//--> //--> //--> //-->
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
subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of time series econometrics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"VAR-Modell"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Maximum-Likelihood-Schätzung
VAR-Modell
Estimation theory
243
Schätztheorie
243
Theorie
82
Theory
82
Zeitreihenanalyse
60
Regression analysis
26
Regressionsanalyse
26
Statistical test
22
Statistischer Test
22
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Statistical distribution
18
Statistische Verteilung
18
Estimation
16
Schätzung
16
Simulation
15
ARCH model
13
ARCH-Modell
13
Ausreißer
12
Forecasting model
12
Outliers
12
Prognoseverfahren
12
Wahrscheinlichkeitsrechnung
12
Cointegration
10
Kointegration
10
Sampling
10
Stichprobenerhebung
10
Einheitswurzeltest
9
Maximum likelihood estimation
9
Robust statistics
9
Robustes Verfahren
9
Structural break
9
Strukturbruch
9
Unit root test
9
ARMA model
7
ARMA-Modell
7
Autocorrelation
7
more ...
less ...
Online availability
All
Undetermined
41
Free
16
Type of publication
All
Article
43
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Arbeitspapier
38
Working Paper
38
Graue Literatur
34
Non-commercial literature
34
Language
All
English
81
Author
All
Einmahl, John H. J.
6
Werker, Bas J. M.
6
Drost, Feike C.
5
Čížek, Pavel
4
Akker, Ramon van den
3
Durbin, James
3
McAleer, Michael
3
Arvanitis, Stelios
2
Asai, Manabu
2
Chen Zhou
2
Dēmos, Antōnēs A.
2
Fernández, Carmen
2
Genugten, Ben B. van der
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Kurozumi, Eiji
2
Magnus, Jan R.
2
Moors, Johannes J. A.
2
Nijman, Theodore E.
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Raats, V. M.
2
Skrobotov, Anton
2
Steel, Mark F. J.
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Andreou, Elena
1
Bai, Jun
1
Banerjee, Anurag Narayan
1
Bardet, Jean-Marc
1
Bera, Anil K.
1
Berthet, Philippe
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chambers, Marcus J.
1
Charlier, Erwin
1
Chen, Jie
1
Chiann, Chang
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
3
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Journal of time series econometrics
Journal of econometrics
418
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
Econometric theory
181
Economics letters
179
Discussion paper / Tinbergen Institute
136
Econometric reviews
114
International journal of forecasting
74
Working paper / Department of Econometrics and Business Statistics, Monash University
71
CREATES research paper
69
Journal of forecasting
59
Applied economics letters
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometrics : open access journal
56
Journal of the American Statistical Association : JASA
53
NBER Working Paper
53
The econometrics journal
50
Cowles Foundation discussion paper
48
Economic modelling
46
Applied economics
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Computational economics
39
Working paper
37
Journal of applied econometrics
36
EUI working paper / ECO
33
NBER working paper series
32
Oxford bulletin of economics and statistics
32
CEMMAP working papers / Centre for Microdata Methods and Practice
31
CESifo working papers
30
Discussion paper
30
NBER technical working paper series
30
Journal of empirical finance
29
Report / Econometric Institute, Erasmus University Rotterdam
29
SFB 649 discussion paper
29
Technical working paper / National Bureau of Economic Research
27
Working paper series
27
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
3
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
4
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
5
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
6
Temporally local maximum likelihood with application to SIS model
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 151-198
Persistent link: https://www.econbiz.de/10014465605
Saved in:
7
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
8
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
9
Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
Saved in:
10
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->