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accessRights:"free"
person:"Nielsen, Jens Perch"
~person:"Andrews, Donald W. K."
~person:"Cai, Zongwu"
~person:"Nielsen, Bent"
~person:"Teräsvirta, Timo"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
94
Schätztheorie
94
Zeitreihenanalyse
29
Estimation
21
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Schätzung
21
Regression analysis
18
Regressionsanalyse
18
Statistical test
16
Statistischer Test
16
Autocorrelation
11
Autokorrelation
11
VAR model
11
VAR-Modell
11
Induktive Statistik
10
Method of moments
10
Momentenmethode
10
Nonparametric estimation
10
Statistical inference
10
Theorie
10
Theory
10
Forecasting model
9
Modellierung
9
Prognoseverfahren
9
Scientific modelling
9
ARCH model
8
ARCH-Modell
8
Robust statistics
8
Robustes Verfahren
8
Causality analysis
7
Kausalanalyse
7
Kleinste-Quadrate-Methode
7
Least squares method
7
Nichtlineare Regression
7
Nonlinear regression
7
Volatility
7
Volatilität
7
Bootstrap approach
6
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Book / Working Paper
29
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Graue Literatur
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29
Arbeitspapier
27
Working Paper
27
Article in journal
4
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4
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English
29
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Nielsen, Jens Perch
Andrews, Donald W. K.
Cai, Zongwu
Nielsen, Bent
Teräsvirta, Timo
Gao, Jiti
36
Koopman, Siem Jan
26
Nielsen, Morten Ørregaard
22
Phillips, Peter C. B.
21
Johansen, Søren
19
Lütkepohl, Helmut
19
Sibbertsen, Philipp
14
Linton, Oliver
13
Lucas, André
13
Peng, Bin
13
Hyndman, Rob J.
11
Kapetanios, George
11
Li, Degui
10
Swanson, Norman R.
10
Blasques, Francisco
9
Dong, Chaohua
9
Koop, Gary
9
Martin, Gael M.
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Pesaran, M. Hashem
8
Chan, Joshua
7
Giraitis, Liudas
7
Gouriéroux, Christian
7
Härdle, Wolfgang
7
Miller, J. Isaac
7
Poskitt, Donald Stephen
7
Staszewska-Bystrova, Anna
7
Winker, Peter
7
Bailey, Natalia
6
Beran, Jan
6
Chambers, Marcus J.
6
Chen, Xiaohong
6
Feng, Yuanhua
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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CREATES research paper
8
Working papers series in theoretical and applied economics
7
Economics discussion papers
5
Discussion papers / Department of Economics, University of Copenhagen
4
Discussion paper / Tinbergen Institute
2
Cowles Foundation discussion paper
1
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
29
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
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2
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
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3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Age-period-cohort analysis of mixed frequency data
Nielsen, Bent
-
2022
Persistent link: https://www.econbiz.de/10013459573
Saved in:
5
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
6
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
7
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
8
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
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