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subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation
123,292
Schätzung
123,121
Theorie
27,886
Theory
27,877
USA
15,933
United States
15,905
Deutschland
14,787
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14,725
Welt
11,957
World
11,956
Börsenkurs
8,256
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8,252
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8,170
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8,155
Wirtschaftswachstum
7,839
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7,778
Capital income
7,761
Kapitaleinkommen
7,760
Wirkungsanalyse
6,359
Impact assessment
6,353
EU countries
6,106
EU-Staaten
6,097
Panel
5,832
Panel study
5,804
Prognoseverfahren
5,772
Forecasting model
5,768
Schätztheorie
5,477
Estimation theory
5,464
Time series analysis
5,410
Kointegration
5,378
Cointegration
5,371
Geldpolitik
5,287
Monetary policy
5,233
Großbritannien
4,914
Aktienmarkt
4,906
United Kingdom
4,882
Stock market
4,868
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4,648
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Gil-Alaña, Luis A.
177
Caporale, Guglielmo Maria
153
Gupta, Rangan
48
Koopman, Siem Jan
47
Pesaran, M. Hashem
41
Gao, Jiti
27
Kapetanios, George
26
McAleer, Michael
25
Koop, Gary
24
Tiwari, Aviral Kumar
24
Chang, Tsangyao
23
Franses, Philip Hans
23
Härdle, Wolfgang
22
Sibbertsen, Philipp
22
Chan, Joshua
20
Gil-Alana, Luis A.
20
Marcellino, Massimiliano
20
Moosa, Imad A.
20
Watson, Mark W.
20
Lütkepohl, Helmut
19
Swanson, Norman R.
19
Lucas, André
18
Kunst, Robert M.
17
Nielsen, Morten Ørregaard
17
Bollerslev, Tim
16
Miller, Stephen M.
16
Tauchen, George Eugene
16
Breitung, Jörg
15
Teräsvirta, Timo
15
Wolters, Maik H.
15
Österholm, Pär
15
Bahmani-Oskooee, Mohsen
14
Chang, Chia-Lin
14
Huber, Florian
14
Kim, Donggyu
14
Pittis, Nikitas
14
Ramírez, Miguel D.
14
Ravazzolo, Francesco
14
Stock, James H.
14
Taylor, Robert
14
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National Bureau of Economic Research
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
11
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4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Australien / Bureau of Statistics
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Bank of Canada
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Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Eric Cuvillier <Firma>
2
Federal Reserve Bank of St. Louis
2
Institut für Höhere Studien
2
Institut für Weltwirtschaft
2
International Monetary Fund
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Springer Fachmedien Wiesbaden
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of Otago / Commerce Division
2
University of Strathclyde / Department of Economics
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Carleton University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Hamburgisches WeltWirtschaftsInstitut
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1
Institut für Wirtschaftswissenschaften <Wien>
1
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
1
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Journal of econometrics
115
Economic modelling
100
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
75
International journal of forecasting
74
Economics letters
70
CESifo working papers
67
Discussion paper / Tinbergen Institute
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Working paper
49
Journal of forecasting
48
Econometric reviews
41
International review of economics & finance : IREF
40
Journal of applied econometrics
34
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of empirical finance
33
Economics and finance working paper series
30
Journal of economic dynamics & control
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Macroeconomic dynamics
28
Applied financial economics
26
Finance research letters
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
25
Computational economics
25
Journal of banking & finance
25
Journal of macroeconomics
25
CAMA working paper series
24
International journal of finance & economics : IJFE
24
Journal of international money and finance
24
The empirical economics letters : a monthly international journal of economics
24
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
20
Cambridge working papers in economics
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
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ECONIS (ZBW)
5,436
USB Cologne (EcoSocSci)
3
EconStor
1
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1501
Time-series variation in factor premia : the influence of the business cycle
Polk, Christopher
;
Haghbin, Mo
;
De Longis, Alessio
- In:
Journal of investment management : JOIM
18
(
2020
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10012254360
Saved in:
1502
Long-run relationship between exports and imports : current account sustainability tests for the EU
Afonso, António
;
Huart, Florence
;
Jalles, João Tovar
; …
- In:
Portuguese economic journal
19
(
2020
)
2
,
pp. 155-170
Persistent link: https://www.econbiz.de/10012254566
Saved in:
1503
A time-frequency analysis of the Canadian macroeconomy and the yield curve
Ojo, Mustapha Olalekan
;
Aguiar-Conraria, Luís
;
Soares, …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2333-2351
Persistent link: https://www.econbiz.de/10012255868
Saved in:
1504
Long-run price behaviour in the gasoline market : the role of exogeneity
Tabaghdehi, Seyedeh Asieh H.
