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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"Econometric reviews"
~isPartOf:"Finance research letters"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Prognoseverfahren
Estimation theory
522
Schätztheorie
522
Theorie
133
Theory
133
Time series analysis
100
Zeitreihenanalyse
100
Nichtparametrisches Verfahren
90
Nonparametric statistics
90
Estimation
76
Schätzung
76
Regression analysis
75
Regressionsanalyse
75
Statistical test
59
Statistischer Test
59
Panel
58
Panel study
58
Method of moments
38
Momentenmethode
38
Volatility
35
Volatilität
35
Autocorrelation
33
Autokorrelation
33
Statistical distribution
30
Statistische Verteilung
30
ARCH model
28
ARCH-Modell
28
Statistical theory
28
Statistische Methodenlehre
28
Bootstrap approach
27
Bootstrap-Verfahren
27
Simulation
27
Forecasting model
26
Kointegration
26
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Capital income
23
Kapitaleinkommen
23
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23
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Undetermined
38
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4
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53
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Collection of articles written by one author
Article in journal
Aufsatz in Zeitschrift
53
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English
53
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Bohn Nielsen, Heino
2
Cavaliere, Giuseppe
2
Taylor, Robert
2
Tsay, Ruey S.
2
Wagner, Martin
2
Ando, Tomohiro
1
Armah, Nii Ayi
1
Baltagi, Badi H.
1
Barassi, Marco R.
1
Birge, John R.
1
Boswijk, Herman Peter
1
Breitung, Jörg
1
Bresson, Georges
1
Brune, Barbara
1
Brännäs, Kurt
1
Bura, Efstathia
1
Cappuccio, Nunzio
1
Carrion i Silvestre, Josep Lluís
1
Cheng, Siang
1
Chevillon, Guillaume
1
Chávez-Bedoya, Luis
1
De Angelis, Luca
1
Dong, Chaohua
1
Duffy, James A.
1
Dutta, Sumanjay
1
Franchi, Massimo
1
Gao, Zhaoxing
1
Grable, John E.
1
Guo, Feifei
1
Hartkopf, Jan Patrick
1
Hellström, Jörgen
1
Hendry, David F.
1
Hirukawa, Masayuki
1
Hlouskova, Jaroslava
1
Hou, Xinmeng
1
Hsiao, Cheng
1
Hu, Shulan
1
Huang, Xiao
1
Huang, Xiaozhou
1
Jain, Shashi
1
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Econometric reviews
Finance research letters
Journal of econometrics
132
International journal of forecasting
117
Journal of forecasting
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economics letters
42
Econometric theory
35
Econometrics : open access journal
23
Economic modelling
23
The econometrics journal
23
Applied economics letters
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
International journal of economics and financial issues : IJEFI
14
Journal of the American Statistical Association : JASA
14
Oxford bulletin of economics and statistics
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of empirical finance
13
Computational economics
12
Insurance / Mathematics & economics
12
Journal of time series econometrics
12
European journal of operational research : EJOR
11
Journal of banking & finance
11
Quantitative finance
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of applied econometrics
10
Journal of financial econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of macroeconomics
9
Astin bulletin : the journal of the International Actuarial Association
8
International journal of economics and finance
8
Journal of quantitative economics
8
Journal of risk and financial management : JRFM
8
Risks : open access journal
8
The empirical economics letters : a monthly international journal of economics
8
International journal of production economics
7
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
53
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1
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
5
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
6
Lassoed boosting and linear prediction in the equities market
Huang, Xiao
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 733-751
Persistent link: https://www.econbiz.de/10015050638
Saved in:
7
Estimating the precise form of uncovered interest parity under the Stock-Watson dynamic OLS approach
Wu, Yimin
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062945
Saved in:
8
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
9
Limiting out-of-sample performance of optimal unconstrained portfolios
Chávez-Bedoya, Luis
;
Birge, John R.
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015062578
Saved in:
10
Economic uncertainty and time-varying return predictability
Liu, Li
- In:
Finance research letters
68
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015063722
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