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subject:"Probability theory"
subject:"Time series analysis"
~subject:"Bayesian inference"
~subject:"Prognoseverfahren"
~type_genre:"Amtsdruckschrift"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Bootstrap inference in time series econometrics
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Handbook of econometrics ; Vol. 2
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
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Robustness in econometrics
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Statistical methods in finance
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Count data autoregression modelling
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Handbook of research on emerging theories, models, and applications of financial econometrics
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Macroeconomic forecasting in the era of big data : theory and practice
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Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
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On testing and forecasting in fractionally integrated time series models
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30th anniversary edition
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Analyse saisonaler Zeitreihen
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Application of operations research to financial markets
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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ECONIS (ZBW)
309
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309
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1
Bootstrap model averaging unit root inference
Hansen, Bruce E.
;
Racine, Jeffrey
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 81-98)
.
2024
Persistent link: https://www.econbiz.de/10014559143
Saved in:
2
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
3
Temporal aggregation and the estimation of reverse regressions for commodities market models
Cartwright, Phillip A.
;
Riabko, Natalija
-
2024
Persistent link: https://www.econbiz.de/10015045561
Saved in:
4
Empirical studies of structural credit risk models and the application in default prediction : review and new evidence
Lee, Han-Hsing
;
Chen, Ren-Raw
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046862
Saved in:
5
Time aggregation and the estimation of the market model : revision and extension
Lee, Cheng F.
;
Lin, Fu-Lai
;
Cartwright, Phillip A.
-
2024
Persistent link: https://www.econbiz.de/10015046635
Saved in:
6
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
7
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
8
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
Saved in:
9
Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian
;
Tu, Yundong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 207-232)
.
2023
Persistent link: https://www.econbiz.de/10014313678
Saved in:
10
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
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