;
Hunter, John
- In:
Journal of business research : JBR
116
(
2020
),
pp. 620-627
Persistent link: https://www.econbiz.de/10012257663
Saved in:
1505
Measuring price discovery in the European wheat market using the partial cointegration approach
Vollmer, Teresa
;
Herwartz, Helmut
;
Cramon-Taubadel, …
- In:
European review of agricultural economics
47
(
2020
)
3
,
pp. 1173-1200
Persistent link: https://www.econbiz.de/10012257957
Saved in:
1506
On real interest rate convergence among G7 countries
Riedel, Jana
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 599-626
Persistent link: https://www.econbiz.de/10012258791
Saved in:
1507
Testing PPP hypothesis under temporary structural breaks and asymmetric dynamic adjustments
Omay, Tolga
;
Shahbaz, Muhammed
;
Hasanov, Mübariz
- In:
Applied economics
52
(
2020
)
32
,
pp. 3479-3497
Persistent link: https://www.econbiz.de/10012258948
Saved in:
1508
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
1509
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
1510
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
1511
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Saved in:
1512
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
1513
Heterogeneity and unemployment dynamics
Ahn, Hie Joo
;
Hamilton, James D.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 554-569
Persistent link: https://www.econbiz.de/10012262494
Saved in:
1514
Trend of commodity prices and exchange rate in Australian economy : time varying parameter model approach
Roy, Debasish
;
Bhar, Ramaprasad
- In:
Asia Pacific financial markets
27
(
2020
)
3
,
pp. 427-437
Persistent link: https://www.econbiz.de/10012271799
Saved in:
1515
Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam
;
Sapena, Juan
;
Tamarit …
- In:
Computational economics
56
(
2020
)
1
,
pp. 87-114
Persistent link: https://www.econbiz.de/10012272020
Saved in:
1516
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
1517
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
1518
Global vs sectoral factors and the impact of the financialization in commodity price changes
Poncela, Pilar
;
Senra, Eva
;
Sierra, Lya Paola
- In:
Open economies review
31
(
2020
)
4
,
pp. 859-879
Persistent link: https://www.econbiz.de/10012302148
Saved in:
1519
Is business cycle asymmetry intrinsic in industrialized economies?
Morley, James C.
;
Panovska, Irina B.
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1403-1436
Persistent link: https://www.econbiz.de/10012307285
Saved in:
1520
Oil prices and economic activity in BRICS and G7 countries
Kilic, Erdem
;
Cankaya, Serkan
- In:
Central European journal of operations research
28
(
2020
)
4
,
pp. 1315-1342
Persistent link: https://www.econbiz.de/10012308245
Saved in:
1521
An augmented P-Star model of US inflation
Moosa, Imad A.
