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isPartOf:"CORE discussion papers : DP"
subject:"Nonparametric statistics"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Kleinste-Quadrate-Methode"
~subject:"Korrelation"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Kleinste-Quadrate-Methode
Korrelation
Estimation theory
177
Schätztheorie
177
Time series analysis
64
Zeitreihenanalyse
64
Nichtparametrisches Verfahren
29
ARCH model
21
ARCH-Modell
21
Theorie
21
Theory
21
Estimation
20
Schätzung
20
Volatility
19
Volatilität
19
Stochastic process
17
Stochastischer Prozess
17
Cointegration
14
Kointegration
14
Regression analysis
14
Regressionsanalyse
14
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Statistical test
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Statistischer Test
12
USA
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United States
12
Bootstrap approach
11
Bootstrap-Verfahren
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Correlation
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Induktive Statistik
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Statistical inference
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9
Prognoseverfahren
9
VAR model
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Scientific modelling
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Van Bellegem, Sébastien
6
Kristensen, Dennis
5
Bauwens, Luc
4
Bouezmarni, Taoufik
4
Cattaneo, Matias D.
4
Jansson, Michael
4
Crump, Richard K.
3
Johannes, Jan
3
Kanaya, Shin
3
Rombouts, Jeroen V. K.
3
Storti, Giuseppe
3
Barndorff-Nielsen, Ole E.
2
Florens, Jean-Pierre
2
Hafner, Christian M.
2
Hounyo, Ulrich
2
Otranto, Edoardo
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Vanhems, Anne
2
Andersen, Torben
1
Bauwensa, Luc
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bertanha, Marinho
1
Birke, Melanie
1
Braione, Manuela
1
Bu, Ruijun
1
Callot, Laurent
1
Casas, Isabel
1
Cataño, Duván Humberto
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Cosma, Antonio
1
Dobrev, Dobrislav
1
Galli, Fausto
1
Gao, Jiti
1
Gijbels, Irène
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Iacone, Fabrizio
1
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CORE discussion papers : DP
CREATES research paper
Journal of econometrics
372
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
CEMMAP working papers / Centre for Microdata Methods and Practice
130
Econometric theory
124
Economics letters
123
Econometric reviews
114
Journal of the American Statistical Association : JASA
88
The econometrics journal
73
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
59
Discussion paper / Tinbergen Institute
51
Discussion paper series / IZA
50
Working paper / Department of Econometrics and Business Statistics, Monash University
48
Discussion papers of interdisciplinary research project 373
44
SFB 649 discussion paper
42
Cowles Foundation discussion paper
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Quantitative economics : QE ; journal of the Econometric Society
38
Econometrics : open access journal
34
European journal of operational research : EJOR
34
NBER Working Paper
33
Cowles Foundation Discussion Paper
32
Econometrics papers
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Cambridge working papers in economics
29
NBER working paper series
29
Applied economics letters
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Boston College working papers in economics
24
KBI
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Working paper
23
Discussion paper / Center for Economic Research, Tilburg University
22
Working papers / TSE : WP
22
Computational economics
21
Journal of applied econometrics
21
IZA Discussion Paper
19
International journal of forecasting
19
LSE STICERD Research Paper
18
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ECONIS (ZBW)
46
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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
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:
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
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
5
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
6
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
-
2019
Persistent link: https://www.econbiz.de/10012215223
Saved in:
7
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
8
Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto
;
Rodríguez-Caballero, Carlos …
-
2019
Persistent link: https://www.econbiz.de/10012316927
Saved in:
9
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
10
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
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