//--> //--> //--> //-->
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:"Productivity"
type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~subject:"Time series analysis"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Productivity
Time series analysis
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Zeitreihenanalyse
25
Capital income
23
Kapitaleinkommen
23
Estimation theory
18
Schätztheorie
18
Volatility
18
Volatilität
18
Börsenkurs
15
Forecasting model
15
Prognoseverfahren
15
Share price
15
Risikoprämie
13
Risk premium
13
USA
12
United States
12
Cointegration
11
Kointegration
11
ARCH model
8
ARCH-Modell
8
Yield curve
8
Zinsstruktur
8
CAPM
7
Factor analysis
7
Faktorenanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Correlation
6
Korrelation
6
VAR model
6
VAR-Modell
6
Anleihe
5
Bond
5
Business cycle
5
Konjunktur
5
Nichtparametrisches Verfahren
5
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
25
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
25
Graue Literatur
25
Working Paper
25
Language
All
English
25
Author
All
Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Silvennoinen, Annastiina
3
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Ergemen, Yunus Emre
2
Haldrup, Niels
2
Kang, Jian
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Callot, Laurent
1
Davidson, Russell
1
Dolatabadi, Sepideh
1
Grønborg, Niels S.
1
Hall, Anthony D.
1
Haulde, Javier
1
Hautsch, Nikolaus
1
He, Changli
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Lange, Theis
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
Mikkelsen, Jakob Guldbæk
1
Noriega-Muro, Antonio E.
1
Podolskij, Mark
1
Rodríguez-Caballero, Carlos Vladimir
1
Tsiaras, Leonidas
1
Valdés, J. Eduardo Vera
1
Ventosa-Santaulària, Daniel
1
Violante, Francesco
1
Wade, Glen
1
Xu, Ke
1
Zhang, Shuhua
1
more ...
less ...
Published in...
All
CREATES research paper
CESifo working papers
128
Discussion paper series / IZA
108
Working paper / National Bureau of Economic Research, Inc.
102
Working paper
75
Discussion paper / Centre for Economic Policy Research
74
Discussion paper / Tinbergen Institute
72
Discussion paper
56
Discussion papers / Deutsches Institut für Wirtschaftsforschung
44
Kiel working paper
40
CAMA working paper series
31
Economics and finance working paper series
29
Discussion papers / CEPR
27
Working paper / Department of Econometrics and Business Statistics, Monash University
27
ZEW discussion papers
25
SFB 649 discussion paper
23
Working paper series
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
RIETI discussion paper
22
University of Lüneburg Working paper series in economics
22
Working paper series / European Central Bank
19
Cambridge working papers in economics
17
Discussion papers of interdisciplinary research project 373
17
KOF working papers
16
Working papers
15
Discussion paper / Deutsche Bundesbank
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Finance and economics discussion series
14
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
13
Discussion paper series
13
Documentos de trabajo / Banco de España
13
Kieler Arbeitspapiere
13
Working paper series in economics and finance
13
Economics working paper
12
Reihe Ökonomie
12
Research paper series / Swiss Finance Institute
12
WIFO working papers
12
Working papers / Federal Reserve Bank of Philadelphia, Research Department
12
Federal Reserve Bank of Cleveland working paper series
11
IHS economics series : working paper
11
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
8
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
Saved in:
9
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
10
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->