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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Prognoseverfahren
Regressionsanalyse
Estimation theory
232
Schätztheorie
232
Zeitreihenanalyse
65
Regression analysis
55
Nichtparametrisches Verfahren
53
Nonparametric statistics
53
Estimation
48
Schätzung
48
Statistical test
21
Statistischer Test
21
Volatility
21
Volatilität
21
ARCH model
19
ARCH-Modell
19
Stochastic process
19
Stochastischer Prozess
19
Cointegration
18
Kointegration
18
Statistical distribution
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Statistische Verteilung
18
Theorie
15
Theory
15
VAR model
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VAR-Modell
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Bootstrap approach
12
Bootstrap-Verfahren
12
Nichtlineare Regression
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Nonlinear regression
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Capital income
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11
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Markov-Kette
11
Statistical error
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10
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9
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Härdle, Wolfgang
15
Carroll, Raymond J.
6
Liang, Hua
6
Breitung, Jörg
3
Delecroix, Michel
3
Golubev, Georgi
3
Lütkepohl, Helmut
3
Mammen, Enno
3
Müller, Marlene
3
Yang, Lijian
3
Čížek, Pavel
3
Bunke, Olaf
2
Gil-Alaña, Luis A.
2
Gutierrez, Roberto G.
2
Hristache, Marian
2
Iturria, Stephen J.
2
Kim, Woocheol
2
Klemelä, Jussi
2
Kokoszka, Piotr
2
Li, Jing
2
Neumann, Michael H.
2
Ruppert, David
2
Schweikert, Karsten
2
Sommerfeld, Volker
2
Sperlich, Stefan
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Spokojnyj, Vladimir G.
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Tamine, Julien
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Teräsvirta, Timo
2
Teyssière, Gilles
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Tjostheim, Dag
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Tripathi, Gautam
2
Werwatz, Axel
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Atems, Bebonchu
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Benkwitz, Alexander
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
56
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Discussion papers of interdisciplinary research project 373
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
594
Econometric theory
255
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Economics letters
242
Econometric reviews
158
Discussion paper / Tinbergen Institute
153
International journal of forecasting
134
Journal of the American Statistical Association : JASA
132
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
112
CEMMAP working papers / Centre for Microdata Methods and Practice
109
Journal of forecasting
105
The econometrics journal
93
Working paper / Department of Econometrics and Business Statistics, Monash University
86
Cowles Foundation discussion paper
80
NBER Working Paper
80
CREATES research paper
72
Applied economics letters
70
Econometrics : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Economic modelling
58
NBER working paper series
58
Discussion paper / Center for Economic Research, Tilburg University
56
Computational economics
53
Journal of applied econometrics
51
Applied economics
50
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
50
European journal of operational research : EJOR
50
Discussion paper
48
Discussion paper series / IZA
48
Working paper
48
Journal of time series econometrics
47
Série des documents de travail / Centre de Recherche en Économie et Statistique
45
Insurance / Mathematics & economics
44
SFB 649 discussion paper
44
Cowles Foundation Discussion Paper
42
Oxford bulletin of economics and statistics
42
Quantitative economics : QE ; journal of the Econometric Society
37
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ECONIS (ZBW)
118
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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2
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
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6
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
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7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
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8
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
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9
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
10
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
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