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subject:"Zeitreihenanalyse"
language:"eng"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
39
Schätztheorie
39
Theorie
25
Theory
25
Time series analysis
21
Schweden
3
Sweden
3
ARCH model
2
ARCH-Modell
2
Arbeitslosigkeit
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Estimation
2
Heteroskedastizitätsanalyse
2
Lag model
2
Lag-Modell
2
Mehrproduktfertigung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multiproduct production
2
Returns to scale
2
Schätzung
2
Share price
2
Simulation
2
Skalenertrag
2
Technical efficiency
2
Technische Effizienz
2
Unemployment
2
Volatility
2
Volatilität
2
1960-1994
1
1962-1994
1
1985-1990
1
1991
1
1992-1993
1
ARFIMA
1
ARMA
1
Aktienindex
1
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Book / Working Paper
21
Type of publication (narrower categories)
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Graue Literatur
13
Non-commercial literature
13
Arbeitspapier
7
Working Paper
7
Collection of articles written by one author
6
Hochschulschrift
6
Sammlung
6
Thesis
6
Bibliografie enthalten
1
Bibliography included
1
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English
Author
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Teräsvirta, Timo
6
Gredenhoff, Mikael P.
4
Eklund, Bruno
3
He, Changli
3
Hagerud, Gustaf E.
2
Åsbrink, Stefan E.
2
Andersson, Michael K.
1
Becker, Torbjörn
1
Brännström, Tomas
1
Eitrhem, Øyvind
1
Jacobson, Tor
1
Karlsson, Sune
1
Larsson, Rolf
1
Lundbergh, Stefan
1
Lyhagen, Johan
1
Rydén, Tobias
1
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
48
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Umeå universitet
12
European University Institute / Department of Economics
11
Centre for Quantitative Economics & Computing
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Birkbeck College / Department of Economics
4
State University of New York at Albany / Department of Economics
4
European University Institute / Department of Law
3
London School of Economics and Political Science
3
University of Exeter / Department of Economics
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
2
Federal Reserve System / Division of Research and Statistics
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Chicago / Graduate School of Business
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Econometrics Conference <1995, Melbourne>
1
Edward Elgar Publishing
1
Forschungsinstitut zur Zukunft der Arbeit
1
Franco-Belgian Meeting of Statisticians <3, 1982, Rouen>
1
Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
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Working paper series in economics and finance
15
Source
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ECONIS (ZBW)
21
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1
Modelling economic high-frequency time series
Lundbergh, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001401660
Saved in:
2
Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
Saved in:
3
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
4
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
5
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
6
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
7
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
8
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
9
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
10
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:
11
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:
12
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000971355
Saved in:
13
Bootstrap testing for fractional integration
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1997
Persistent link: https://www.econbiz.de/10000971372
Saved in:
14
Statistical properties of GARCH processes
He, Changli
-
1997
Persistent link: https://www.econbiz.de/10000975043
Saved in:
15
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:
16
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
17
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
18
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
19
Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
Saved in:
20
An investigation of Ricardian equivalence in a common trends model
Becker, Torbjörn
-
1995
Persistent link: https://www.econbiz.de/10000920343
Saved in:
21
Money growth and inflation : implications of reducing the bias of VAR estimates
Brännström, Tomas
-
1995
Persistent link: https://www.econbiz.de/10000925062
Saved in:
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