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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Prognoseverfahren
Share price
ARCH model
Stochastischer Prozess
Estimation theory
59
Schätztheorie
59
Time series analysis
39
Zeitreihenanalyse
39
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
Bias
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
State space model
3
Stochastic process
3
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English
17
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Asai, Manabu
3
Arvanitis, Stelios
2
McAleer, Michael
2
Allen, David E.
1
Ardia, David
1
Bao, Yong
1
Bardet, Jean-Marc
1
Bluteau, Keven
1
Boubaker, Heni
1
Chen, Jie
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Hoogerheide, Lennart
1
Jensen, Anders Tolver
1
Ladde, Gangaram S.
1
Ladde, Nathan G.
1
Lange, Theis
1
Laurini, Márcio Poletti
1
Liu-Evans, Gareth
1
Louka, Alexandros
1
Milunovich, George
1
Otunuga, Olusegun M.
1
Peiris, Shelton
1
Politis, Dimitris N.
1
Quineche, Ricardo
1
Sanhaji, Bilel
1
So, Mike Ka-pui
1
Yang, Minxian
1
Zhang, Ru
1
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Journal of time series econometrics
Journal of econometrics
187
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Journal of forecasting
76
Econometric theory
59
Economics letters
58
Discussion paper / Tinbergen Institute
52
Econometric reviews
40
CREATES research paper
37
Journal of empirical finance
35
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
The econometrics journal
29
Journal of banking & finance
28
Finance research letters
27
Working paper / Department of Econometrics and Business Statistics, Monash University
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Insurance / Mathematics & economics
24
European journal of operational research : EJOR
23
Working paper
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Computational economics
21
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Quantitative finance
20
Journal of the American Statistical Association : JASA
19
Applied economics
18
Econometrics : open access journal
18
SFB 649 discussion paper
18
Cowles Foundation discussion paper
17
Discussion paper
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Applied economics letters
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
International journal of economics and financial issues : IJEFI
16
NBER Working Paper
16
NBER working paper series
16
Journal of applied econometrics
15
Journal of mathematical finance
15
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ECONIS (ZBW)
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1
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:
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
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
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
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:
6
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:
7
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:
8
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
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
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
1
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