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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Statistischer Test"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Statistischer Test
VAR-Modell
Estimation theory
144
Schätztheorie
144
Time series analysis
58
Zeitreihenanalyse
58
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
33
Schätzung
33
Panel
24
Panel study
24
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
19
Bayesian inference
19
Forecasting model
19
Prognoseverfahren
19
Statistical test
11
Cointegration
10
Kointegration
10
VAR model
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical theory
8
Statistische Methodenlehre
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Factor analysis
7
Faktorenanalyse
6
IV-Schätzung
6
Instrumental variables
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Method of moments
6
Momentenmethode
6
ARMA model
5
ARMA-Modell
5
Bias
5
Börsenkurs
5
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17
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17
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Gao, Jiti
5
Athanasopoulos, George
4
Peng, Bin
4
Vahid, Farshid
4
Yan, Yayi
3
Hyndman, Rob J.
2
Jiang, Bin
2
King, Maxwell L.
2
Pan, Guangming
2
Panagiotelis, Anastasios
2
Poskitt, Donald Stephen
2
Yang, Yanrong
2
Bhowmik, Jahar L.
1
Forbes, Catherine Scipione
1
Forchini, Giovanni
1
Guillén, Osmani Teixeira de Carvalho
1
Guo, Meihui
1
Han, Xiao
1
Issler, João Victor
1
Juodis, Artūras
1
Karavias, Yiannis
1
Li, Degui
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Oka, Tatsushi
1
Perron, Pierre
1
Polak, Julia
1
Sarafidis, Vasilis
1
Skeels, Christopher L.
1
Tang, Songqiao
1
Wu, Weibiao
1
Yao, Wenying
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
47
Cowles Foundation discussion paper
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
21
CREATES research paper
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Discussion paper / Tinbergen Institute
17
Working paper
17
CESifo working papers
15
Discussion papers of interdisciplinary research project 373
15
SFB 649 discussion paper
13
CEMFI working paper
12
Working papers series in theoretical and applied economics
11
Discussion paper series / IZA
10
ECARES working paper
9
Working paper series
9
Cardiff economics working papers
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion papers / Department of Economics, University of Copenhagen
7
Federal Reserve Bank of Cleveland working paper series
7
Working paper series / European Central Bank
7
Working paper series / University of Zurich, Department of Economics
7
KBI
6
Working paper / Federal Reserve Bank of Dallas, Research Department
6
CAEPR working papers
5
Documento de trabajo
5
IEAS working paper
5
Working papers
5
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
5
Working papers / University of Connecticut, Department of Economics
5
Boston College working papers in economics
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
CFS working paper series
4
Discussion paper
4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
4
Discussion papers / University of Kent, School of Economics
4
Economics discussion papers
4
LEM working paper series
4
Queen's Economics Department working paper
4
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Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
4
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
5
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
6
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
7
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583297
Saved in:
8
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
9
Macroeconomic forecasting for Australia using a large number of predictors
Jiang, Bin
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781960
Saved in:
10
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
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