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accessRights:"free"
type_genre:"Forschungsbericht"
~isPartOf:"CREATES research paper"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Estimation
Forecasting model
Nonparametric statistics
Schätzung
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
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15
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14
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12
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12
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11
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11
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10
Regression analysis
10
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Statistical inference
10
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10
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10
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
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8
VAR-Modell
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6
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6
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43
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43
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43
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Kristensen, Dennis
5
Cattaneo, Matias D.
4
Jansson, Michael
4
Nielsen, Morten Ørregaard
4
Crump, Richard K.
3
Hillebrand, Eric
3
Kanaya, Shin
3
Taylor, Robert
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Casas, Isabel
2
Cavaliere, Giuseppe
2
Hounyo, Ulrich
2
Lee, Tae-hwy
2
Lunde, Asger
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Varneskov, Rasmus Tangsgaard
2
Veraart, Almut E. D.
2
Bu, Ruijun
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Demetrescu, Matei
1
Dobrev, Dobrislav
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Gao, Jiti
1
Gijbels, Irène
1
Grassi, Stefano
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Iacone, Fabrizio
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Kock, Anders B.
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
148
Discussion paper series / IZA
88
Working paper / Department of Econometrics and Business Statistics, Monash University
72
Discussion paper / Tinbergen Institute
68
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
61
Discussion papers of interdisciplinary research project 373
51
SFB 649 discussion paper
45
Cowles Foundation discussion paper
42
CESifo working papers
38
Working paper
36
Discussion paper
30
Working papers / TSE : WP
29
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29
KBI
27
ECARES working paper
19
Discussion paper / Center for Economic Research, Tilburg University
16
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16
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15
Boston College working papers in economics
13
Finance and economics discussion series
13
Queen's Economics Department working paper
13
Série des documents de travail
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12
CORE discussion papers : DP
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Working paper / National Bureau of Economic Research, Inc.
11
CAEPR working papers
10
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
10
Research paper series / Swiss Finance Institute
10
Staff reports / Federal Reserve Bank of New York
10
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10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Discussion papers / Statistics Norway, Research Department
8
Discussion papers in economics
8
Federal Reserve Bank of Cleveland working paper series
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IMF working papers
8
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8
Working papers in economics and statistics
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ECONIS (ZBW)
43
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1
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:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
6
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
7
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:
8
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
9
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
10
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
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