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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Time series analysis"
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Estimation theory
Statistische Methodenlehre
Time series analysis
Theorie
303
Theory
303
Mathematical programming
47
Mathematische Optimierung
47
Schätztheorie
36
Zeitreihenanalyse
33
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30
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30
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59
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Franses, Philip Hans
28
Dijk, Dick van
5
Ooms, Marius
5
Paap, Richard
5
Dijk, Herman K. van
4
Haan, Laurens de
4
Heij, Christiaan
4
Hobijn, Bart
4
Kleibergen, Frank
4
Drees, Holger
3
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3
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2
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2
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2
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1
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Dijk, H. K. van
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Haan, L. de
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Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
680
Economics letters
638
Econometric theory
433
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
401
International journal of forecasting
317
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
304
Econometric reviews
263
Journal of forecasting
246
Discussion paper / Tinbergen Institute
233
Série des documents de travail / Centre de Recherche en Économie et Statistique
216
Journal of applied econometrics
207
The review of economics and statistics
156
Journal of quantitative economics : official journal of the Indian Econometric Society
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Oxford bulletin of economics and statistics
147
Applied economics
145
Working paper / National Bureau of Economic Research, Inc.
140
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
135
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
132
CORE discussion paper : DP
127
Economic modelling
126
Discussion paper / Center for Economic Research, Tilburg University
119
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
115
Journal of economic dynamics & control
104
Working paper
101
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Statistical papers
95
Working paper / Department of Econometrics and Business Statistics, Monash University
94
Cowles Foundation discussion paper
88
EUI working paper / ECO
84
International economic review
84
Europäische Hochschulschriften / 5
82
CREATES research paper
78
SFB 649 discussion paper
77
Technical working paper / National Bureau of Economic Research
77
The econometrics journal
77
Annales d'économie et de statistique
76
The review of economic studies
76
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
75
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ECONIS (ZBW)
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1
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
2
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
3
Forecasting with periodic autoregressive time series models
Franses, Philip Hans
;
Paap, Richard
-
1999
Persistent link: https://www.econbiz.de/10001495838
Saved in:
4
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
5
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
6
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
7
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
8
Reduced rank regression using generalized method of moments estimators : with extensions to structural breaks in cointegration models
Kleibergen, Frank
-
1997
Persistent link: https://www.econbiz.de/10000977986
Saved in:
9
Do we often find ARCH because of neglected outliers?
Franses, Philip Hans
;
Dijk, Dick van
-
1997
Persistent link: https://www.econbiz.de/10000988125
Saved in:
10
Cusum charts for preliminary analysis of individual observations
Koning, Alex J.
;
Does, Ronald J. M. M.
-
1997
Persistent link: https://www.econbiz.de/10000988129
Saved in:
11
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000989872
Saved in:
12
A weak derivative approach to optimization of treshold parameters in a multi-component maintenance system
Heidergott, Bernd
-
1997
Persistent link: https://www.econbiz.de/10000973968
Saved in:
13
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
14
Are many current seasonally adjusted data downward biased?
Franses, Philip Hans
;
Ariño, Miguel A.
;
Hobijn, Bart
-
1997
Persistent link: https://www.econbiz.de/10000973979
Saved in:
15
Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000976191
Saved in:
16
Best attainable rates of convergence for estimates of the stable tail dependence function
Drees, Holger
;
Huang, Xin
-
1996
Persistent link: https://www.econbiz.de/10000939218
Saved in:
17
Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard
;
Franses, Philip Hans
;
Hoek, Henk
-
1996
Persistent link: https://www.econbiz.de/10000939347
Saved in:
18
Some evidence on a procedure for testing symmetry restrictions in large demand systems
Boer, Paul M. C. de
;
Harkema, Rins
;
Soede, A. J.
-
1996
Persistent link: https://www.econbiz.de/10000940492
Saved in:
19
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans
;
Paap, Richard
-
1996
Persistent link: https://www.econbiz.de/10000940695
Saved in:
20
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
21
Behavioural approximation of stochastic processes by rank reduced spectra
Heij, Christiaan
;
Scherrer, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000959335
Saved in:
22
A renewal theorem in the finite mean case
Geluk, J. L.
