//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Zeitreihenanalyse"
language:"eng"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Simulation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Simulation
Estimation theory
184
Schätztheorie
184
Theorie
82
Theory
82
Time series analysis
21
Regression analysis
20
Regressionsanalyse
20
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Statistical distribution
17
Statistische Verteilung
17
Ausreißer
12
Outliers
12
Probability theory
12
Statistical test
12
Statistischer Test
12
Wahrscheinlichkeitsrechnung
12
Estimation
11
Schätzung
11
Sampling
10
Stichprobenerhebung
10
Robust statistics
9
Robustes Verfahren
9
Forecasting model
6
Modellierung
6
Panel
6
Panel study
6
Prognoseverfahren
6
Scientific modelling
6
Statistical theory
6
Statistische Methodenlehre
6
Bayes-Statistik
5
Bayesian inference
5
Kleinste-Quadrate-Methode
5
Least squares method
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Multivariate Verteilung
5
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
34
Type of publication (narrower categories)
All
Arbeitspapier
34
Working Paper
34
Graue Literatur
24
Non-commercial literature
24
Language
All
English
Author
All
Kleijnen, Jack P. C.
8
Werker, Bas J. M.
4
Drost, Feike C.
3
Čížek, Pavel
3
Durbin, James
2
Koopman, Siem Jan
2
McAleer, Michael
2
Nijman, Theodore E.
2
Akker, Ramon van den
1
Andreou, Elena
1
Bai, Jun
1
Banerjee, Anurag Narayan
1
Bera, Anil K.
1
Bettonvil, Bert
1
Bloemen, Hans G.
1
Chambers, Marcus J.
1
Charlier, Erwin
1
Cheng, Russell
1
Donkers, Bas
1
Einmahl, John H. J.
1
Franses, Philip Hans
1
Groenendaal, Willem J. van
1
He, Yi
1
Hoek, Henk
1
Härdle, Wolfgang
1
Jakeman, Anthony J.
1
Kapteyn, Arie
1
Klaassen, Chris A.
1
Klaassen, Franc
1
Kleibergen, Frank
1
Koo, Chao Hui
1
Lee, Sangkyu
1
Li, Youwei
1
MacCrorie, J. Roderick
1
Magnus, Jan R.
1
Markink, A. J.
1
Melenberg, Bertrand
1
Pesaran, Bahram
1
Ploeg, Frederick van der
1
Ravn, Morten O.
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
3
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
343
Econometric theory
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
154
Discussion paper / Tinbergen Institute
106
Econometric reviews
106
International journal of forecasting
65
Working paper / Department of Econometrics and Business Statistics, Monash University
65
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Applied economics letters
51
Econometrics : open access journal
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
NBER Working Paper
45
Economic modelling
42
The econometrics journal
42
Cowles Foundation discussion paper
41
Journal of time series econometrics
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Applied economics
39
Computational economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
34
EUI working paper / ECO
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
NBER working paper series
29
Oxford bulletin of economics and statistics
28
CEMMAP working papers / Centre for Microdata Methods and Practice
27
SFB 649 discussion paper
26
Umeå economic studies
26
Working paper
26
Working paper / National Bureau of Economic Research, Inc.
26
Working paper series
26
Technical working paper / National Bureau of Economic Research
25
Discussion paper
24
Discussion paper / Centre for Economic Forecasting
24
European journal of operational research : EJOR
24
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
34
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C.
-
2017
Persistent link: https://www.econbiz.de/10011659473
Saved in:
2
Jump-preserving varying-coefficient models for nonlinear time series
Čížek, Pavel
;
Koo, Chao Hui
-
2016
Persistent link: https://www.econbiz.de/10011643235
Saved in:
3
Regression and kriging metamodels with their experimental designs in simulation : review
Kleijnen, Jack P. C.
-
2015
Persistent link: https://www.econbiz.de/10011349935
Saved in:
4
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
5
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656441
Saved in:
6
Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
Saved in:
7
Frequency domain Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046442
Saved in:
8
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
9
Reweighted least trimmed squares : an alternative to one-step estimators
Čížek, Pavel
-
2010
Persistent link: https://www.econbiz.de/10008656735
Saved in:
10
Experimental designs for sensitivity analysis of simulation models
Kleijnen, Jack P. C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001561768
Saved in:
11
White noise assumptions revisited : regression models and statistical designs for simulation practice
Kleijnen, Jack P. C.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003337712
Saved in:
12
Meta-modeling by symbolic regression and parteo simulated annealing
Stinstra, Erwin
(
contributor
);
Rennen, Gijs
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003303491
Saved in:
13
Regression models and experimental designs: a tutorial for simulation analysis
Kleijnen, Jack P. C.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003290430
Saved in:
14
The econometric analysis of microscopic simulation models
Li, Youwei
(
contributor
);
Donkers, Bas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003385008
Saved in:
15
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
16
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
17
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
18
On adjusting the HP-filter for the frequency of observations
Ravn, Morten O.
;
Uhlig, Harald
-
1997
Persistent link: https://www.econbiz.de/10000962183
Saved in:
19
Experimental design for sensitivity analysis, optimization, and validation of simulation models
Kleijnen, Jack P. C.
-
1997
Persistent link: https://www.econbiz.de/10000962205
Saved in:
20
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
-
1997
Persistent link: https://www.econbiz.de/10000972600
Saved in:
21
Validation of simulation models : regression analysis revisited
Kleijnen, Jack P. C.
;
Bettonvil, Bert
;
Groenendaal, …
-
1996
Persistent link: https://www.econbiz.de/10000932647
Saved in:
22
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
23
Optimal design of simulation experiments with nearly saturated queues
Cheng, Russell
;
Kleijnen, Jack P. C.
-
1995
Persistent link: https://www.econbiz.de/10000915410
Saved in:
24
Bayesian analysis of arma models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1995
Persistent link: https://www.econbiz.de/10000926871
Saved in:
25
A smoothed maximum score estimator for the binary choice panel data model with individual fixed effects and application to labour force participation
Charlier, Erwin
-
1994
Persistent link: https://www.econbiz.de/10000897592
Saved in:
26
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
27
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
28
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
;
Sentana, Enrique
-
1993
Persistent link: https://www.econbiz.de/10000854586
Saved in:
29
The joint estimation of a non-linear labour supply function and a wage equation using simulated response probabilities
Bloemen, Hans G.
;
Kapteyn, Arie
-
1992
Persistent link: https://www.econbiz.de/10000844567
Saved in:
30
Incomplete panels and selection bias : a survey
Verbeek, Marno
;
Nijman, Theodore E.
-
1992
Persistent link: https://www.econbiz.de/10000834351
Saved in:
31
Information matrix test, parameter heterogeneity and arch : a synthesis
Bera, Anil K.
;
Lee, Sangkyu
-
1991
-
Rev.
Persistent link: https://www.econbiz.de/10000824219
Saved in:
32
Discrimination between nested two- and three-parameter distributions : an application to models of air pollution
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1990
Persistent link: https://www.econbiz.de/10000789356
Saved in:
33
Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R.
;
Pesaran, Bahram
-
1990
Persistent link: https://www.econbiz.de/10000782912
Saved in:
34
Dynamic policy simulation of linear models with rational expectations of future events : a computer package
Markink, A. J.
;
Ploeg, Frederick van der
-
1989
Persistent link: https://www.econbiz.de/10000782861
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->