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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied economics"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
USA
Estimation theory
169
Schätztheorie
169
Theorie
48
Theory
48
Estimation
42
Schätzung
42
Time series analysis
34
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
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11
Panel study
11
Regression analysis
11
Regressionsanalyse
11
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11
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10
ARCH-Modell
10
Cointegration
10
Kointegration
10
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10
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10
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9
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9
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9
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9
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7
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Kaufkraftparität
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Konsumtheorie
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7
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43
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Aufsatz im Buch
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Aufsatz in Zeitschrift
43
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English
43
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Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Moosa, Imad A.
2
Ahmad, Yamin
1
Ayala, Astrid Loretta
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Banerjee, Andy
1
Barnett, William A.
1
Bianchi, Marco
1
Bonham, Carl Stanley
1
Burns, Kelly
1
Caporale, Tony
1
Charbonneau, Alain
1
Chen, Li-Hsueh
1
Chen, W. D.
1
Choudhary, M. Ali
1
Chun, Sungju
1
Chung, Sang-Kuck
1
Conway, Karen Smith
1
Cushman, David O.
1
Darvas, Zsolt M.
1
Devadoss, Stephen
1
Dropsy, Vincent
1
Dubey, Amlendu Kumar
1
Emirmahmutoglu, Furkan
1
Fabozzi, Frank J.
1
Fanchon, Phillip
1
Gangnes, Byron
1
Good, Darrel L.
1
Granger, C. W. J.
1
Gundlach, Erich
1
Hanif, M. Nadim
1
Hayes, Kathy Jean
1
Henneke, Jan S.
1
Hwang, Sun Young
1
Hyung, Namwon
1
Iqbal, Javed
1
Irwin, Scott H.
1
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Applied economics
Journal of econometrics
334
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
208
Econometric theory
162
Economics letters
148
Econometric reviews
89
International journal of forecasting
68
Journal of forecasting
59
Applied economics letters
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
The review of economics and statistics
52
Journal of applied econometrics
50
Econometrics : open access journal
47
The econometrics journal
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of time series econometrics
39
Journal of the American Statistical Association : JASA
38
Economic modelling
34
Computational economics
32
Oxford bulletin of economics and statistics
29
Journal of empirical finance
27
American journal of agricultural economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of macroeconomics
20
The review of economic studies
20
Journal of banking & finance
17
The journal of futures markets
17
International economic review
16
Journal of economic dynamics & control
16
Journal of financial and quantitative analysis : JFQA
16
Journal of risk and financial management : JRFM
16
Journal of financial econometrics
14
Quantitative economics : QE ; journal of the Econometric Society
14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Finance research letters
12
Energy economics
11
Journal of monetary economics
11
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
5
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
6
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
7
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
8
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
9
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
10
A contribution on the nature and treatment of missing data in large market surveys
Madden, Gary
;
Vicente, María Rosalia
;
Rappoport, Paul N.
; …
- In:
Applied economics
49
(
2017
)
22
,
pp. 2179-2187
Persistent link: https://www.econbiz.de/10011817259
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