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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Federal Reserve Bank of San Francisco"
~subject:"1992-1993"
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Search: subject_exact:"Estimation theory"
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Schätzung
Zeitreihenanalyse
1992-1993
Estimation theory
43
Schätztheorie
42
Theorie
25
Theory
25
Time series analysis
23
Schweden
3
Sweden
3
ARCH model
2
ARCH-Modell
2
Arbeitslosigkeit
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Estimation
2
Heteroskedastizitätsanalyse
2
Lag model
2
Lag-Modell
2
Mehrproduktfertigung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multiproduct production
2
Returns to scale
2
Share price
2
Simulation
2
Skalenertrag
2
Technical efficiency
2
Technische Effizienz
2
USA
2
Unemployment
2
United States
2
Volatility
2
Volatilität
2
1960-1994
1
1962-1994
1
1985-1990
1
1991
1
ARFIMA
1
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Book / Working Paper
25
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Graue Literatur
15
Non-commercial literature
15
Arbeitspapier
9
Working Paper
9
Collection of articles written by one author
6
Hochschulschrift
6
Sammlung
6
Thesis
6
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
25
Author
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Teräsvirta, Timo
6
Gredenhoff, Mikael P.
4
Eklund, Bruno
3
He, Changli
3
Cogley, Timothy
2
Hagerud, Gustaf E.
2
Karlsson, Sune
2
Åsbrink, Stefan E.
2
Andersson, Michael K.
1
Becker, Torbjörn
1
Brännström, Tomas
1
Eitrhem, Øyvind
1
Eklöf, Jan A.
1
Jacobson, Tor
1
Larsson, Rolf
1
Lundbergh, Stefan
1
Lyhagen, Johan
1
Löthgren, Mickael
1
Rydén, Tobias
1
Tambour, Magnus
1
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
Federal Reserve Bank of San Francisco
National Bureau of Economic Research
101
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
European University Institute / Department of Economics
12
Umeå universitet
12
International Energy Agency
10
OECD
10
Centre for Quantitative Economics & Computing
8
Birkbeck College / Department of Economics
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Organisation for Economic Co-operation and Development
5
Umeå Universitet / Institutionen för Nationalekonomi
5
London School of Economics and Political Science
4
State University of New York at Albany / Department of Economics
4
University of New England / Department of Econometrics
4
Banque de France / Direction des Etudes Economiques et de la Recherche
3
European University Institute / Department of Law
3
Federal Reserve System / Board of Governors
3
Forschungsinstitut zur Zukunft der Arbeit
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve System / Division of Research and Statistics
2
Institut für Höhere Studien
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Panepistēmio Kypru / Department of Economics
2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Trinity College Dublin / Department of Economics
2
University of California, San Diego / Department of Economics
2
University of Chicago / Graduate School of Business
2
University of Warwick / Department of Economics
2
University of Western Australia / Department of Economics
2
University of Wisconsin-Madison
2
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Working paper series in economics and finance
17
Working paper series / Federal Reserve Bank of San Francisco, Economic Research Department
2
Source
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ECONIS (ZBW)
25
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1
Modelling economic high-frequency time series
Lundbergh, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001401660
Saved in:
2
Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
Saved in:
3
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
4
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
5
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
6
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
7
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
8
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
9
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
10
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
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