//--> //--> //--> //-->
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:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Working paper series"
~subject:"Kapitaleinkommen"
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 theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Kapitaleinkommen
Estimation theory
416
Schätztheorie
416
Time series analysis
152
Forecasting model
124
Prognoseverfahren
124
Theorie
108
Theory
108
Estimation
57
Nichtparametrisches Verfahren
57
Nonparametric statistics
57
Schätzung
57
Regression analysis
56
Regressionsanalyse
54
ARCH model
31
ARCH-Modell
31
Volatility
28
Volatilität
28
Statistical test
27
Statistischer Test
27
Bayes-Statistik
26
Bayesian inference
26
VAR model
24
VAR-Modell
24
Bootstrap approach
19
Bootstrap-Verfahren
19
Cointegration
19
Kointegration
19
Statistical distribution
19
Statistische Verteilung
19
Stochastic process
19
Stochastischer Prozess
19
Correlation
18
Korrelation
18
Forecast
16
Forecasting
15
Capital income
13
Prognose
13
Risikomaß
13
more ...
less ...
Online availability
All
Undetermined
78
Free
44
Type of publication
All
Article
104
Book / Working Paper
54
Type of publication (narrower categories)
All
Article in journal
105
Aufsatz in Zeitschrift
105
Arbeitspapier
52
Working Paper
52
Graue Literatur
50
Non-commercial literature
50
Aufsatzsammlung
1
more ...
less ...
Language
All
English
158
Author
All
Kohn, Robert
7
Bibinger, Markus
5
Canepa, Alessandra
5
Härdle, Wolfgang
5
Lütkepohl, Helmut
5
Hyndman, Rob J.
4
Reiß, Markus
4
Carter, Chris K.
3
Jentsch, Carsten
3
Panagiotelis, Anastasios
3
Spokojnyj, Vladimir G.
3
Staszewska-Bystrova, Anna
3
Winker, Peter
3
Arvanitis, Stelios
2
Asai, Manabu
2
Athanasopoulos, George
2
Breunig, Christoph
2
Brüggemann, Ralf
2
Chen, Haiqiang
2
Clements, Adam
2
Curry, David J.
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Harvey, Andrew C.
2
Hendry, David F.
2
Kappus, Johanna
2
Kock, Anders Bredahl
2
Kurozumi, Eiji
2
Leucht, Anne
2
Lucas, André
2
McElroy, Tucker
2
Milunovich, George
2
Okhrin, Ostap
2
Okhrin, Yarema
2
Oryshchenko, Vitaliy
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Ruiz, Esther
2
Shang, Han Lin
2
Shively, Thomas S.
2
more ...
less ...
Published in...
All
International journal of forecasting
Journal of time series econometrics
SFB 649 discussion paper
Working paper series
Journal of econometrics
335
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
142
Discussion paper / Tinbergen Institute
98
Econometric reviews
90
Working paper / Department of Econometrics and Business Statistics, Monash University
62
Journal of forecasting
60
CREATES research paper
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Applied economics letters
52
Econometrics : open access journal
50
NBER Working Paper
44
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
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
The econometrics journal
38
Economic modelling
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Applied economics
36
Journal of empirical finance
35
Journal of the American Statistical Association : JASA
35
Computational economics
34
Journal of applied econometrics
32
NBER working paper series
31
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Working paper / National Bureau of Economic Research, Inc.
26
Working paper
25
Discussion paper / Centre for Economic Forecasting
24
Discussion paper / Department of Economics, University of California San Diego
24
Finance research letters
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Oxford bulletin of economics and statistics
24
LSE STICERD Research Paper
23
Technical working paper / National Bureau of Economic Research
23
more ...
less ...
Source
All
ECONIS (ZBW)
158
Showing
1
-
10
of
158
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Bayesian local projections
Ferreira, Leonardo Nogueira
;
Miranda-Agrippino, Silvia
; …
-
2023
Persistent link: https://www.econbiz.de/10013557119
Saved in:
3
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
4
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
5
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
6
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
7
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
Saved in:
8
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
9
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
Saved in:
10
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->