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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
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Time series analysis
United States
Estimation theory
238
Schätztheorie
238
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Zeitreihenanalyse
53
Regression analysis
51
Regressionsanalyse
51
Panel
42
Panel study
42
Estimation
40
Schätzung
40
Statistical test
40
Statistischer Test
40
Method of moments
26
Momentenmethode
26
Autocorrelation
24
Autokorrelation
24
Bootstrap approach
16
Bootstrap-Verfahren
16
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Modellierung
16
Scientific modelling
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Statistical distribution
14
Statistische Verteilung
14
panel data
14
Cointegration
13
Stochastic process
13
Stochastischer Prozess
13
Kleinste-Quadrate-Methode
12
Kointegration
12
Least squares method
12
Volatility
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Volatilität
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Heteroscedasticity
11
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11
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10
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Teräsvirta, Timo
4
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dong, Chaohua
2
Gao, Jiti
2
Hsiao, Cheng
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Lucas, André
2
Medeiros, Marcelo C.
2
Amado, Cristina
1
Baillie, Richard
1
Baltagi, Badi H.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bermudez, P. de Zea
1
Bierens, Herman J.
1
Cai, Yuzhi
1
Cai, Zongwu
1
Carrion i Silvestre, Josep Lluís
1
Casini, Alessandro
1
Catani, Paul
1
Catania, Leopoldo
1
Cheng, Tingting
1
Chevillon, Guillaume
1
Cho, Jin Seo
1
Davidson, Russell
1
Du, Zaichao
1
Duffy, James A.
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Escanciano, Juan Carlos
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Fermanian, Jean-David
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Fernandes, Marcelo
1
Franchi, Massimo
1
Galbraith, John W.
1
Grassi, Stefano
1
Gu, Jingping
1
Gu, Wentao
1
Guo, Zi-Yi
1
Hendry, David F.
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Econometric reviews
Journal of econometrics
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Economics letters
45
International journal of forecasting
41
Econometric theory
37
Journal of time series econometrics
37
Computational economics
24
The econometrics journal
18
Applied economics letters
16
Economic modelling
16
Discussion paper / Centre for Economic Policy Research
13
Journal of financial econometrics
13
Applied economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
Journal of forecasting
11
Working paper / National Bureau of Economic Research, Inc.
10
Discussion papers / CEPR
9
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Energy economics
8
Journal of quantitative economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Quantitative finance
7
International journal of economics and finance
6
Journal of risk
6
The review of economics and statistics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
Journal of economic dynamics & control
5
Journal of mathematical finance
5
NBER working paper series
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of production economics
4
International journal of production research
4
Journal of banking & finance
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1
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
2
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
3
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
4
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
5
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
6
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
7
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
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8
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
9
A diagnostic test for specification of copulas under censorship
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
Saved in:
10
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
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