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subject:"Monte-Carlo-Simulation"
subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Time series analysis
Schätztheorie
34,948
Estimation theory
34,905
Theorie
9,184
Theory
9,180
Zeitreihenanalyse
5,655
Estimation
5,405
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5,403
Regressionsanalyse
3,977
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3,969
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3,190
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3,190
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1,820
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1,662
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1,535
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1,154
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1,058
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1,057
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1,032
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1,032
Kointegration
1,023
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1,021
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1,015
Induktive Statistik
1,014
Stochastischer Prozess
985
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984
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977
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969
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968
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2,326
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Phillips, Peter C. B.
96
Gao, Jiti
76
Koopman, Siem Jan
58
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
39
Teräsvirta, Timo
39
Kapetanios, George
36
Pesaran, M. Hashem
35
Linton, Oliver
31
Harvey, Andrew C.
29
Koop, Gary
29
Swanson, Norman R.
29
Schorfheide, Frank
27
Sibbertsen, Philipp
27
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Taylor, Robert
26
Stock, James H.
25
Watson, Mark W.
25
Li, Degui
24
Maravall Herrero, Agustín
24
Perron, Pierre
24
Robinson, Peter M.
24
Nielsen, Bent
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Peng, Bin
22
Brännäs, Kurt
21
Caporale, Guglielmo Maria
21
Cavaliere, Giuseppe
21
Dong, Chaohua
21
Hassler, Uwe
21
Gouriéroux, Christian
20
Hendry, David F.
20
Kristensen, Dennis
20
McAleer, Michael
20
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National Bureau of Economic Research
60
Ekonomiska forskningsinstitutet <Stockholm>
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
European University Institute / Department of Economics
12
Umeå universitet
12
Centre for Quantitative Economics & Computing
8
Centre for Analytical Finance <Århus>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Birkbeck College / Department of Economics
4
European University Institute / Department of Law
4
State University of New York at Albany / Department of Economics
4
University of Exeter / Department of Economics
4
London School of Economics and Political Science
3
University of New England / Department of Econometrics
3
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Nationalekonomiska Institutionen <Lund>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitetet i Oslo / Økonomisk institutt
2
University of Chicago / Graduate School of Business
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
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Journal of econometrics
344
Econometric theory
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
155
Discussion paper / Tinbergen Institute
111
Econometric reviews
102
Working paper / Department of Econometrics and Business Statistics, Monash University
68
International journal of forecasting
65
CREATES research paper
60
Applied economics letters
59
Journal of forecasting
55
Econometrics : open access journal
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
NBER Working Paper
50
The econometrics journal
48
Computational economics
46
Applied economics
44
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of time series econometrics
42
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of the American Statistical Association : JASA
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
NBER working paper series
35
EUI working paper / ECO
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Working paper / National Bureau of Economic Research, Inc.
32
Journal of applied econometrics
31
Oxford bulletin of economics and statistics
27
SFB 649 discussion paper
27
Journal of empirical finance
26
Working paper
26
Technical working paper / National Bureau of Economic Research
25
Working paper series
25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
NBER technical working paper series
24
LSE STICERD Research Paper
23
Discussion paper
22
Discussion paper / Centre for Economic Forecasting
22
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Source
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ECONIS (ZBW)
6,511
EconStor
1
ArchiDok
1
USB Cologne (EcoSocSci)
1
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6501
Use of Kalman filtering techniques when the parameters of a regression relationship are changing over time according to a multivariate ARIMA process
Ledolter, Johannes
-
1976
Persistent link: https://www.econbiz.de/10002363855
Saved in:
6502
Malta at bay
Oliver, R. Leslie
-
1942
Persistent link: https://www.econbiz.de/10002586630
Saved in:
6503
An efficient method of estimating a distributed lag model
Gupta, Y. P.
-
1969
Persistent link: https://www.econbiz.de/10002548872
Saved in:
6504
Statistical foundations of general order exponential smoothing with implications for applied time series analysis
Cogger, Kenneth Osborn
-
1971
-
repr.
Persistent link: https://www.econbiz.de/10002010374
Saved in:
6505
On estimation of ARMAX models
Cragg, J. G.
-
1976
Persistent link: https://www.econbiz.de/10003519660
Saved in:
6506
Two classes of covariance matrices giving simple linear forecasts
Jewell, William S.
-
1975
Persistent link: https://www.econbiz.de/10003066199
Saved in:
6507
Revisions of first estimates of quarter-to-quarter movement in selected national income series, 1947-1958 : seasonally adjusted data
Nassimbene, Raymond
-
1960
Persistent link: https://www.econbiz.de/10003024728
Saved in:
6508
The statistical implications of pre-test and Stein rule estimators in econometrics
Judge, George G.
;
Bock, Mary Ellen
-
1978
Persistent link: https://www.econbiz.de/10004564528
Saved in:
6509
The [first]-fourth of a series of lectures
Walker, George Alfred
-
1847
Persistent link: https://www.econbiz.de/10012341446
Saved in:
6510
The smoothing of time series
Macaulay, Frederick Robertson
-
1931
-
First printing
Persistent link: https://www.econbiz.de/10011513687
Saved in:
6511
A practical treatise on the construction of oblique arches
Hart, John
-
1839
-
2nd ed
Persistent link: https://www.econbiz.de/10012364907
Saved in:
6512
The spirit of the times : in a series of observations on the important events of the age
Search, Simon
-
1790
Persistent link: https://www.econbiz.de/10012377614
Saved in:
6513
The money spinner : Monte Carlo casino
Fielding, Xan
-
1977
Persistent link: https://www.econbiz.de/10013484290
Saved in:
6514
A comparative study of single-equation estimation methods using prior information : a Monte Carlo study
Montasser, Saadia Hafez
-
1970
Persistent link: https://www.econbiz.de/10002507297
Saved in:
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