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subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation
362
Schätzung
362
Theorie
143
Theory
143
USA
96
United States
96
Estimation theory
40
Schätztheorie
40
Welt
39
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39
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35
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30
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18
Kointegration
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35
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Carriero, Andrea
2
Clark, Todd E.
2
Marcellino, Massimiliano
2
Nielsen, Morten Ørregaard
2
Pesaran, M. Hashem
2
Ahelegbey, Daniel Felix
1
Andersen, Torben
1
Bai, Yu
1
Bailey, Natalia
1
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1
Bekdache, Basma
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1
Bollerslev, Tim
1
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1
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1
Catania, Leopoldo
1
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1
De la Croix, David
1
Demetrescu, Matei
1
Elhorst, J. Paul
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Eliasson, Ann-Charlotte
1
Engsted, Tom
1
Ertur, Kamil C.
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Fleissig, Adrian R.
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Fornari, Fabio
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Journal of applied econometrics
Journal of econometrics
115
Economic modelling
100
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
76
International journal of forecasting
76
Economics letters
70
CESifo working papers
68
Discussion paper / Tinbergen Institute
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
58
Working paper
53
Journal of forecasting
49
Econometric reviews
41
International review of economics & finance : IREF
40
Journal of empirical finance
34
The North American journal of economics and finance : a journal of financial economics studies
34
Finance research letters
32
Journal of economic dynamics & control
32
Economics and finance working paper series
30
Macroeconomic dynamics
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Working paper / Department of Econometrics and Business Statistics, Monash University
27
Applied financial economics
26
CAMA working paper series
26
Computational economics
26
CREATES research paper
25
International journal of finance & economics : IJFE
25
Journal of banking & finance
25
Journal of international money and finance
25
Journal of macroeconomics
25
The empirical economics letters : a monthly international journal of economics
24
Journal of financial econometrics
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Journal of risk and financial management : JRFM
21
SFB 649 discussion paper
21
CESifo Working Paper Series
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ECONIS (ZBW)
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
3
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
4
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
5
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
6
Transitions at different moments in time : a spatial probit approach
Elhorst, J. Paul
;
Heijnen, Pim
;
Samarina, Anna
;
Jacobs, Jan
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 422-439
Persistent link: https://www.econbiz.de/10011690252
Saved in:
7
Weak and strong cross-sectional dependence : a panel data analysis of international technology diffusion
Ertur, Kamil C.
;
Musolesi, Antonio
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 477-503
Persistent link: https://www.econbiz.de/10011690519
Saved in:
8
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
9
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
11
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
12
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
13
The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik
;
Heinen, Florian
;
Sibbertsen, Philipp
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
Saved in:
14
Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
- In:
Journal of applied econometrics
29
(
2014
)
2
,
pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
Saved in:
15
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
16
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
17
Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity
Sollis, Robert
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10003027416
Saved in:
18
Modelling the trend and seasonals within an AIDS model of the demand for alcoholic beverages in the United Kingdom
Moosa, Imad A.
;
Baxter, J. L.
- In:
Journal of applied econometrics
17
(
2002
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001667478
Saved in:
19
Non-linear error correction and the UK demand for broad money, 1878 - 1993
Teräsvirta, Timo
;
Eliasson, Ann-Charlotte
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 277-288
Persistent link: https://www.econbiz.de/10001591888
Saved in:
20
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Saved in:
21
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
22
Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A.
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
Saved in:
23
Estimating the natural rate of unemployment and testing the natural rate hypothesis
Salemi, Michael K.
- In:
Journal of applied econometrics
14
(
1999
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001356101
Saved in:
24
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 155-170
Persistent link: https://www.econbiz.de/10001387387
Saved in:
25
The time-varying behaviour of real interest rates : a re-evaluation of the recent evidence
Bekdache, Basma
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 171-190
Persistent link: https://www.econbiz.de/10001387396
Saved in:
26
Modelling money demand in Germany
Beyer, Andreas
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 57-76
Persistent link: https://www.econbiz.de/10001237948
Saved in:
27
Unemployment persistence : does the size of the shock matter?
Bianchi, Marco
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10001244191
Saved in:
28
Substitution, risk aversion, taste shocks and equity premia
Normandin, Michel
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 265-281
Persistent link: https://www.econbiz.de/10001244201
Saved in:
29
A threshold error-correction model for intraday futures and index returns
Martens, Martin
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
Saved in:
30
Intertemporal substitution in import demand and habit formation
De la Croix, David
;
Urbain, Jean-Pierre
- In:
Journal of applied econometrics
13
(
1998
)
6
,
pp. 589-612
Persistent link: https://www.econbiz.de/10001375410
Saved in:
31
Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio
- In:
Journal of applied econometrics
12
(
1997
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
Saved in:
32
Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G.
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
Saved in:
33
Is there a unit root in the inflation rate? : Evidence from sequential break and panel data models
Culver, Sarah E.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 435-444
Persistent link: https://www.econbiz.de/10001223744
Saved in:
34
Stochastic trends, deterministic trends, and business cycle turning points
Gordon, Stephen F.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 411-434
Persistent link: https://www.econbiz.de/10001223745
Saved in:
35
The dynamic Laurent flexible form and the demand for money
Fleissig, Adrian R.
- In:
Journal of applied econometrics
12
(
1997
)
6
,
pp. 687-699
Persistent link: https://www.econbiz.de/10001234189
Saved in:
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