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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Econometric reviews"
~subject:"Stochastic process"
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Time series analysis
United States
Stochastic process
Estimation theory
238
Schätztheorie
238
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Zeitreihenanalyse
53
Regression analysis
51
Regressionsanalyse
51
Panel
42
Panel study
42
Estimation
40
Schätzung
40
Statistical test
40
Statistischer Test
40
Method of moments
26
Momentenmethode
26
Autocorrelation
24
Autokorrelation
24
Bootstrap approach
16
Bootstrap-Verfahren
16
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Modellierung
16
Scientific modelling
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Statistical distribution
14
Statistische Verteilung
14
panel data
14
Cointegration
13
Stochastischer Prozess
13
Kleinste-Quadrate-Methode
12
Kointegration
12
Least squares method
12
Volatility
12
Volatilität
12
Heteroscedasticity
11
Heteroskedastizität
11
ARCH model
10
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English
58
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Teräsvirta, Timo
4
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dong, Chaohua
2
Gao, Jiti
2
Hsiao, Cheng
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Lucas, André
2
Medeiros, Marcelo C.
2
Amado, Cristina
1
Baillie, Richard
1
Baltagi, Badi H.
1
Bao, Yong
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bermudez, P. de Zea
1
Bierens, Herman J.
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Carrion i Silvestre, Josep Lluís
1
Casini, Alessandro
1
Catani, Paul
1
Catania, Leopoldo
1
Chen, Qiang
1
Cheng, Tingting
1
Chevillon, Guillaume
1
Cho, Jin Seo
1
Davidson, Russell
1
Du, Zaichao
1
Duffy, James A.
1
Escanciano, Juan Carlos
1
Fermanian, Jean-David
1
Fernandes, Marcelo
1
Franchi, Massimo
1
Galbraith, John W.
1
Grassi, Stefano
1
Gu, Jingping
1
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Econometric reviews
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Economics letters
48
Econometric theory
43
International journal of forecasting
42
Journal of time series econometrics
38
Computational economics
29
Economic modelling
21
The econometrics journal
18
Applied economics letters
17
Journal of financial econometrics
16
Journal of empirical finance
14
Discussion paper / Centre for Economic Policy Research
13
Finance research letters
13
Applied economics
12
Journal of forecasting
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Working paper / National Bureau of Economic Research, Inc.
11
Discussion papers / CEPR
10
Essays in honor of Joon Y. Park : econometric theory
10
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
10
Journal of quantitative economics
10
Quantitative finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Energy economics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of production research
7
Journal of risk
7
Operations research
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of economics and finance
6
Journal of economic dynamics & control
6
Journal of the Operational Research Society
6
Operations research letters
6
Research in international business and finance
6
The review of economics and statistics
6
Journal of applied econometrics
5
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1
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:
2
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
8
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
9
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
Saved in:
10
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
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