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subject:"Zeitreihenanalyse"
isPartOf:"Working paper series in economics and finance"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
31
Schätztheorie
31
Theorie
17
Theory
17
Time series analysis
16
Schweden
3
Sweden
3
Arbeitslosigkeit
2
Bootstrap approach
2
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2
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2
Lag model
2
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2
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2
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2
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2
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2
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2
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2
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2
1960-1994
1
1962-1994
1
1985-1990
1
1991
1
1992-1993
1
ARCH model
1
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ARFIMA
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ARMA
1
Aktienindex
1
Arbeitsmarkt
1
Autocorrelation
1
Autokorrelation
1
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1
Börsenkurs
1
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Book / Working Paper
16
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Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
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English
16
Author
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Teräsvirta, Timo
6
Eklund, Bruno
3
Gredenhoff, Mikael P.
3
He, Changli
2
Becker, Torbjörn
1
Brännström, Tomas
1
Eitrhem, Øyvind
1
Hagerud, Gustaf E.
1
Jacobson, Tor
1
Karlsson, Sune
1
Larsson, Rolf
1
Lyhagen, Johan
1
Rydén, Tobias
1
Söderlind, Paul
1
Vredin, Anders
1
Åsbrink, Stefan E.
1
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Ekonomiska forskningsinstitutet <Stockholm>
15
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Working paper series in economics and finance
Journal of econometrics
310
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Economics letters
135
Discussion paper / Tinbergen Institute
99
Econometric reviews
88
Working paper / Department of Econometrics and Business Statistics, Monash University
66
International journal of forecasting
64
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Applied economics letters
50
Econometrics : open access journal
48
Cowles Foundation discussion paper
41
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 time series econometrics
39
NBER Working Paper
39
The econometrics journal
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Applied economics
35
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
32
Journal of applied econometrics
30
NBER working paper series
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
EUI working paper / ECO
26
SFB 649 discussion paper
26
Journal of empirical finance
25
Working paper series
25
Oxford bulletin of economics and statistics
24
LSE STICERD Research Paper
23
Working paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
21
Umeå economic studies
21
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ECONIS (ZBW)
16
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1
Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
Saved in:
2
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
3
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
4
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
5
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
Saved in:
6
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
;
Karlsson, Sune
-
1997
Persistent link: https://www.econbiz.de/10000968575
Saved in:
7
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000971355
Saved in:
8
Bootstrap testing for fractional integration
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1997
Persistent link: https://www.econbiz.de/10000971372
Saved in:
9
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
10
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
11
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
12
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
;
Teräsvirta, Timo
;
Åsbrink, Stefan E.
-
1996
Persistent link: https://www.econbiz.de/10000947704
Saved in:
13
An investigation of Ricardian equivalence in a common trends model
Becker, Torbjörn
-
1995
Persistent link: https://www.econbiz.de/10000920343
Saved in:
14
Money growth and inflation : implications of reducing the bias of VAR estimates
Brännström, Tomas
-
1995
Persistent link: https://www.econbiz.de/10000925062
Saved in:
15
Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
Saved in:
16
Applied cointegration analysis in the mirror of macroeconomic theory
Söderlind, Paul
;
Vredin, Anders
-
1994
Persistent link: https://www.econbiz.de/10000898818
Saved in:
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