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subject:"Seasonal variations"
subject:"Zeitreihenanalyse"
~language:"eng"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Seasonal variations
Zeitreihenanalyse
Prognoseverfahren
Schätztheorie
33,763
Estimation theory
33,759
Theorie
8,341
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8,338
Time series analysis
5,501
Estimation
5,304
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5,272
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3,945
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3,940
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3,185
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1,023
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1,018
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1,014
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1,008
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1,007
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978
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975
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975
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969
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967
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Phillips, Peter C. B.
106
Gao, Jiti
78
Koopman, Siem Jan
56
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46
Swanson, Norman R.
44
Johansen, Søren
43
Lütkepohl, Helmut
42
Teräsvirta, Timo
41
Nielsen, Morten Ørregaard
38
Kapetanios, George
35
Koop, Gary
34
Pesaran, M. Hashem
33
Linton, Oliver
32
Hendry, David F.
31
Harvey, Andrew C.
30
Taylor, Robert
28
Leybourne, Stephen James
27
Sibbertsen, Philipp
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Lucas, André
25
Watson, Mark W.
25
West, Kenneth D.
25
Cai, Zongwu
24
Li, Degui
24
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Perron, Pierre
24
Stock, James H.
24
Corradi, Valentina
23
Diebold, Francis X.
23
Marcellino, Massimiliano
23
Robinson, Peter M.
23
Caporale, Guglielmo Maria
22
Chambers, Marcus J.
22
Haldrup, Niels
22
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22
Peng, Bin
22
Brännäs, Kurt
21
Dong, Chaohua
21
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National Bureau of Economic Research
54
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21
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15
European University Institute / Department of Economics
12
Umeå universitet
12
Centre for Quantitative Economics & Computing
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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5
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5
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4
State University of New York at Albany / Department of Economics
4
University of Exeter / Department of Economics
4
University of Warwick / Department of Economics
4
London School of Economics and Political Science
3
OECD
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Rutgers University / Department of Economics
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2
Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
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HFDF <1, 1995, Zürich>
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Econometrics Conference <1995, Melbourne>
1
Europäische Kommission / Statistisches Amt
1
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Journal of econometrics
363
Econometric theory
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
149
International journal of forecasting
133
Discussion paper / Tinbergen Institute
110
Journal of forecasting
100
Econometric reviews
90
Working paper / Department of Econometrics and Business Statistics, Monash University
70
CREATES research paper
66
Applied economics letters
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Econometrics : open access journal
48
Cowles Foundation discussion paper
45
Journal of the American Statistical Association : JASA
45
The econometrics journal
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Journal of time series econometrics
42
NBER Working Paper
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Applied economics
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Economic modelling
40
Computational economics
37
Journal of applied econometrics
36
EUI working paper / ECO
33
Journal of empirical finance
33
NBER working paper series
31
Oxford bulletin of economics and statistics
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Working paper
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
SFB 649 discussion paper
27
Working paper series
26
Report / Econometric Institute, Erasmus University Rotterdam
25
Discussion paper
24
Discussion paper / Center for Economic Research, Tilburg University
24
Working paper / National Bureau of Economic Research, Inc.
24
Discussion paper / Centre for Economic Forecasting
23
LSE STICERD Research Paper
23
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ECONIS (ZBW)
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ArchiDok
1
USB Cologne (EcoSocSci)
1
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71
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
72
A new unique impulse response function in linear vector autoregressive models
Shi, Yanlin
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 460-468
Persistent link: https://www.econbiz.de/10014326311
Saved in:
73
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
74
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:
75
The oracle local polynomial estimator
Torres, Santiago
-
2023
Persistent link: https://www.econbiz.de/10014450033
Saved in:
76
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
-
2023
Persistent link: https://www.econbiz.de/10014248988
Saved in:
77
Trend breaks and the persistence of closed‐end mutual fund discounts
Durmaz, Nazif
;
Kim, Hyeongwoo
;
Lee, Hyejin
;
Sun, Yanfei
-
2023
Persistent link: https://www.econbiz.de/10014249739
Saved in:
78
Local projection based inference under general conditions
Xu, Ke-Li
-
2023
Persistent link: https://www.econbiz.de/10014249745
Saved in:
79
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
80
Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
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