ...
less ...
Source
All
ECONIS (ZBW)
206
Showing
1
-
10
of
206
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
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:
3
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
4
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:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
7
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
8
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
9
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
10
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->