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subject:"Zeitreihenanalyse"
language:"eng"
~type:"article"
~isPartOf:"Journal of economic dynamics & control"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
86
Schätztheorie
86
Theorie
36
Theory
36
Estimation
14
Time series analysis
13
Schätzung
10
Rational expectations
9
Rationale Erwartung
9
VAR model
9
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9
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Agentenbasierte Modellierung
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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Bayes-Statistik
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Bayesian inference
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Monte Carlo simulation
7
Monte-Carlo-Simulation
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Simulation
7
CAPM
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Bayesian estimation
5
Modellierung
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Scientific modelling
5
ARCH model
4
ARCH-Modell
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Capital income
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Identification
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Kapitaleinkommen
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Learning process
4
Lernprozess
4
Option pricing theory
4
Optionspreistheorie
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Schock
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4
Structural vector autoregression
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13
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13
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English
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Cogley, Timothy
2
Lütkepohl, Helmut
2
Coakley, Jerry
1
Fuertes, Ana María
1
Harvey, Andrew C.
1
Havenner, Arthur
1
Hong, Yongmiao
1
Kim, Tae-hwan
1
Klein, Paul
1
Lee, Dong Jin
1
Leng, Zhiqiang
1
Lof, Matthijs
1
Mertens, Elmar
1
Milunovich, George
1
Mittnik, Stefan
1
Mizen, Paul
1
Nason, James Michael
1
Pérez, María-Teresa
1
Schlaak, Thore
1
Streibel, Mariane
1
Telyukova, Irina A.
1
Ye, Shiqi
1
Zheng, Tingguo
1
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Journal of economic dynamics & control
Journal of econometrics
308
Econometric theory
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
135
Econometric reviews
85
International journal of forecasting
62
Journal of forecasting
53
Applied economics letters
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Econometrics : open access journal
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
The econometrics journal
37
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
32
Computational economics
31
Journal of applied econometrics
30
Journal of empirical finance
24
Oxford bulletin of economics and statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of risk and financial management : JRFM
16
Journal of macroeconomics
15
Journal of financial econometrics
14
The review of economics and statistics
14
Quantitative economics : QE ; journal of the Econometric Society
12
The review of economic studies
12
Finance research letters
11
Journal of banking & finance
11
International journal of economics and financial issues : IJEFI
10
Quantitative finance
10
Central European journal of economic modelling and econometrics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Energy economics
9
Essays in honor of Joon Y. Park : econometric theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
The empirical economics letters : a monthly international journal of economics
9
Insurance / Mathematics & economics
8
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ECONIS (ZBW)
13
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1
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
2
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
Saved in:
3
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
4
Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut
;
Milunovich, George
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
Saved in:
5
Measuring high-frequency income risk from low-frequency data
Klein, Paul
;
Telyukova, Irina A.
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 535-542
Persistent link: https://www.econbiz.de/10009710498
Saved in:
6
Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
Saved in:
7
Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1831-1844
Persistent link: https://www.econbiz.de/10009701923
Saved in:
8
Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry
;
Fuertes, Ana María
;
Pérez, María-Teresa
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2219-2242
Persistent link: https://www.econbiz.de/10001768920
Saved in:
9
Estimating and testing rational expectations models when the trend specification is uncertain
Cogley, Timothy
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1485-1525
Persistent link: https://www.econbiz.de/10001603784
Saved in:
10
Improved estimates of the parameters of state space time series models
Havenner, Arthur
- In:
Journal of economic dynamics & control
20
(
1996
)
5
,
pp. 767-789
Persistent link: https://www.econbiz.de/10001198046
Saved in:
11
Effects of the Hodrick-Prescott filter on trend and difference stationary time series : implications for business cycle research
Cogley, Timothy
- In:
Journal of economic dynamics & control
19
(
1995
)
1
,
pp. 253-278
Persistent link: https://www.econbiz.de/10001172947
Saved in:
12
Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
Saved in:
13
Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
Mittnik, Stefan
- In:
Journal of economic dynamics & control
15
(
1991
)
4
,
pp. 731-740
Persistent link: https://www.econbiz.de/10001111238
Saved in:
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