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subject:"Stichprobenerhebung"
type:"article"
~person:"Carroll, Raymond J."
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
Zeitreihenanalyse
Estimation theory
42
Schätztheorie
42
Time series analysis
18
Einheitswurzeltest
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Structural break
9
Strukturbruch
9
Unit root test
9
Regression analysis
8
Regressionsanalyse
8
Bootstrap approach
6
Bootstrap-Verfahren
6
Theorie
6
Theory
6
Forecasting model
5
Prognoseverfahren
5
Cointegration
4
Estimation
4
Heteroscedasticity
4
Heteroskedastizität
4
Kointegration
4
Schätzung
4
Capital income
3
Endogeneity
3
Fractional integration
3
Kapitaleinkommen
3
Predictive regression
3
Statistical test
3
Statistischer Test
3
Volatility
3
Volatilität
3
(Un)conditional heteroskedasticity
2
Adaptive estimation
2
Autocorrelation
2
Autokorrelation
2
Conditional sum-of-squares
2
IVX estimation
2
Information criteria
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20
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English
20
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Carroll, Raymond J.
Taylor, Robert
Phillips, Peter C. B.
32
Leybourne, Stephen James
18
Teräsvirta, Timo
17
Gao, Jiti
16
Harvey, Andrew C.
16
Johansen, Søren
16
Linton, Oliver
15
Lütkepohl, Helmut
15
Chambers, Marcus J.
14
Hassler, Uwe
13
Perron, Pierre
13
Hendry, David F.
11
Mills, Terence C.
11
Robinson, Peter M.
11
Baillie, Richard
10
Ghysels, Eric
10
Kapetanios, George
10
Koop, Gary
10
Koopman, Siem Jan
10
Lucas, André
10
Tauchen, George Eugene
10
Xiao, Zhijie
10
Zhu, Ke
10
Baltagi, Badi H.
9
Chan, Ngai Hang
9
Chen, Xiaohong
9
Engle, Robert F.
9
Granger, C. W. J.
9
Harvey, David I.
9
Li, Jia
9
Li, Qi
9
McElroy, Tucker
9
Nelson, Daniel B.
9
Nielsen, Morten Ørregaard
9
Stock, James H.
9
Sun, Yixiao
9
Watson, Mark W.
9
Westerlund, Joakim
9
Bauwens, Luc
8
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Journal of econometrics
10
Econometric theory
3
Journal of the American Statistical Association : JASA
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Analysis of data on health
1
Econometric reviews
1
Journal of empirical finance
1
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ECONIS (ZBW)
20
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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
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
3
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
7
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
8
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
9
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
10
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
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