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isPartOf:"CORE discussion papers : DP"
subject:"Nonparametric statistics"
~subject:"Correlation"
~subject:"Kausalanalyse"
~subject:"Lineare Algebra"
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Nonparametric statistics
Correlation
Kausalanalyse
Lineare Algebra
Estimation theory
40
Schätztheorie
40
Nichtparametrisches Verfahren
10
ARCH model
9
ARCH-Modell
9
Korrelation
7
Linear algebra
5
Time series analysis
5
Zeitreihenanalyse
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Regression analysis
4
Regressionsanalyse
4
Volatility
4
Volatilität
4
Analysis of variance
3
Causality analysis
3
Multivariate Analyse
3
Multivariate analysis
3
Theorie
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Theory
3
Varianzanalyse
3
Dynamic conditional correlations
2
Estimation
2
Hadamard exponential matrix
2
IV-Schätzung
2
Instrumental variables
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Mathematical programming
2
Mathematische Optimierung
2
Modellierung
2
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Scientific modelling
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Van Bellegem, Sébastien
5
Bauwens, Luc
4
Bouezmarni, Taoufik
4
Johannes, Jan
3
Rombouts, Jeroen V. K.
3
Hafner, Christian M.
2
Mouchart, Michel
2
Orsi, Renzo
2
Otranto, Edoardo
2
Storti, Giuseppe
2
Vanhems, Anne
2
Bauwensa, Luc
1
Bertanha, Marinho
1
Birke, Melanie
1
Braione, Manuela
1
Cosma, Antonio
1
Florens, Jean-Pierre
1
Galli, Fausto
1
Linton, Oliver
1
Tang, Haihan
1
Van Keilegom, Ingrid
1
Violante, Francesco
1
Wang, Linqi
1
Wunsch, Guillaume J.
1
Xu, Yongdeng
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CORE discussion papers : DP
Journal of econometrics
385
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
CEMMAP working papers / Centre for Microdata Methods and Practice
134
Econometric theory
118
Economics letters
115
Econometric reviews
101
Journal of the American Statistical Association : JASA
91
The econometrics journal
73
Discussion paper series / IZA
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
57
NBER working paper series
50
Working paper / Department of Econometrics and Business Statistics, Monash University
47
Discussion papers of interdisciplinary research project 373
44
Cowles Foundation discussion paper
41
Quantitative economics : QE ; journal of the Econometric Society
41
SFB 649 discussion paper
41
Discussion paper / Tinbergen Institute
40
NBER Working Paper
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Econometrics : open access journal
37
Working paper / National Bureau of Economic Research, Inc.
35
Econometrics papers
31
Cowles Foundation Discussion Paper
30
Applied economics letters
29
Cambridge working papers in economics
29
IZA Discussion Paper
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
European journal of operational research : EJOR
26
Boston College working papers in economics
25
Working paper
25
CREATES research paper
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Working papers / TSE : WP
22
Journal of applied econometrics
21
KBI
21
Computational economics
20
Economic modelling
20
International journal of forecasting
20
CESifo working papers
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ECONIS (ZBW)
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1
Causality in econometric modeling from theory to structural causal modeling
Mouchart, Michel
;
Orsi, Renzo
;
Wunsch, Guillaume J.
-
2020
Persistent link: https://www.econbiz.de/10012271163
Saved in:
2
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
3
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:
4
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:
5
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
6
Regression discontinuity design with many thresholds
Bertanha, Marinho
-
2016
Persistent link: https://www.econbiz.de/10011893982
Saved in:
7
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
8
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011894446
Saved in:
9
Semi-parametric estimation in a single-index model with endogenous variables
Birke, Melanie
;
Van Bellegem, Sébastien
;
Van Keilegom, …
-
2016
Persistent link: https://www.econbiz.de/10011749376
Saved in:
10
Building a structural model : parameterization and structurality
Mouchart, Michel
;
Orsi, Renzo
-
2015
Persistent link: https://www.econbiz.de/10011581832
Saved in:
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