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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Share price
Time series analysis
Estimation theory
436
Schätztheorie
436
Theorie
131
Theory
131
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
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64
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56
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56
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35
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21
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19
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19
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18
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18
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88
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Teräsvirta, Timo
5
Baltagi, Badi H.
3
Hendry, David F.
3
Maasoumi, Esfandiar
3
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
2
Gao, Jiti
2
Hsiao, Cheng
2
Kapetanios, George
2
Kilian, Lutz
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Lucas, André
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Amado, Cristina
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Baillie, Richard
1
Bayarri, M. J.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Berger, James O.
1
Berkowitz, Jeremy
1
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1
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1
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1
Bianconcini, Silvia
1
Bierens, Herman J.
1
Boswijk, Herman Peter
1
Brune, Barbara
1
Brännäs, Kurt
1
Bura, Efstathia
1
Cai, Yuzhi
1
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Econometric reviews
Journal of econometrics
321
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
139
International journal of forecasting
63
Journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Applied economics letters
50
Econometrics : open access journal
49
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
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of time series econometrics
39
The econometrics journal
37
Applied economics
35
Journal of the American Statistical Association : JASA
34
Journal of applied econometrics
33
Computational economics
32
Journal of empirical finance
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Oxford bulletin of economics and statistics
23
Journal of risk and financial management : JRFM
19
Journal of financial econometrics
17
Finance research letters
15
Journal of banking & finance
15
Journal of economic dynamics & control
15
Journal of macroeconomics
15
The review of economics and statistics
15
The North American journal of economics and finance : a journal of financial economics studies
14
The review of economic studies
14
International journal of economics and financial issues : IJEFI
13
Quantitative economics : QE ; journal of the Econometric Society
12
Quantitative finance
12
The empirical economics letters : a monthly international journal of economics
11
Central European journal of economic modelling and econometrics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Energy economics
9
Insurance / Mathematics & economics
9
International journal of economics and finance
9
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ECONIS (ZBW)
88
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
4
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
7
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
8
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
9
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
10
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
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