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subject:"Time series analysis"
~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"
~isPartOf:"Working paper"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
2,056
Schätztheorie
2,056
Theorie
518
Theory
518
Zeitreihenanalyse
385
Nichtparametrisches Verfahren
354
Nonparametric statistics
354
Regression analysis
314
Regressionsanalyse
314
Estimation
305
Schätzung
301
Panel
181
Panel study
181
Statistical test
170
Statistischer Test
170
Volatility
128
Volatilität
128
Method of moments
104
Momentenmethode
103
Forecasting model
97
Prognoseverfahren
97
Maximum likelihood estimation
90
Maximum-Likelihood-Schätzung
90
Induktive Statistik
89
Statistical inference
89
Autocorrelation
83
Autokorrelation
83
Bootstrap approach
82
Bootstrap-Verfahren
82
Instrumental variables
79
Cointegration
78
Kointegration
77
Statistical distribution
72
Statistische Verteilung
72
Stochastic process
72
Stochastischer Prozess
72
Bayes-Statistik
70
Bayesian inference
70
IV-Schätzung
67
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169
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11
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Article
339
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45
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Article in journal
337
Aufsatz in Zeitschrift
337
Arbeitspapier
37
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37
Graue Literatur
27
Non-commercial literature
27
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7
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7
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2
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2
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2
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2
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English
384
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Phillips, Peter C. B.
15
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Li, Jia
7
Stock, James H.
6
Todorov, Viktor
6
Andersen, Torben
5
Baillie, Richard
5
Bollerslev, Tim
5
Chen, Xiaohong
5
Davis, Richard A.
5
Elliott, Graham
5
Giraitis, Liudas
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
Baltagi, Badi H.
4
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Johansen, Søren
4
Koop, Gary
4
Koopman, Siem Jan
4
Li, Qi
4
Lütkepohl, Helmut
4
Mikkelsen, Hans Ole Æ.
4
Ng, Serena
4
Perron, Pierre
4
Sun, Yixiao
4
Watson, Mark W.
4
Aït-Sahalia, Yacine
3
Chen, Rong
3
Dalla, Violetta
3
Dong, Chaohua
3
Fan, Jianqing
3
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National Bureau of Economic Research
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Technical working paper / National Bureau of Economic Research
Working paper
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
Applied economics letters
49
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
Discussion paper
20
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ECONIS (ZBW)
384
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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