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subject:"Produktivität"
type_genre:"Graue Literatur"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Zeitreihenanalyse"
~type_genre:"Advisory report"
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Produktivität
Zeitreihenanalyse
Estimation
82
Schätzung
82
Estimation theory
38
Schätztheorie
38
Time series analysis
26
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Theorie
24
Theory
24
Panel
19
Panel study
19
Australia
12
Australien
12
Cointegration
12
Kointegration
12
Börsenkurs
10
Regression analysis
10
Regressionsanalyse
10
Share price
10
USA
9
United States
9
Welt
9
World
9
Forecasting model
8
Prognoseverfahren
8
VAR model
8
VAR-Modell
8
Factor analysis
6
Capital income
5
Faktorenanalyse
5
Kapitaleinkommen
5
Statistical test
5
Statistischer Test
5
1998-1999
4
ARCH model
4
ARCH-Modell
4
ARMA model
4
ARMA-Modell
4
Bayes-Statistik
4
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25
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27
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Graue Literatur
Advisory report
Arbeitspapier
27
Non-commercial literature
27
Working Paper
27
Forschungsbericht
1
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English
27
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Gao, Jiti
13
Linton, Oliver
4
Hyndman, Rob J.
3
Athanasopoulos, George
2
Cai, Biqing
2
Cheng, Tingting
2
Forbes, Catherine Scipione
2
Martin, Gael M.
2
Peng, Bin
2
Poskitt, Donald Stephen
2
Vahid, Farshid
2
Yan, Yayi
2
Yang, Yanrong
2
Anderson, Heather M.
1
Bailey, Natalia
1
Bollen, Bernard
1
Chen, Xiangjin B.
1
Dong, Chaohua
1
Dumrongrittikul, Taya
1
Gamakumara, Puwasala
1
Grose, Simone D.
1
Guo, M.
1
Haghbin, Hossein
1
Harris, David
1
Hashemi, Maryam
1
Inder, Brett A.
1
Jiang, Bin
1
Kalb, Guyonne
1
Kapetanios, George
1
Kew, Hsein
1
Kofman, Paul
1
Koo, Bonsoo
1
La Vecchia, Davide
1
Leigh, Catherine
1
Li, Degui
1
Liu, Fei
1
Ma, Shujie
1
Maneesoonthorn, Worapree
1
Mengersen, Kerrie
1
Pan, G.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
128
Discussion paper series / IZA
108
Working paper / National Bureau of Economic Research, Inc.
102
Discussion paper / Centre for Economic Policy Research
75
Working paper
74
Discussion paper / Tinbergen Institute
72
Discussion paper
56
Discussion papers / Deutsches Institut für Wirtschaftsforschung
43
Kiel working paper
40
CAMA working paper series
31
Economics and finance working paper series
29
Discussion papers / CEPR
27
CREATES research paper
25
University of Lüneburg Working paper series in economics
24
SFB 649 discussion paper
23
Working paper series
23
ZEW discussion papers
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
RIETI discussion paper
21
Working paper series / European Central Bank
19
Cambridge working papers in economics
17
Discussion papers of interdisciplinary research project 373
17
KOF working papers
16
Working papers
15
Discussion paper / Deutsche Bundesbank
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Finance and economics discussion series
14
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
13
Discussion paper series
13
Documentos de trabajo / Banco de España
13
Kieler Arbeitspapiere
13
Working paper series in economics and finance
13
Economics working paper
12
Reihe Ökonomie
12
Research paper series / Swiss Finance Institute
12
WIFO working papers
12
Working papers / Federal Reserve Bank of Philadelphia, Research Department
12
Federal Reserve Bank of Cleveland working paper series
11
IHS economics series : working paper
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ECONIS (ZBW)
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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
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:
3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
6
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
7
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
8
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
9
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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