//--> //--> //--> //-->
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"
~person:"McElroy, Tucker"
~person:"Watson, Mark W."
~subject:"Heteroscedasticity- and autocorrelation-robust estimation"
~subject:"Kapitaleinkommen"
~type:"article"
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
Heteroscedasticity- and autocorrelation-robust estimation
Kapitaleinkommen
Estimation theory
28
Schätztheorie
28
Time series analysis
18
Theorie
6
Theory
6
Cointegration
4
Induktive Statistik
4
Kointegration
4
Statistical inference
4
Estimation
3
HAC
3
Metal market
3
Metallmarkt
3
Schätzung
3
USA
3
United States
3
VAR model
3
VAR-Modell
3
Autocorrelation
2
Autokorrelation
2
Correlation
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
HAR
2
Heteroscedasticity
2
Heteroskedastizität
2
IV-Schätzung
2
Instrumental variables
2
Korrelation
2
Prognoseverfahren
2
Saisonale Schwankungen
2
Seasonal variations
2
Statistical test
2
Statistical theory
2
Statistische Methodenlehre
2
Statistischer Test
2
1900-1989
1
1950-1985
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
3
Book section
3
Conference paper
2
Konferenzbeitrag
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
18
Author
All
McElroy, Tucker
Watson, Mark W.
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Taylor, Robert
18
Harvey, Andrew C.
17
Linton, Oliver
17
Teräsvirta, Timo
17
Johansen, Søren
16
Gao, Jiti
15
Lütkepohl, Helmut
15
Chambers, Marcus J.
14
Hassler, Uwe
13
Kumar, Dilip
13
Perron, Pierre
13
Maheswaran, S.
12
Baillie, Richard
11
Granger, C. W. J.
11
Hendry, David F.
11
Kapetanios, George
11
Mills, Terence C.
11
Robinson, Peter M.
11
Tauchen, George Eugene
11
Xiao, Zhijie
11
Engle, Robert F.
10
Koop, Gary
10
Zhu, Ke
10
Bauwens, Luc
9
Chan, Ngai Hang
9
Chen, Xiaohong
9
Demetrescu, Matei
9
Franses, Philip Hans
9
Ghysels, Eric
9
Harvey, David I.
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
Nelson, Daniel B.
9
Pesaran, M. Hashem
9
Stock, James H.
9
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
2
Advances in economics and econometrics ; Volume 2
1
Econometric reviews
1
Econometric theory
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of time series econometrics
1
The econometrics journal
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing collinearity of vector time series
McElroy, Tucker
;
Jach, Agnieszka
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10012166700
Saved in:
2
Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker
;
Jach, Agnieszka
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 495-515
Persistent link: https://www.econbiz.de/10012054818
Saved in:
3
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Saved in:
4
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
5
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
6
When are direct multi-step and iterative forecasts identical?
McElroy, Tucker
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
Saved in:
7
The algebraic structure of transformed time series
McElroy, Tucker
;
Pang, Osbert
- In:
Empirical economic and financial research : theory, …
,
(pp. 89-104)
.
2015
Persistent link: https://www.econbiz.de/10010490160
Saved in:
8
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 211-225
Persistent link: https://www.econbiz.de/10010497087
Saved in:
9
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
10
Multi-step-ahead estimation of time series models
McElroy, Tucker
;
Wildi, Marc
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 378-394
Persistent link: https://www.econbiz.de/10009787041
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->