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subject:"Time series analysis"
~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
2,112
Schätztheorie
2,112
Theorie
490
Theory
490
Zeitreihenanalyse
413
Nichtparametrisches Verfahren
353
Nonparametric statistics
353
Estimation
328
Schätzung
324
Regression analysis
313
Regressionsanalyse
313
Panel
190
Panel study
190
Statistical test
173
Statistischer Test
173
Volatility
127
Volatilität
127
Method of moments
110
Momentenmethode
109
Forecasting model
92
Prognoseverfahren
92
Autocorrelation
91
Autokorrelation
91
Cointegration
91
Kointegration
90
Maximum likelihood estimation
90
Maximum-Likelihood-Schätzung
90
Induktive Statistik
85
Statistical inference
85
Bootstrap approach
82
Bootstrap-Verfahren
82
Instrumental variables
77
Statistical distribution
73
Statistische Verteilung
73
Stochastic process
69
Stochastischer Prozess
69
Causality analysis
67
Correlation
67
Kausalanalyse
67
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185
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1
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Article
388
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24
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Article in journal
386
Aufsatz in Zeitschrift
386
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22
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22
Graue Literatur
9
Non-commercial literature
9
Collection of articles of several authors
7
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7
Conference paper
2
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2
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2
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2
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English
412
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Phillips, Peter C. B.
12
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Li, Jia
6
Stock, James H.
6
Todorov, Viktor
6
Agiakloglou, Christos N.
5
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Elliott, Graham
5
Kim, Donggyu
5
Li, Yingying
5
Nelson, Daniel B.
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zhu, Ke
5
Baillie, Richard
4
Baltagi, Badi H.
4
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
4
Li, Qi
4
Lütkepohl, Helmut
4
Ng, Serena
4
Perron, Pierre
4
Sun, Yixiao
4
Watson, Mark W.
4
Yamada, Hiroshi
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Chen, Rong
3
Cook, Steven
3
Dong, Chaohua
3
Fan, Jianqing
3
Gao, Jiti
3
Johansen, Søren
3
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National Bureau of Economic Research
1
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Applied economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Technical working paper / National Bureau of Economic Research
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
135
Discussion paper / Tinbergen Institute
98
Econometric reviews
87
International journal of forecasting
63
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Econometrics : open access journal
47
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
NBER Working Paper
39
The econometrics journal
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Applied economics
35
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Computational economics
31
Journal of applied econometrics
30
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
NBER working paper series
26
SFB 649 discussion paper
26
Journal of empirical finance
24
Oxford bulletin of economics and statistics
24
Working paper series
24
LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
21
Umeå economic studies
21
Working paper
21
Discussion paper
20
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ECONIS (ZBW)
412
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
5
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
6
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
7
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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8
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Structural VAR models in the frequency domain
Guay, Alain
;
Pelgrin, Florian
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332268
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