//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation theory"
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
Dynamic econometric modeling a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Theorie
406
Theory
374
Prognoseverfahren
289
Forecasting model
273
Bayes-Statistik
231
Bayesian inference
230
Zeitreihenanalyse
169
Time series analysis
154
USA
112
United States
101
Statistische Verteilung
90
Capital income
89
Kapitaleinkommen
89
Schätzung
87
Statistical distribution
81
Estimation
80
Monte Carlo simulation
78
Monte-Carlo-Simulation
78
Börsenkurs
67
Share price
66
Schätztheorie
64
Wirtschaftsprognose
62
Economic forecast
61
Portfolio-Management
61
Portfolio selection
59
Modellierung
54
Strukturbruch
53
Markov chain
50
Markov-Kette
50
Scientific modelling
48
Structural break
48
Prognose
47
Sampling
44
Stichprobenerhebung
44
importance sampling
44
Ökonometrie
42
Forecast
41
VAR-Modell
40
Cointegration
38
more ...
less ...
Online availability
All
Free
20
Undetermined
2
Type of publication
All
Book / Working Paper
54
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
43
Working Paper
43
Graue Literatur
27
Non-commercial literature
27
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatzsammlung
1
Collection of articles of several authors
1
Hochschulschrift
1
Rezension
1
Sammelwerk
1
more ...
less ...
Language
All
English
62
Author
All
Dijk, Herman K. van
37
Timmermann, Allan
17
Kleibergen, Frank
9
Pesaran, M. Hashem
8
Dijk, H. K. van
7
Kloek, T.
7
Hoogerheide, Lennart
5
Pick, Andreas
4
Koop, Gary
3
Pooter, Michiel de
3
Segers, Rene
3
Sola, Martin
3
Basturk, Nalan
2
Cross, Jamie
2
Hoek, Henk
2
Labonne, Paul
2
Schotman, Peter C.
2
Strachan, Rodney W.
2
Sullivan, Ryan
2
Urbain, Jean-Pierre
2
White, Halbert
2
Ardia, David
1
Bauwens, Luc
1
Bierens, Herman J.
1
Boender, Guus
1
Brown, Bryan W.
1
Chudik, Alexander
1
De Pooter, Michiel
1
Gatarek, Lukasz
1
Gatarek, Lukasz T.
1
Hoogerheide, Lennart F.
1
Hop, J. Peter
1
Hsiao, Cheng
1
Kaashoek, Johan F.
1
Kleijn, Richard
1
Knijff, Peter de
1
Lucas, André
1
Monfort, Alain
1
Ooms, Marius
1
Pasaran, M. Hashem
1
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
2
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Discussion paper / Tinbergen Institute
17
Report / Econometric Institute, Erasmus University Rotterdam
14
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
7
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / Centre for Economic Forecasting
2
Discussion paper in financial economics : FE
2
Econometric Institute research papers
2
Journal of applied econometrics
2
Advances in econometrics : a research annual
1
CESifo Working Paper
1
CORE discussion paper : DP
1
Central European journal of economic modelling and econometrics
1
Cowles Foundation paper
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / IZA
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Econometric theory
1
Econometrics : open access journal
1
Emerald insight
1
Journal of econometrics
1
Journal of the American Statistical Association : JASA
1
Research memorandum / Faculty of Economics, Limburg University
1
Research memorandum / Faculty of Economics, Limburg University / Faculteit der Economische Wetenschappen, Rijksuniversiteit Limburg
1
TRACE discussion papers / Tinbergen Institute
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cointegration tests of present value models with a time-varying discount factor
Timmermann, Allan
- In:
Journal of applied econometrics
10
(
1995
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001177892
Saved in:
2
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000914034
Saved in:
3
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
4
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
5
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
6
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
7
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
8
Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147717
Saved in:
9
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
Saved in:
10
Testing dependence among serially correlated multi-category variables
Pesaran, M. Hashem
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003360331
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->