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subject:"Zeitreihenanalyse"
accessRights:"restricted"
~subject:"Induktive Statistik"
~isPartOf:"Applied economics"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Induktive Statistik
Estimation theory
49
Schätztheorie
49
Estimation
15
Schätzung
15
Time series analysis
11
ARCH model
7
ARCH-Modell
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
6
Statistische Verteilung
6
Panel
5
Panel study
5
Regression analysis
5
Regressionsanalyse
5
Cointegration
4
Einheitswurzeltest
4
Kointegration
4
Unit root test
4
Correlation
3
Korrelation
3
Multivariate Verteilung
3
Multivariate distribution
3
Sampling
3
Stichprobenerhebung
3
Technical efficiency
3
Technische Effizienz
3
Tobit model
3
Tobit-Modell
3
Volatility
3
Volatilität
3
Ausreißer
2
Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
Bias
2
Bickel-Doksum
2
Bootstrap approach
2
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English
11
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Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Ahmad, Yamin
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Chen, W. D.
1
Emirmahmutoglu, Furkan
1
Hwang, Sun Young
1
Jung, Hojin
1
Ladopoulos, Konstantinos
1
Lo, Ming Chien
1
Lopes, Artur C. B. da Silva
1
Malloch, H.
1
Moosa, Imad A.
1
Omay, Tolga
1
Panagiōtidēs, Theodōros
1
Philip, R.
1
Qin, Li
1
Satchell, Stephen
1
Shahzad, Syed Jawad Hussain
1
Staveley-O'Carroll, Olena M.
1
Zsurkis, Gabriel Florin
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Applied economics
Journal of econometrics
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
57
Economics letters
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Econometric theory
46
International journal of forecasting
38
Journal of time series econometrics
37
Computational economics
25
The econometrics journal
25
Applied economics letters
18
Economic modelling
16
Journal of financial econometrics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
Journal of forecasting
10
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Journal of quantitative economics
9
Energy economics
8
Insurance / Mathematics & economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / CEPR
7
Quantitative finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of applied econometrics
6
Journal of risk
6
The review of economic studies : RES
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of economics and finance
5
Journal of economic dynamics & control
5
Journal of mathematical finance
5
Journal of the Operational Research Society
5
Research in international business and finance
5
Scandinavian actuarial journal
5
European journal of operational research : EJOR
4
International journal of production economics
4
International journal of production research
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ECONIS (ZBW)
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1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
3
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
4
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
5
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
6
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
7
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
8
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
9
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
10
Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D.
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
Saved in:
11
Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
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