//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
subject:"Regression analysis"
~isPartOf:"CREATES research paper"
~subject:"Estimation"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Regression analysis
Estimation
Stochastic process
Estimation theory
214
Schätztheorie
214
Time series analysis
78
Zeitreihenanalyse
78
Theorie
43
Theory
43
Schätzung
25
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Cointegration
20
Kointegration
20
Stochastischer Prozess
18
Regressionsanalyse
17
Statistical test
17
Statistischer Test
17
Volatility
17
Volatilität
17
ARCH model
16
ARCH-Modell
16
USA
16
United States
16
Forecasting model
12
Induktive Statistik
12
Prognoseverfahren
12
Statistical inference
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Nichtlineare Regression
11
Nonlinear regression
11
VAR model
10
VAR-Modell
10
Autocorrelation
9
Autokorrelation
9
Capital income
8
Kapitaleinkommen
8
more ...
less ...
Online availability
All
Free
43
Type of publication
All
Book / Working Paper
57
Type of publication (narrower categories)
All
Arbeitspapier
49
Graue Literatur
49
Non-commercial literature
49
Working Paper
49
Language
All
English
57
Author
All
Nielsen, Morten Ørregaard
5
White, Halbert
5
Engle, Robert F.
3
Kristensen, Dennis
3
Sakata, Shinichi
3
Teräsvirta, Timo
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Cavaliere, Giuseppe
2
Christensen, Bent Jesper
2
Granger, C. W. J.
2
Hillebrand, Eric
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Silvennoinen, Annastiina
2
Taylor, Robert
2
Varneskov, Rasmus Tangsgaard
2
Ventosa-Santaulària, Daniel
2
Andersen, Torben
1
Aparicio Acosta, Felipe M.
1
Bu, Ruijun
1
Callot, Laurent
1
Caner, Mehmet
1
Carlini, Federico
1
Casas, Isabel
1
Cattaneo, Matias D.
1
Cavanagh, Christopher Lorne
1
Corcuera, José Manual
1
Creel, Michael D.
1
Deb, Partha
1
Demetrescu, Matei
1
Den Haan, Wouter J.
1
Elliott, Graham
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Grassi, Stefano
1
Guégan, Dominique
1
Gørgens, Tue
1
Hadri, Kaddour
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
CREATES research paper
Journal of econometrics
467
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
205
Economics letters
197
Econometric reviews
126
Econometric theory
125
CEMMAP working papers / Centre for Microdata Methods and Practice
123
Journal of the American Statistical Association : JASA
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
88
NBER Working Paper
83
Discussion paper series / IZA
82
Discussion paper / Tinbergen Institute
78
Economic modelling
78
The econometrics journal
78
NBER working paper series
73
Applied economics letters
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Discussion papers of interdisciplinary research project 373
62
Working paper / Department of Econometrics and Business Statistics, Monash University
58
Cowles Foundation discussion paper
56
Quantitative economics : QE ; journal of the Econometric Society
55
European journal of operational research : EJOR
53
Econometrics : open access journal
51
Journal of applied econometrics
51
Applied economics
49
Working paper
48
Discussion paper
46
IZA Discussion Paper
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
44
Working paper / National Bureau of Economic Research, Inc.
44
CESifo working papers
43
SFB 649 discussion paper
43
Computational economics
42
Insurance / Mathematics & economics
42
International journal of forecasting
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Journal of forecasting
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
36
Discussion papers / CEPR
33
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
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
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
10
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->