//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Zeitreihenanalyse"
isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"CREATES research paper"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
Schätzung
219
Estimation
218
Theory
114
Deutschland
102
Germany
102
Börsenkurs
39
Share price
39
Time series analysis
30
Erfolgsfaktor
25
USA
25
United States
25
Capital income
24
Kapitaleinkommen
24
Success factor
24
Volatility
24
Volatilität
24
Forecasting model
23
Prognoseverfahren
23
Consumer behaviour
20
Konsumentenverhalten
20
Estimation theory
19
Schätztheorie
19
Risikoprämie
16
Risk premium
16
Beziehungsmarketing
15
Relationship marketing
15
Yield curve
13
Zinsstruktur
13
Competitive strategy
12
Wettbewerbsstrategie
12
Aktienmarkt
11
Cointegration
11
Factor analysis
11
Faktorenanalyse
11
Kointegration
11
Portfolio selection
11
Portfolio-Management
11
Schweiz
11
more ...
less ...
Online availability
All
Free
44
Undetermined
10
Type of publication
All
Book / Working Paper
125
Type of publication (narrower categories)
All
Hochschulschrift
82
Thesis
80
Graue Literatur
45
Non-commercial literature
45
Arbeitspapier
42
Working Paper
42
Bibliografie enthalten
16
Bibliography included
16
Case study
1
Company information
1
Fallstudie
1
Firmeninformation
1
more ...
less ...
Language
All
German
77
English
50
Author
All
Nielsen, Morten Ørregaard
7
Andreasen, Martin Møller
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Haldrup, Niels
3
Silvennoinen, Annastiina
3
Bernard, Ursin
2
Bollerslev, Tim
2
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Ergemen, Yunus Emre
2
Gleitsmann, Beate M.
2
Hesselmann, Christoph
2
Hillebrand, Eric
2
Kang, Jian
2
Lutzky, Christian
2
Reinschmidt, Timo
2
Santucci de Magistris, Paolo
2
Stiller, Michael
2
Taylor, Robert
2
Todorov, Viktor
2
Veliyev, Bezirgen
2
Weißgerber, Anja
2
Albrecht, Rainer
1
Bach, Christine
1
Bascha, Andreas
1
Bennedsen, Mikkel
1
Bohn, Andreas
1
Bolko, Anine E.
1
Borup, Daniel
1
Braunstein, Christine
1
Breidert, Christoph
1
Brocke, Michaela
1
Callot, Laurent
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Dang, Mads
1
Davidson, Russell
1
Dolatabadi, Sepideh
1
Domsch, Michel E.
1
more ...
less ...
Institution
All
Deutschland / Bundeswehr / Universität Hamburg
1
Springer Fachmedien Wiesbaden
1
Published in...
All
Gabler Edition Wissenschaft
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
562
NBER working paper series
464
NBER Working Paper
437
Applied economics
382
Discussion paper / Centre for Economic Policy Research
366
Discussion paper series / IZA
298
CESifo working papers
277
Economic modelling
252
Economics letters
246
Journal of econometrics
228
Applied economics letters
221
Working paper
212
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
200
Journal of international money and finance
168
Discussion paper / Tinbergen Institute
157
IZA Discussion Paper
156
Journal of applied econometrics
152
International review of economics & finance : IREF
143
Discussion paper
138
Europäische Hochschulschriften / 5
138
Journal of banking & finance
135
Journal of macroeconomics
133
Journal of economic dynamics & control
132
Discussion papers / CEPR
125
Journal of empirical finance
114
Energy economics
113
International journal of forecasting
113
The review of economics and statistics
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Applied financial economics
105
Macroeconomic dynamics
100
SpringerLink / Bücher
100
Journal of monetary economics
97
European economic review : EER
96
Journal of forecasting
91
Econometric reviews
90
Journal of financial economics
90
CESifo Working Paper Series
89
Journal of international economics
88
more ...
less ...
Source
All
ECONIS (ZBW)
125
Showing
1
-
50
of
125
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
-
2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
5
Now- and backcasting initial claims with high-dimensional daily internet search-volume data
Borup, Daniel
;
Rapach, David E.
;
Montes Schütte, Erik …
-
2021
Persistent link: https://www.econbiz.de/10012433998
Saved in:
6
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
7
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
11
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
12
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
13
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
14
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
15
Estimating the price markup in the new Keynesian Model
Andreasen, Martin Møller
;
Dang, Mads
-
2019
Persistent link: https://www.econbiz.de/10011991269
Saved in:
16
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
Saved in:
17
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
18
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
19
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
Saved in:
20
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
21
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
22
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
23
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
Saved in:
24
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
25
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
Saved in:
26
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
27
A fractionally cointegrated VAR analysis of economic voting and political support
Jones, Maggie E. C.
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394610
Saved in:
28
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
29
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
30
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
-
2013
Persistent link: https://www.econbiz.de/10009733564
Saved in:
31
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
-
2013
Persistent link: https://www.econbiz.de/10009733569
Saved in:
32
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
Saved in:
33
Modelling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502490
Saved in:
34
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
35
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
-
2012
Persistent link: https://www.econbiz.de/10009562841
Saved in:
36
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
37
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
38
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
39
Dynamic models of exchange rate dependence using option prices and historical returns
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008651727
Saved in:
40
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
Saved in:
41
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
42
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
43
Explaining executive pay : the roles of managerial power and complexity
Hengartner, Lukas
-
2006
-
1. Aufl
Persistent link: https://www.econbiz.de/10003385863
Saved in:
44
Virtual communities : Unternehmungspolitik und Erfolgsmessung
Wolfensberger, Thomas
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001709670
Saved in:
45
Die Entwicklung der Zinsstrukturkurve : eine Analyse homogener affiner Mehrfaktormodelle auf Basis des Kalman-Filters
Mayer, Christoph
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003816962
Saved in:
46
Real estate risk in equity returns : empirical evidence from U.S. stock markets
Michel, Gaston
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003829197
Saved in:
47
Imagewirkungen von Eventmarketing : Entwicklung eines ganzheitlichen Messansatzes
Drengner, Jan
-
2008
-
3. , aktualisierte Aufl.
Persistent link: https://www.econbiz.de/10003784254
Saved in:
48
Selected essays in empirical asset pricing : information incorporation at the single-firm, industry and cross-industry level
Funke, Christian
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003716445
Saved in:
49
Internes Marketing, Unternehmenskultur und marktorientiertes Verhalten : direkte, indirekte und moderierende Effekte
Gleitsmann, Beate M.
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003400543
Saved in:
50
Porters Konzept generischer Wettbewerbsstrategien : Präzisierung und empirische Überprüfung
Müller, Benjamin
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003375280
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->