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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Australia"
~subject:"Kointegration"
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Prognoseverfahren
Share price
Australia
Kointegration
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
37
Schätzung
37
Panel
24
Panel study
24
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
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Bayesian inference
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Forecasting model
20
Theorie
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Theory
16
Cointegration
11
Statistical test
11
Statistischer Test
11
VAR model
9
VAR-Modell
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical theory
8
Statistische Methodenlehre
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Factor analysis
7
Method of moments
7
Momentenmethode
7
Australien
6
Börsenkurs
6
Causality analysis
6
Faktorenanalyse
6
IV-Schätzung
6
Instrumental variables
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Gao, Jiti
14
Hyndman, Rob J.
9
Athanasopoulos, George
4
Vahid, Farshid
4
Cai, Biqing
3
Dong, Chaohua
3
Martin, Gael M.
3
Cheng, Tingting
2
Frazier, David T.
2
Gong, Xiaodong
2
Jiang, Bin
2
Koo, Bonsoo
2
Linton, Oliver
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Peng, Bin
2
Smith, Michael S.
2
Tjostheim, Dag
2
Yin, Jiying
2
Armstrong, Jon Scott
1
Ashouri, Mahsa
1
Bailey, Natalia
1
Ben Taieb, Souhaib
1
Bergmeir, Christoph
1
Dokumentov, Alexander
1
Donga, Chaohua
1
Forbes, Catherine Scipione
1
Green, Kesten C.
1
Guillén, Osmani Teixeira de Carvalho
1
Haghbin, Hossein
1
Harris, David
1
Hashemi, Maryam
1
Hillebrand, Eric
1
Inder, Brett A.
1
Issler, João Victor
1
Juodis, Artūras
1
Kang, Yanfei
1
Kapetanios, George
1
Karavias, Yiannis
1
Keith, Jonathan
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
172
International journal of forecasting
115
Journal of forecasting
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
50
Discussion paper / Tinbergen Institute
39
Econometric reviews
39
Econometric theory
37
Economic modelling
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Applied economics
27
Econometrics : open access journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
The econometrics journal
24
Applied economics letters
22
Cowles Foundation discussion paper
21
Journal of empirical finance
21
Journal of banking & finance
20
International journal of economics and financial issues : IJEFI
19
Working paper
19
CESifo working papers
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Finance research letters
15
Oxford bulletin of economics and statistics
15
Quantitative finance
15
Journal of applied econometrics
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of risk and financial management : JRFM
14
Journal of the American Statistical Association : JASA
14
NBER working paper series
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The economic record : er
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Working paper series
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Cowles Foundation Discussion Paper
13
Insurance / Mathematics & economics
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NBER Working Paper
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Cambridge working papers in economics
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1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
3
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
4
Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin
;
Keith, Jonathan
;
Zhang, Xibin
-
2020
Persistent link: https://www.econbiz.de/10012697180
Saved in:
5
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
6
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
-
2020
Persistent link: https://www.econbiz.de/10012607673
Saved in:
7
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
8
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
9
Optimal non-negative forecast reconciliation
Wickramasuriya, Shanika L.
;
Turlach, Berwin A.
; …
-
2019
Persistent link: https://www.econbiz.de/10012593926
Saved in:
10
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
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