//--> //--> //--> //-->
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
isPartOf:"Journal of empirical finance"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~subject:"Capital income"
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
Capital income
Estimation theory
805
Schätztheorie
805
Theorie
303
Theory
303
Time series analysis
185
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
Regression analysis
97
Regressionsanalyse
97
Estimation
51
Schätzung
51
ARCH model
48
ARCH-Modell
48
Statistical test
48
Statistischer Test
48
Autocorrelation
40
Autokorrelation
40
Volatility
35
Volatilität
35
Statistical distribution
32
Statistische Verteilung
32
Cointegration
25
Kointegration
25
Method of moments
25
Momentenmethode
25
Forecasting model
24
Induktive Statistik
24
Prognoseverfahren
24
Statistical inference
24
Stochastic process
24
Stochastischer Prozess
24
Einheitswurzeltest
23
Unit root test
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Kapitaleinkommen
21
more ...
less ...
Online availability
All
Undetermined
55
Free
5
Type of publication
All
Article
194
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
195
Aufsatz in Zeitschrift
195
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
4
Conference proceedings
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
197
Author
All
Phillips, Peter C. B.
7
Leybourne, Stephen James
5
Chambers, Marcus J.
4
Chan, Ngai Hang
4
Johansen, Søren
4
Nielsen, Morten Ørregaard
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Gao, Jiti
3
Grégoir, Stéphane
3
Linton, Oliver
3
Peng, Liang
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Zakoïan, Jean-Michel
3
Zhang, Rongmao
3
Breitung, Jörg
2
Broze, Laurence
2
Chen, Xiaohong
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Harvey, Andrew C.
2
Harvey, David I.
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Lieberman, Offer
2
Lütkepohl, Helmut
2
McCabe, Brendan Peter Martin
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Perron, Pierre
2
Poskitt, Donald Stephen
2
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
Journal of empirical finance
Econometric theory
Journal of econometrics
336
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
142
Discussion paper / Tinbergen Institute
99
Econometric reviews
92
International journal of forecasting
67
Working paper / Department of Econometrics and Business Statistics, Monash University
66
Journal of forecasting
60
CREATES research paper
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
53
Econometrics : open access journal
51
NBER Working Paper
44
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
41
The econometrics journal
40
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Economic modelling
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Applied economics
36
Computational economics
35
Journal of the American Statistical Association : JASA
35
Journal of applied econometrics
32
NBER working paper series
32
Finance research letters
28
SFB 649 discussion paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Working paper
27
EUI working paper / ECO
26
Working paper / National Bureau of Economic Research, Inc.
26
Working paper series
26
Discussion paper / Centre for Economic Forecasting
24
Discussion paper / Department of Economics, University of California San Diego
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Oxford bulletin of economics and statistics
24
LSE STICERD Research Paper
23
Technical working paper / National Bureau of Economic Research
23
more ...
less ...
Source
All
ECONIS (ZBW)
197
Showing
1
-
10
of
197
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
3
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
4
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
6
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
7
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
8
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
9
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
10
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->