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subject:"Zeitreihenanalyse"
isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Estimation
108
Schätzung
108
Deutschland
68
Germany
68
Theorie
58
Theory
58
USA
27
United States
27
Time series analysis
21
Börsenkurs
17
Cointegration
17
Kointegration
17
Share price
17
Volatility
17
Volatilität
17
Estimation theory
11
Exchange rate
11
Großbritannien
11
Schätztheorie
11
Stochastic process
11
Stochastischer Prozess
11
United Kingdom
11
Wechselkurs
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Einheitswurzeltest
9
Statistical test
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8
Unemployment
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ARCH model
7
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7
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7
Zins
7
1975-1998
6
Arbeitsmobilität
6
Capital income
6
Geldnachfrage
6
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6
Kapitaleinkommen
6
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21
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Working Paper
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Hochschulschrift
5
Thesis
5
Bibliografie enthalten
2
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2
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English
21
Author
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Gil-Alaña, Luis A.
7
Härdle, Wolfgang
5
Breitung, Jörg
3
Saikkonen, Pentti
3
Caporale, Guglielmo Maria
2
Lanne, Markku
2
Yang, Lijian
2
Candelon, Bertrand
1
Choi, In
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Fengler, Matthias
1
Gómez, Víctor
1
Hafner, Christian M.
1
Hall, Peter
1
Herwartz, Helmut
1
Hoffmann, M.
1
Kleinow, Torsten
1
Lepskii, Oleg V.
1
Lütkepohl, Helmut
1
Mercurio, Danilo
1
Park, Byeong U.
1
Spokojnyj, Vladimir G.
1
Tschernig, Rolf
1
Villa, Christophe
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Gabler Edition Wissenschaft
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CESifo working papers
67
Discussion paper / Tinbergen Institute
67
Working paper
47
Economics and finance working paper series
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
25
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
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Discussion papers / CEPR
13
Discussion paper
12
KOF working papers
12
Working paper series
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
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CAMA working paper series
9
Discussion paper / Centre for Economic Forecasting
9
Econometric Institute research papers
9
Research paper series / Swiss Finance Institute
9
Cambridge working papers in economics
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Documentos de trabajo / Banco de España
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IMF working paper
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Staff reports / Federal Reserve Bank of New York
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Working paper / Bank of Canada
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Working papers
8
Working papers series in theoretical and applied economics
8
Bank of Finland research discussion papers
7
Discussion paper / Deutsche Bundesbank
7
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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ECONIS (ZBW)
21
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1
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
2
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
3
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
4
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
5
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
6
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
7
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
8
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
9
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
10
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
11
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
12
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
13
Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti
;
Choi, In
-
2000
Persistent link: https://www.econbiz.de/10001555318
Saved in:
14
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
15
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
Saved in:
16
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter
(
contributor
);
Härdle, Wolfgang
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001413436
Saved in:
17
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
18
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992526
Saved in:
19
On model based seasonal adjustment procedures
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992216
Saved in:
20
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
21
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
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