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~isPartOf:"CREATES research paper"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Cointegration
Estimation
Stochastic process
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Schätzung
18
Theorie
18
Theory
18
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Kointegration
14
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12
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12
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12
Statistischer Test
12
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11
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11
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10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
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
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Nichtlineare Regression
6
Nonlinear regression
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42
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42
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42
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42
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English
42
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Nielsen, Morten Ørregaard
6
Johansen, Søren
4
Kristensen, Dennis
4
Christensen, Bent Jesper
3
Teräsvirta, Timo
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Cavaliere, Giuseppe
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rahbek, Anders
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Silvennoinen, Annastiina
2
Taylor, Robert
2
Varneskov, Rasmus Tangsgaard
2
Bohn Nielsen, Heino
1
Bu, Ruijun
1
Carlini, Federico
1
Casas, Isabel
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Grassi, Stefano
1
Guégan, Dominique
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hillebrand, Eric
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
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CREATES research paper
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
54
NBER Working Paper
54
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
48
Econometrics : open access journal
44
Working paper / Department of Econometrics and Business Statistics, Monash University
42
CESifo working papers
33
IZA Discussion Paper
33
Discussion papers of interdisciplinary research project 373
28
Cowles Foundation discussion paper
26
SFB 649 discussion paper
26
Working paper
26
Quantitative economics : QE ; journal of the Econometric Society
25
Discussion paper
22
International journal of economics and financial issues : IJEFI
22
Working papers series in theoretical and applied economics
20
Cambridge working papers in economics
19
Journal of risk and financial management : JRFM
18
KBI
14
LSE STICERD Research Paper
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
CESifo Working Paper Series
13
Working paper series
13
Cowles Foundation Discussion Paper
12
NBER technical working paper series
12
Queen's Economics Department working paper
12
Risks : open access journal
12
Working papers
12
Working papers / TSE : WP
12
Econometrics papers
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International Journal of Energy Economics and Policy : IJEEP
10
Série des documents de travail
10
Discussion paper / Center for Economic Research, Tilburg University
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
CEMFI working paper
8
CESifo Working Paper
8
Discussion papers / Department of Economics, University of Copenhagen
8
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ECONIS (ZBW)
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
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:
7
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
8
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:
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
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
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