//--> //--> //--> //-->
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:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial econometrics"
~type_genre:"Aufsatz in Zeitschrift"
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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Estimation
209
Schätzung
205
Theorie
96
Theory
96
Volatility
51
Volatilität
51
Zeitreihenanalyse
49
Monetary policy
41
Capital income
40
Geldpolitik
40
Kapitaleinkommen
40
Business cycle
38
Konjunktur
38
Schock
36
Shock
36
VAR model
32
VAR-Modell
32
Estimation theory
30
Forecasting model
30
Prognoseverfahren
30
Schätztheorie
30
Bayes-Statistik
28
Bayesian inference
28
Börsenkurs
27
Share price
27
Dynamic equilibrium
19
Dynamisches Gleichgewicht
19
State space model
19
Zustandsraummodell
19
Inflation
18
Portfolio selection
18
Portfolio-Management
18
ARCH model
17
ARCH-Modell
17
Markov chain
17
Markov-Kette
17
Risk
15
CAPM
14
Risikomaß
14
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
59
Language
All
English
59
Author
All
Aguiar-Conraria, Luís
2
Berger, Tino
2
Chan, Joshua
2
Everaert, Gerdie
2
Ghysels, Eric
2
Lütkepohl, Helmut
2
Martins, Manuel Mota Freitas
2
Nolte, Ingmar
2
Soares, Maria Joana
2
Ahn, Hie Joo
1
Amir Ahmadi, Pooyan
1
Anderson, Richard G.
1
Andreou, Elena
1
Babii, Andrii
1
Bordo, Michael D.
1
Bruns, Martin
1
Bu, Di
1
Bu, Ruijun
1
Calzolari, Giorgio
1
Casares, Miguel
1
Cenesizoglu, Tolga
1
Chauvet, Marcelle
1
Chen, Qiang
1
Chen, Yong
1
Chorro, Christophe
1
Cordoni, Francesco
1
Dendramis, Yiannis
1
Dorémus, Nicolas
1
Duca, John V.
1
Ellington, Michael
1
Erdemlioglu, Deniz
1
Fang, Lei
1
Flor, Michael A.
1
Gagliardini, Patrick
1
Gallegati, Marco
1
Gelain, Paolo
1
Gerlach, Richard
1
Giri, Federico
1
Gomes, Sandra
1
Gong, Yuting
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Journal of financial econometrics
Economic modelling
99
Applied economics
92
Journal of econometrics
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
Energy economics
77
Economics letters
64
Applied economics letters
63
Finance research letters
58
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
American economic journal : a journal of the American Economic Association
54
International review of economics & finance : IREF
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
International journal of forecasting
51
Academy of Management journal : AMJ
41
The review of financial studies
33
The American economic review
30
Journal of applied econometrics
29
Econometric reviews
26
Journal of banking & finance
24
Journal of empirical finance
24
Research in international business and finance
24
Journal of macroeconomics
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
International review of financial analysis
22
Computational economics
21
The journal of finance : the journal of the American Finance Association
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
The review of economics and statistics
19
Journal of forecasting
18
International journal of finance & economics : IJFE
17
Macroeconomic dynamics
17
Journal of international money and finance
16
Quantitative finance
16
The quarterly journal of economics
16
Economic research
15
Journal of financial and quantitative analysis : JFQA
15
Journal of international financial markets, institutions & money
15
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
2
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
6
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
7
Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco
;
Dorémus, Nicolas
;
Moneta, Alessio
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015050285
Saved in:
8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Testing for regime changes in portfolios with a large number of assets : a robust approach to factor heteroskedasticity
Massacci, Daniele
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 316-367
Persistent link: https://www.econbiz.de/10014314751
Saved in:
10
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->