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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~subject:"Schätzung"
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Zeitreihenanalyse
Schätzung
Theorie
1,289
Theory
1,289
Estimation theory
416
Schätztheorie
416
Time series analysis
322
Statistical test
133
Statistischer Test
133
Nichtparametrisches Verfahren
107
Nonparametric statistics
107
Regression analysis
103
Regressionsanalyse
103
Stochastic process
99
Stochastischer Prozess
99
Einheitswurzeltest
97
Unit root test
97
Estimation
95
Statistical theory
84
Statistische Methodenlehre
84
Cointegration
78
Kointegration
78
Panel
70
Panel study
70
Econometrics
66
Ökonometrie
66
Volatility
64
Volatilität
64
ARCH model
62
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62
Statistical distribution
59
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59
Bootstrap approach
56
Bootstrap-Verfahren
56
Bayes-Statistik
50
Bayesian inference
50
Forecasting model
50
Prognoseverfahren
50
USA
49
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49
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88
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8
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Article
386
Book / Working Paper
1
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Article in journal
381
Aufsatz in Zeitschrift
381
Collection of articles of several authors
3
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3
Conference paper
2
Conference proceedings
2
Konferenzbeitrag
2
Konferenzschrift
2
Systematic review
2
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2
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English
387
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Phillips, Peter C. B.
17
Taylor, Robert
9
Park, Joon Y.
7
Hong, Yongmiao
6
Johansen, Søren
6
Moon, Hyungsik Roger
6
Saikkonen, Pentti
6
Spanos, Aris
6
Franses, Philip Hans
5
Lütkepohl, Helmut
5
Maasoumi, Esfandiar
5
Ullah, Aman
5
Wang, Qiying
5
Andreou, Elena
4
Bierens, Herman J.
4
Cavaliere, Giuseppe
4
Chambers, Marcus J.
4
Gao, Jiti
4
Kilian, Lutz
4
Linton, Oliver
4
McAleer, Michael
4
Perron, Pierre
4
Politis, Dimitris N.
4
Psaradakis, Zacharias G.
4
Robinson, Peter M.
4
Su, Liangjun
4
Barrio Castro, Tomás del
3
Chen, Bin
3
Choi, In
3
Chong, Terence Tai-Leung
3
Dagum, Estela Bee
3
Florens, Jean-Pierre
3
Grégoir, Stéphane
3
Harris, David
3
Harvey, David I.
3
Hendry, David F.
3
Hidalgo, Javier
3
Hodgson, Douglas J.
3
Jong, Robert M. de
3
Kumbhakar, Subal
3
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Econometric reviews
Econometric theory
Working paper / National Bureau of Economic Research, Inc.
607
NBER working paper series
504
NBER Working Paper
477
Economics letters
449
Journal of econometrics
439
Applied economics
387
Discussion paper / Centre for Economic Policy Research
385
International journal of forecasting
357
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
354
Discussion paper series / IZA
290
Economic modelling
267
Journal of forecasting
267
CESifo working papers
261
Discussion paper / Tinbergen Institute
259
Working paper
242
Applied economics letters
219
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
217
Journal of applied econometrics
207
Journal of international money and finance
177
Journal of economic dynamics & control
176
Discussion paper
154
Europäische Hochschulschriften / 5
150
IZA Discussion Paper
150
Journal of macroeconomics
148
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
144
The review of economics and statistics
142
Discussion papers / CEPR
138
Journal of banking & finance
137
International review of economics & finance : IREF
133
Journal of empirical finance
133
SpringerLink / Bücher
126
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
121
Finance research letters
117
Energy economics
115
Journal of monetary economics
114
Macroeconomic dynamics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
Applied financial economics
109
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ECONIS (ZBW)
387
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387
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
4
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
5
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
6
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
7
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
8
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
9
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Beyhum, Jad
;
Florens, Jean-Pierre
;
Lapenta, Elia
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 540-557
Persistent link: https://www.econbiz.de/10014551832
Saved in:
10
A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Su, Liangjun
;
Yang, Thomas Tao
;
Zhang, Yonghui
;
Zhou, …
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 671-712
Persistent link: https://www.econbiz.de/10015050636
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