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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Econometric reviews"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Monte-Carlo-Simulation
Estimation theory
687
Schätztheorie
687
Theorie
205
Theory
205
Time series analysis
141
Estimation
104
Schätzung
104
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Regression analysis
82
Regressionsanalyse
82
Panel
67
Panel study
67
Statistical test
66
Statistischer Test
66
Cointegration
40
Method of moments
40
Momentenmethode
40
Kointegration
39
Monte Carlo simulation
35
Autocorrelation
33
Autokorrelation
32
Statistical theory
31
Statistische Methodenlehre
31
Statistical distribution
30
Statistische Verteilung
30
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30
Volatilität
30
ARCH model
28
ARCH-Modell
28
Maximum likelihood estimation
27
Maximum-Likelihood-Schätzung
27
Simulation
26
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25
Bootstrap-Verfahren
25
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24
Scientific modelling
24
USA
24
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82
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8
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Article
149
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28
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149
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149
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9
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9
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Granger, C. W. J.
8
Engle, Robert F.
7
Teräsvirta, Timo
6
White, Halbert
6
Baltagi, Badi H.
3
Hendry, David F.
3
Blasques, Francisco
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
2
Dufour, Jean-Marie
2
Gao, Jiti
2
Haldrup, Niels
2
Hong, Yongmiao
2
Hsiao, Cheng
2
Hyung, Namwon
2
Juodis, Artūras
2
Kapetanios, George
2
Kilian, Lutz
2
Kim, Jong-Min
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Licht, Adrian
2
Lucas, André
2
Lunde, Asger
2
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
2
Moosa, Imad A.
2
Perron, Pierre
2
Russell, Jeffrey R.
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Swanson, Norman R.
2
Ahmad, Yamin
1
Akay, Alpaslan
1
Amado, Cristina
1
Andor, Mark Andreas
1
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Applied economics
Discussion paper / Department of Economics, University of California San Diego
Econometric reviews
Journal of econometrics
369
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Econometric theory
167
Economics letters
162
Discussion paper / Tinbergen Institute
111
International journal of forecasting
68
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Applied economics letters
62
Journal of forecasting
62
CREATES research paper
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Econometrics : open access journal
57
NBER Working Paper
55
The econometrics journal
50
Computational economics
49
Economic modelling
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Journal of time series econometrics
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Journal of the American Statistical Association : JASA
41
Cowles Foundation discussion paper
40
NBER working paper series
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
Working paper / National Bureau of Economic Research, Inc.
38
Journal of empirical finance
37
Journal of applied econometrics
33
EUI working paper / ECO
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Working paper
30
SFB 649 discussion paper
29
Finance research letters
28
Oxford bulletin of economics and statistics
27
CEMMAP working papers / Centre for Microdata Methods and Practice
26
Journal of risk and financial management : JRFM
26
Technical working paper / National Bureau of Economic Research
26
Working paper series
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
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ECONIS (ZBW)
177
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
4
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
5
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
6
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
7
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
8
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
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9
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
10
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
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