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Estimation theory
Zeitreihenanalyse
30,993
Time series analysis
30,577
Theorie
13,886
Theory
13,871
Schätztheorie
6,801
Prognoseverfahren
6,235
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6,212
Estimation
6,063
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6,061
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3,709
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3,705
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2,769
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2,763
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2,351
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2,107
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2,101
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1,862
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1,859
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1,767
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1,766
Stochastischer Prozess
1,742
Capital income
1,733
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Stochastic process
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time series
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1,429
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Phillips, Peter C. B.
121
Gao, Jiti
96
Koopman, Siem Jan
73
Johansen, Søren
49
Linton, Oliver
49
Lütkepohl, Helmut
49
Lucas, André
47
Teräsvirta, Timo
44
Franses, Philip Hans
42
Kapetanios, George
39
Nielsen, Morten Ørregaard
39
Sibbertsen, Philipp
37
Pesaran, M. Hashem
35
Watson, Mark W.
35
Peng, Bin
34
Swanson, Norman R.
33
Nelson, Daniel B.
31
Robinson, Peter M.
31
Harvey, Andrew C.
30
Dong, Chaohua
28
Hendry, David F.
28
Koop, Gary
28
Li, Degui
28
Nielsen, Bent
28
Engle, Robert F.
27
Härdle, Wolfgang
27
Maravall Herrero, Agustín
27
Blasques, Francisco
26
Perron, Pierre
26
Brännäs, Kurt
25
Marcellino, Massimiliano
25
Stock, James H.
25
Taylor, Robert
25
Chen, Xiaohong
24
Sun, Yixiao
24
Croux, Christophe
22
Caporale, Guglielmo Maria
21
Cavaliere, Giuseppe
21
Gouriéroux, Christian
21
Haldrup, Niels
21
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National Bureau of Economic Research
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14
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11
Centre for Quantitative Economics & Computing
9
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5
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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European University Institute / Department of Law
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Federal Reserve System / Board of Governors
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State University of New York at Albany / Department of Economics
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3
University of New England / Department of Econometrics
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University of Strathclyde / Department of Economics
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Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
European Commission / Joint Research Centre
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Federal Reserve Bank of San Francisco
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
University of Exeter / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
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Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Bank of Canada
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Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Columbia University / Department of Economics
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Cowles Commission for Research in Economics
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Conference <1995, Melbourne>
1
Forschungsinstitut zur Zukunft der Arbeit
1
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Journal of econometrics
411
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
178
Econometric theory
168
Discussion paper / Tinbergen Institute
124
Econometric reviews
111
Working paper / Department of Econometrics and Business Statistics, Monash University
80
International journal of forecasting
78
Econometrics : open access journal
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Journal of forecasting
66
Applied economics letters
58
CREATES research paper
58
Cowles Foundation discussion paper
58
The econometrics journal
48
Economic modelling
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Computational economics
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Applied economics
43
NBER Working Paper
43
Journal of the American Statistical Association : JASA
42
Journal of empirical finance
39
Journal of time series econometrics
37
SFB 649 discussion paper
34
Journal of applied econometrics
33
Working paper
32
Working paper series
31
Discussion paper / Center for Economic Research, Tilburg University
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Oxford bulletin of economics and statistics
29
CEMMAP working papers / Centre for Microdata Methods and Practice
28
EUI working paper / ECO
27
Journal of financial econometrics
27
NBER working paper series
25
Discussion paper
24
Discussion paper / Centre for Economic Forecasting
24
LSE STICERD Research Paper
24
NBER technical working paper series
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ECONIS (ZBW)
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1
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
2
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation
Blakely, Chris
;
McElroy, Tucker
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10011795242
Saved in:
3
Seasonal adjustment with measurement error present
Hausman, Jerry A.
;
Watson, Mark W.
-
1983
Persistent link: https://www.econbiz.de/10001531507
Saved in:
4
Zur Approximation der Trend-Zyklus-Komponente am aktuellen Rand einer Zeitreihe
Goldrian, Georg
;
Lehne, Birgit
- In:
Jahrbücher für Nationalökonomie und Statistik
(
1999
)
3/4
,
pp. 344-356
Persistent link: https://www.econbiz.de/10001451392
Saved in:
5
The use of ARIMA models in seasonal adjustment : a comparative study of Census X-11, X-11 ARIMA and Burman's signal extraction method
Butter, Frank A. G. den
;
Coenen, R. L.
;
Gevel, F. J. van de
-
1985
Persistent link: https://www.econbiz.de/10000701355
Saved in:
6
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric
;
Perron, Pierre
-
1990
Persistent link: https://www.econbiz.de/10000809708
Saved in:
7
Direkte Schätzung der Trend-Konjunktur-Komponente versus Saisonbereinigung am aktuellen Zeitreihenrand
Goldrian, Georg
- In:
Jahrbücher für Nationalökonomie und Statistik
221
(
2001
)
2
,
pp. 129-144
Persistent link: https://www.econbiz.de/10001569145
Saved in:
8
Testing for integration using evolving trend and seasonals models : a Basyesian approach
Koop, Gary
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001412194
Saved in:
9
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
;
Maravall Herrero, Agustín
-
1994
Persistent link: https://www.econbiz.de/10000147942
Saved in:
10
Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
Saved in:
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