;
Al-Nakeeb, Basil
- In:
Eurasian economic review : a journal in applied …
10
(
2020
)
4
,
pp. 555-566
Persistent link: https://www.econbiz.de/10012309583
Saved in:
1522
Impact of macroeconomic variables on Islamic and conventional stock market returns : a panel data approach
Marashdeh, Hazem
;
Ashraf, Sania
;
Muhammad, Naeem
- In:
Global business & economics review
23
(
2020
)
4
,
pp. 390-411
Persistent link: https://www.econbiz.de/10012316243
Saved in:
1523
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:
1524
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012321115
Saved in:
1525
Exploring the financial risk of a temperature index : a fractional integrated approach
Castellano, Rosella
;
Cerqueti, Roy
;
Rotundo, Giulia
-
2020
Persistent link: https://www.econbiz.de/10012165561
Saved in:
1526
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
1527
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
1528
An econometric analysis of the underground economy and tax evasion in Kuwait
Awadh Ahmed Mohammed Gamal
;
Jauhari Dahalan
; …
- In:
International journal of business and globalisation : IJBG
25
(
2020
)
3
,
pp. 307-331
Persistent link: https://www.econbiz.de/10012270837
Saved in:
1529
An investigation into the causal links among FDI determinants : empirical evidence from Greece
Tsitouras, Antonis
;
Mitrakos, Panagiotis
;
Tsimpida, …
- In:
Journal of East-West business
26
(
2020
)
1
,
pp. 17-55
Persistent link: https://www.econbiz.de/10012180971
Saved in:
1530
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
1531
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
1532
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
1533
Commodity price co-movement : heterogeneity and the time-varying impact of fundamentals
Byrne, Joseph P.
;
Sakemoto, Ryuta
;
Xu, Bing
- In:
European review of agricultural economics
47
(
2020
)
2
,
pp. 499-528
Persistent link: https://www.econbiz.de/10012181739
Saved in:
1534
Modelling tourism receipts and associated risks, using long-range dependence models
Pérez Rodríguez, Jorge V.
;
Santana-Gallego, María
- In:
Tourism economics : the business and finance of tourism …
26
(
2020
)
1
,
pp. 70-96
Persistent link: https://www.econbiz.de/10012182775
Saved in:
1535
Forecasting health expenses using a functional data model
Piontkowski, Jens
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10012194073
Saved in:
1536
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
1537
A Hermite-spline model of post-retirement mortality
Richards, Stephen J.
- In:
Scandinavian actuarial journal
2020
(
2020
)
2
,
pp. 110-127
Persistent link: https://www.econbiz.de/10012195025
Saved in:
1538
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
1539
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
1540
The time-varying characteristics of the Chinese financial cycle and impact from the United States
Wang, Bo
;
Li, Haoran
- In:
Applied economics
52
(
2020
)
11
,
pp. 1200-1218
Persistent link: https://www.econbiz.de/10012197523
Saved in:
1541
On the role of domestic and international financial cyclical factors in driving economic growth
Billio, Monica
;
Donadelli, Michael
;
Livieri, G.
; …
- In:
Applied economics
52
(
2020
)
11
,
pp. 1272-1297
Persistent link: https://www.econbiz.de/10012197527
Saved in:
1542
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
1543
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
1544
Modelling with flexibility through the business cycle : using a panel smooth transition model to test for the lipstick effect
Li, Wenying
;
Zhen, Chen
;
Dorfman, Jeffrey H.
- In:
Applied economics
52
(
2020
)
25
,
pp. 2694-2704
Persistent link: https://www.econbiz.de/10012211084
Saved in:
1545
Media coverage and decomposition of stock market volatility : based on the generalized dynamic factor model
Qiao, Haishu
;
Su, Yaya
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
3
,
pp. 613-625
Persistent link: https://www.econbiz.de/10012211486
Saved in:
1546
Analysis of the impact of China's GDP data revision on monetary policy from the perspective of uncertainty
Yu, Xueting
;
Zhu, Yuhan
;
Lv, Guangming
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
6
,
pp. 1251-1274
Persistent link: https://www.econbiz.de/10012211634
Saved in:
1547
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
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1548
Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian
;
Wegmueller, Philipp
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
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1549
Univariate and multivariate forecasting of tourism demand using state-space models
Jorge-González, Elisa
;
González-Dávila, Enrique
; …
- In:
Tourism economics : the business and finance of tourism …
26
(
2020
)
4
,
pp. 598-621
Persistent link: https://www.econbiz.de/10012216467
Saved in:
1550
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
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