//--> //--> //--> //-->
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
~person:"Ghysels, Eric"
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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:"Theoretisches Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Zeitreihenanalyse
Theorie
52
Theory
52
Time series analysis
18
Saisonale Schwankungen
13
Seasonal variations
13
Estimation
12
Schätztheorie
12
Schätzung
12
Volatility
10
Volatilität
10
Forecasting model
8
Prognoseverfahren
8
USA
7
United States
7
Statistical theory
6
Statistische Methodenlehre
6
CAPM
5
Econometrics
5
Regression analysis
5
Regressionsanalyse
5
Ökonometrie
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Kapitaleinkommen
4
Stochastic process
4
Stochastischer Prozess
4
Business cycle
3
Börsenkurs
3
Financial market
3
Finanzmarkt
3
Konjunktur
3
Market microstructure
3
Marktmikrostruktur
3
Method of moments
3
Momentenmethode
3
Share price
3
Simulation
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
26
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Amtsdruckschrift
4
Government document
4
Aufsatz im Buch
2
Book section
2
Mehrbändiges Werk
2
Multi-volume publication
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Konferenzschrift
1
Reprint
1
Sammlung
1
more ...
less ...
Language
All
English
25
French
1
Author
All
Ghysels, Eric
Phillips, Peter C. B.
75
Franses, Philip Hans
57
Gil-Alaña, Luis A.
42
Perron, Pierre
38
McAleer, Michael
34
Andrews, Donald W. K.
32
Granger, C. W. J.
31
Pesaran, M. Hashem
31
Lütkepohl, Helmut
30
Leybourne, Stephen James
28
Li, Qi
28
Newey, Whitney K.
28
Taylor, Robert
28
Koop, Gary
27
Caporale, Guglielmo Maria
25
Gouriéroux, Christian
25
Koopman, Siem Jan
25
Robinson, Peter M.
25
Baltagi, Badi H.
24
Harvey, Andrew C.
24
Hendry, David F.
24
Giles, David E. A.
22
Hassler, Uwe
22
Hecq, Alain W. J.
22
Krämer, Walter
22
Saikkonen, Pentti
22
Swanson, Norman R.
22
Hong, Yongmiao
21
Lee, Lung-fei
21
Newbold, Paul
21
Ohtani, Kazuhiro
21
Schmidt, Peter
21
Teräsvirta, Timo
21
Haldrup, Niels
20
Linton, Oliver
20
Horowitz, Joel
19
Mills, Terence C.
19
Ullah, Aman
19
White, Halbert
19
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
3
Econometric theory
2
International economic review
2
Macroeconomic dynamics
2
Annales d'économie et de statistique
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
L' Actualité économique : revue trimest.
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The Manchester School
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
Saved in:
2
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
3
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
4
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
5
Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo
;
Ghysels, Eric
;
Meng, Jinghan
; …
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
Saved in:
6
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
7
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
8
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
Saved in:
9
Seasonal time series and autocorrelation function estimation
Lee, Hahn-shik
;
Ghysels, Eric
;
Bell, William R.
- In:
The Manchester School
70
(
2002
)
5
,
pp. 651-665
Persistent link: https://www.econbiz.de/10001699703
Saved in:
10
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->