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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~isPartOf:"Econometric reviews"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
538
Schätztheorie
538
Time series analysis
135
Theorie
134
Theory
134
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
Estimation
87
Schätzung
87
Regression analysis
78
Regressionsanalyse
78
Statistical test
67
Statistischer Test
67
Panel
61
Panel study
61
Method of moments
39
Momentenmethode
39
Volatility
39
Volatilität
39
Cointegration
37
Kointegration
36
Autocorrelation
34
Autokorrelation
34
ARCH model
31
ARCH-Modell
31
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Statistical distribution
28
Statistische Verteilung
28
Simulation
27
Statistical theory
27
Statistische Methodenlehre
27
Bootstrap approach
26
Bootstrap-Verfahren
26
Maximum likelihood estimation
25
Maximum-Likelihood-Schätzung
25
Modellierung
25
Scientific modelling
25
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25
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101
Free
6
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133
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2
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Aufsatz im Buch
Aufsatz in Zeitschrift
Article in journal
135
Collection of articles of several authors
2
Sammelwerk
2
Rezension
1
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English
135
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Teräsvirta, Timo
7
Baltagi, Badi H.
3
Hendry, David F.
3
Kapetanios, George
3
Baillie, Richard
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dagum, Estela Bee
2
Davidson, Russell
2
De Angelis, Luca
2
Dong, Chaohua
2
Gao, Jiti
2
Hsiao, Cheng
2
Kilian, Lutz
2
Koopman, Siem Jan
2
Li, Jing
2
Liang, Zhongwen
2
Lucas, André
2
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
2
Silvennoinen, Annastiina
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Abbara, Omar
1
Amado, Cristina
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bayarri, M. J.
1
Bekiros, Stelios
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Berger, James O.
1
Berkowitz, Jeremy
1
Bermudez, P. de Zea
1
Beutner, Eric
1
Bewley, Ronald A.
1
Bianconcini, Silvia
1
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Econometric reviews
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
304
Econometric theory
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Economics letters
133
International journal of forecasting
63
Journal of forecasting
54
Applied economics letters
49
Econometrics : open access journal
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
The econometrics journal
37
Applied economics
34
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
31
Journal of applied econometrics
30
Journal of empirical finance
23
Oxford bulletin of economics and statistics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of risk and financial management : JRFM
16
Journal of macroeconomics
15
Journal of financial econometrics
14
The review of economics and statistics
14
Journal of economic dynamics & control
13
Quantitative economics : QE ; journal of the Econometric Society
12
The review of economic studies
12
Finance research letters
11
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
Quantitative finance
10
Central European journal of economic modelling and econometrics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Energy economics
9
Essays in honor of Joon Y. Park : econometric theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
The empirical economics letters : a monthly international journal of economics
9
Annales d'économie et de statistique
8
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ECONIS (ZBW)
135
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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
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
7
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
8
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
9
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:
10
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
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