-
1996
Persistent link: https://www.econbiz.de/10000959338
Saved in:
23
A note on the effect of seasonal dummies on the periodogram regression
Ooms, Marius
;
Hassler, Uwe
-
1996
Persistent link: https://www.econbiz.de/10000959597
Saved in:
24
The impact of seasonal constants on forecasting seasonally cointegrated time series
Kunst, Robert M.
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000964173
Saved in:
25
Increasing seasonal variation : unit roots versus shifts in mean and trend
Franses, Philip Hans
;
Hobijn, Bart
-
1996
Persistent link: https://www.econbiz.de/10000948838
Saved in:
26
Optimal rates of convergence for estimates of the extreme value index
Drees, Holger
-
1995
Persistent link: https://www.econbiz.de/10000937606
Saved in:
27
Flexible seasonal long memory and economic time series
Ooms, Marius
-
1995
Persistent link: https://www.econbiz.de/10000943980
Saved in:
28
Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.
;
Haan, Laurens de
;
Sinha, Ashok Kumar
-
1995
Persistent link: https://www.econbiz.de/10000959331
Saved in:
29
A general class of estimators of the extreme value index
Drees, Holger
-
1995
Persistent link: https://www.econbiz.de/10000959390
Saved in:
30
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
31
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
;
Hoek, Henk
;
Paap, Richard
-
1995
Persistent link: https://www.econbiz.de/10000924661
Saved in:
32
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
33
Testing for seasonal unit roots in the presence of changing seasonal means
Franses, Philip Hans
;
Vogelsang, Timothy J.
-
1995
Persistent link: https://www.econbiz.de/10000924663
Saved in:
34
Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans
;
Ooms, Marius
-
1994
Persistent link: https://www.econbiz.de/10000898964
Saved in:
35
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
36
Critical values for unit root tests in seasonal time series
Franses, Philip Hans
;
Hobijn, Bart
-
1994
Persistent link: https://www.econbiz.de/10000910782
Saved in:
37
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
38
On the consistency of identification by dynamic factor models
Heij, Christiaan
;
Scherrer, Wolfgang
-
1994
Persistent link: https://www.econbiz.de/10000910784
Saved in:
39
Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong
;
Haan, Laurens de
;
Huang, Xin
-
1993
Persistent link: https://www.econbiz.de/10000893853
Saved in:
40
A model selection strategy for time series with increasing seasonal variation
Franses, Philip Hans
;
Koehler, Anne B.
-
1993
Persistent link: https://www.econbiz.de/10000893854
Saved in:
41
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894164
Saved in:
42
Testing for common trends across periodically integrated seasonal time series
Franses, Philip Hans
-
1993
Persistent link: https://www.econbiz.de/10000894172
Saved in:
43
Differencing a periodically integrated time series
Franses, Philip Hans
-
1993
Persistent link: https://www.econbiz.de/10000894184
Saved in:
44
Common features in periodic seasonal time series
Franses, Philip Hans
-
1993
-
Version: April 1993
Persistent link: https://www.econbiz.de/10000894474
Saved in:
45
Direct cointegration testing in error correction models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894482
Saved in:
46
Estimating pushing trends and pulling equilibria
Ooms, Marius
;
Dijk, Herman K. van
-
1992
Persistent link: https://www.econbiz.de/10000846663
Saved in:
47
The split-sample approach to statistical analysis
Praag, Bernard M. S. van
;
Kruiniger, Hugo
-
1991
Persistent link: https://www.econbiz.de/10000842025
Saved in:
48
System identifiability from finite time series
Heij, Christiaan
-
1991
Persistent link: https://www.econbiz.de/10000842027
Saved in:
49
A modified canonical correlation approach to approximate state space modelling
Heij, Christiaan
;
Roorda, Berend
-
1991
Persistent link: https://www.econbiz.de/10000842079
Saved in:
50
Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
Hop, J. Peter
;
Dijk, Herman K. van
-
1991
Persistent link: https://www.econbiz.de/10000842214
Saved in:
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