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subject:"Zeitreihenanalyse"
type_genre:"Arbeitspapier"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Estimation
82
Schätzung
82
Estimation theory
38
Schätztheorie
38
Time series analysis
26
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Theorie
24
Theory
24
Panel
19
Panel study
19
Australia
12
Australien
12
Cointegration
12
Kointegration
12
Börsenkurs
10
Regression analysis
10
Regressionsanalyse
10
Share price
10
USA
9
United States
9
Welt
9
World
9
Forecasting model
8
Prognoseverfahren
8
VAR model
8
VAR-Modell
8
Factor analysis
6
Capital income
5
Faktorenanalyse
5
Kapitaleinkommen
5
Statistical test
5
Statistischer Test
5
1998-1999
4
ARCH model
4
ARCH-Modell
4
ARMA model
4
ARMA-Modell
4
Bayes-Statistik
4
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24
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Arbeitspapier
Non-commercial literature
Graue Literatur
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Working Paper
26
Forschungsbericht
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English
26
Author
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Gao, Jiti
13
Linton, Oliver
4
Hyndman, Rob J.
3
Athanasopoulos, George
2
Cai, Biqing
2
Cheng, Tingting
2
Forbes, Catherine Scipione
2
Martin, Gael M.
2
Peng, Bin
2
Poskitt, Donald Stephen
2
Vahid, Farshid
2
Yan, Yayi
2
Yang, Yanrong
2
Bailey, Natalia
1
Bollen, Bernard
1
Chen, Xiangjin B.
1
Dong, Chaohua
1
Gamakumara, Puwasala
1
Grose, Simone D.
1
Guo, M.
1
Haghbin, Hossein
1
Harris, David
1
Hashemi, Maryam
1
Inder, Brett A.
1
Jiang, Bin
1
Kalb, Guyonne
1
Kapetanios, George
1
Kew, Hsein
1
Kofman, Paul
1
Koo, Bonsoo
1
La Vecchia, Davide
1
Leigh, Catherine
1
Li, Degui
1
Liu, Fei
1
Ma, Shujie
1
Maneesoonthorn, Worapree
1
Mengersen, Kerrie
1
Pan, G.
1
Pan, Guangming
1
Panagiotelis, Anastasios
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
67
Discussion paper / Tinbergen Institute
67
Working paper
48
Economics and finance working paper series
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
CAMA working paper series
26
CREATES research paper
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
SFB 649 discussion paper
21
Discussion paper / Centre for Economic Policy Research
18
Discussion paper series / IZA
18
Discussion papers of interdisciplinary research project 373
16
Cambridge working papers in economics
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Discussion paper
13
Discussion papers / CEPR
13
Working paper series
13
KOF working papers
12
Working paper series / European Central Bank
12
IHS economics series : working paper
11
Reihe Ökonomie
11
Federal Reserve Bank of Cleveland working paper series
10
Finance and economics discussion series
10
IMF working papers
10
Kiel working paper
10
Working paper / National Bureau of Economic Research, Inc.
10
Working paper series in economics and finance
10
Discussion paper / Centre for Economic Forecasting
9
Econometric Institute research papers
9
Research paper series / Swiss Finance Institute
9
Documentos de trabajo / Banco de España
8
IMF working paper
8
Staff reports / Federal Reserve Bank of New York
8
Umeå economic studies
8
Working paper / Bank of Canada
8
Working papers
8
Working papers series in theoretical and applied economics
8
Bank of Finland research discussion papers
7
Discussion paper / Deutsche Bundesbank
7
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ECONIS (ZBW)
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1
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
6
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
7
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
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
8
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
9
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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