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subject:"Börsenkurs"
type_genre:"Sammlung"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtsdruckschrift"
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ECONIS (ZBW)
69
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1
Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
-
2019
Persistent link: https://www.econbiz.de/10012104832
Saved in:
2
Essays on robust long memory inference
Will, Michael Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10012123519
Saved in:
3
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
Saved in:
4
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
Saved in:
5
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
-
2018
Persistent link: https://www.econbiz.de/10012183865
Saved in:
6
Essays on momentum strategies in finance
Oord, Arco van
-
2016
Persistent link: https://www.econbiz.de/10011631087
Saved in:
7
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2011
Persistent link: https://www.econbiz.de/10009125241
Saved in:
8
High-frequency analysis and moment-matching estimation of the baseline New-Keynesian Model
Sacht, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010253472
Saved in:
9
Time series modelling of high frequency stock transaction data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003305257
Saved in:
10
A modification of the HP filter aiming at reducing the end-point bias
Bruchez, Pierre-Alain
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002367344
Saved in:
11
The analysis of duration and panel data in economics
Hess, Wolfgang
-
2010
Persistent link: https://www.econbiz.de/10003982979
Saved in:
12
On the estimation of fractionally integrated processes
Nielsen, Frank S.
-
2009
Persistent link: https://www.econbiz.de/10003839270
Saved in:
13
Essays on time series and financial econometrics
Ho, Kin-Yip
-
2008
Persistent link: https://www.econbiz.de/10011386958
Saved in:
14
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
-
2008
Persistent link: https://www.econbiz.de/10003773152
Saved in:
15
Uniform inferences in econometrics
Mikusheva, Anna
-
2007
Persistent link: https://www.econbiz.de/10009689094
Saved in:
16
Essays on partial identification in econometrics and finance
Galichon, Alfred
-
2007
Persistent link: https://www.econbiz.de/10009691355
Saved in:
17
Three essays on econometrics
Kim, Myungsup
-
2005
Persistent link: https://www.econbiz.de/10003905358
Saved in:
18
Three essays in econometrics : estimation with persistent regressors, MCMC inference about factors, and the FAVAR
Eliasz, Piotr
-
2005
Persistent link: https://www.econbiz.de/10003553303
Saved in:
19
Essays on finite sample inference and financial econometrics
Bao, Yong
-
2004
Persistent link: https://www.econbiz.de/10003386763
Saved in:
20
Econometric essays on generalized empirical likelihood, long-memory time series, and volatility
Guggenberger, Patrik
-
2003
Persistent link: https://www.econbiz.de/10003628322
Saved in:
21
Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît
-
2002
Persistent link: https://www.econbiz.de/10003780033
Saved in:
22
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
23
Modelling economic high-frequency time series
Lundbergh, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001401660
Saved in:
24
Count data autoregression modelling
Hellström, Jörgen
-
1999
Persistent link: https://www.econbiz.de/10001372883
Saved in:
25
Estimation and applications of Gegenbauer processes
Ferrara, Laurent
;
Guégan, Dominique
-
1999
Persistent link: https://www.econbiz.de/10001391170
Saved in:
26
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
27
L'observation conjoncturelle en Suisse à l'aube du 21e siècle : trois essais consacrés à l'observation et à l'analyse de l'évolution de court terme de l'économie Suisse
Parnisari, Bruno
-
1999
Persistent link: https://www.econbiz.de/10001460270
Saved in:
28
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
29
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
30
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
31
Kernel based nonlinear canonical analysis
Darolles, Serge
;
Florens, Jean-Pierre
;
Gourieroux, Christian
-
1998
Persistent link: https://www.econbiz.de/10001355860
Saved in:
32
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
33
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
34
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
35
Semiparametric frequency domain estimation for time series with conditional heteroscedasticity
Henry, Mark S.
-
1997
Persistent link: https://www.econbiz.de/10000980264
Saved in:
36
Predictive dimension : an alternative definition of the embedding dimension
Guégan, Dominique
;
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000980457
Saved in:
37
Actes des Journées de Méthodologie Statistique : 11 et 12 décembre 1996
1997
Persistent link: https://www.econbiz.de/10000970789
Saved in:
38
Statistical properties of GARCH processes
He, Changli
-
1997
Persistent link: https://www.econbiz.de/10000975043
Saved in:
39
Rational expectations and regime shifts in macroeconometrics
Blix, Mårten
-
1997
Persistent link: https://www.econbiz.de/10001378198
Saved in:
40
Inference in codependence : some Monte Carlo results and applications
Beine, Michel
;
Hecq, Alain W. J.
-
1996
Persistent link: https://www.econbiz.de/10000947284
Saved in:
41
Essays on the estimation and interference in non-stationary time series models
Haldrup, Niels
-
1996
Persistent link: https://www.econbiz.de/10000965121
Saved in:
42
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
43
A review on techniques of estimation in long-memory processes : application to intra-day data
Bisaglia, Luisa
;
Guégan, Dominique
-
1996
Persistent link: https://www.econbiz.de/10000950816
Saved in:
44
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
45
Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912012
Saved in:
46
Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912857
Saved in:
47
Seasonal adjustment of first time registered new passenger cars in Norway by structural time series analysis
Skjerpen, Terje
-
1995
Persistent link: https://www.econbiz.de/10000920255
Saved in:
48
The general asymptotic behavior of estimators of the box-cox model for integrated times series
Guerre, Emmanuel
-
1995
Persistent link: https://www.econbiz.de/10000921097
Saved in:
49
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
50
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000924125
Saved in:
1
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