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accessRights:"free"
type_genre:"Forschungsbericht"
~isPartOf:"CREATES research paper"
~subject:"Statistical inference"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
~type_genre:"Reprint"
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Search: subject_exact:"Estimation theory"
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Statistical inference
Time series analysis
Estimation theory
137
Schätztheorie
137
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
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6
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68
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Forschungsbericht
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68
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68
Working Paper
68
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English
68
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Nielsen, Morten Ørregaard
14
Johansen, Søren
7
Teräsvirta, Timo
6
Christensen, Kim
4
Kristensen, Dennis
4
MacKinnon, James G.
4
Podolskij, Mark
4
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Kruse, Robinson
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Veliyev, Bezirgen
2
Yang, Yukai
2
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bugni, Federico A.
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Casas, Isabel
1
Catani, Paul
1
Cattaneo, Matias D.
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Dahl, Christian M.
1
Demetrescum, Matei
1
Djogbenou, Antoine A.
1
Dobrev, Dobrislav
1
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
71
Discussion paper / Tinbergen Institute
70
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Cowles Foundation discussion paper
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
SFB 649 discussion paper
27
Queen's Economics Department working paper
19
CESifo working papers
18
Discussion papers of interdisciplinary research project 373
17
Discussion paper series / IZA
14
Discussion papers / Department of Economics, University of Copenhagen
14
Working paper
14
Working paper series
14
Série des documents de travail
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
ECARES working paper
11
Working papers
11
KBI
10
Working papers series in theoretical and applied economics
10
Cardiff economics working papers
9
Discussion paper / Central Bureau voor de Statistiek
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Working paper series / Department of Economics, University of Missouri-Columbia
9
Economics discussion papers
8
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
8
Working papers / Rutgers University, Department of Economics
8
Discussion paper
7
Discussion paper / Center for Economic Research, Tilburg University
7
Econometrics papers
7
Staff reports / Federal Reserve Bank of New York
7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers / TSE : WP
7
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
6
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
6
Discussion papers in economics
6
Federal Reserve Bank of Cleveland working paper series
6
IMF working papers
6
Birkbeck working papers in economics and finance : BWPEF
5
Boston College working papers in economics
5
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ECONIS (ZBW)
68
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
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:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
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:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
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