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subject:"Estimation"
subject:"Yield curve"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bayes-Statistik"
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Search: subject_exact:"Estimation theory"
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Estimation
Yield curve
Bayes-Statistik
Estimation theory
167
Schätztheorie
167
Time series analysis
66
Zeitreihenanalyse
66
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Schätzung
38
Panel
25
Panel study
25
Regression analysis
24
Regressionsanalyse
24
Bayesian inference
21
Forecasting model
20
Prognoseverfahren
20
Theorie
16
Theory
16
Statistical test
12
Statistischer Test
12
Cointegration
11
Kointegration
11
VAR model
10
VAR-Modell
10
Bootstrap approach
8
Bootstrap-Verfahren
8
Factor analysis
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical theory
8
Statistische Methodenlehre
8
Faktorenanalyse
7
Method of moments
7
Momentenmethode
7
Australia
6
Australien
6
Bias
6
Börsenkurs
6
Causality analysis
6
IV-Schätzung
6
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Graue Literatur
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58
Working Paper
58
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English
58
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Gao, Jiti
24
Martin, Gael M.
11
Frazier, David T.
7
Robert, Christian P.
7
Peng, Bin
6
Cheng, Tingting
5
Gong, Xiaodong
5
Zhang, Xibin
5
Linton, Oliver
4
Athanasopoulos, George
3
Feng, Guohua
3
Forbes, Catherine Scipione
3
Hyndman, Rob J.
3
Poskitt, Donald Stephen
3
Vahid, Farshid
3
Yan, Yayi
3
Yang, Yanrong
3
Cai, Biqing
2
Jiang, Bin
2
Kapetanios, George
2
King, Maxwell L.
2
Koo, Bonsoo
2
Li, Degui
2
Liang, Xuan
2
Loiza-Maya, Ruben
2
Maneesoonthorn, Worapree
2
Pan, Guangming
2
Panagiotelis, Anastasios
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
Sarafidis, Vasilis
2
Shang, Han Lin
2
Smith, Michael S.
2
Zhang, Xiaohui
2
Anderson, Heather M.
1
Bai, Yu
1
Bailey, Natalia
1
Chen, Haotian
1
Chen, Xiangjin B.
1
Frazier, D. T.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
265
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
124
Discussion paper series / IZA
66
Econometric reviews
65
Economic modelling
64
Applied economics letters
59
NBER Working Paper
58
CEMMAP working papers / Centre for Microdata Methods and Practice
56
NBER working paper series
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Journal of applied econometrics
48
Discussion paper / Tinbergen Institute
46
Applied economics
44
Working paper
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Quantitative economics : QE ; journal of the Econometric Society
38
Discussion papers / CEPR
37
CESifo working papers
36
Journal of the American Statistical Association : JASA
35
Working paper / National Bureau of Economic Research, Inc.
35
Discussion paper
34
IZA Discussion Paper
34
Econometrics : open access journal
33
The econometrics journal
33
Econometric theory
31
Journal of banking & finance
31
Journal of empirical finance
31
International journal of forecasting
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Computational economics
28
Insurance / Mathematics & economics
27
European journal of operational research : EJOR
25
Finance research letters
24
Journal of economic dynamics & control
24
Journal of forecasting
24
Journal of financial econometrics
22
SFB 649 discussion paper
22
The review of economics and statistics
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ECONIS (ZBW)
58
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Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
3
Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
Saved in:
4
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
5
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
6
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
7
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
8
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
9
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
10
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
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