//--> //--> //--> //-->
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 / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"CREATES research paper"
~subject:"ARCH-Modell"
~subject:"Cointegration"
~subject:"Statistical test"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Cointegration
Statistical test
Estimation theory
166
Schätztheorie
166
Time series analysis
64
Zeitreihenanalyse
64
Theorie
42
Theory
42
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Estimation
20
Schätzung
20
Volatility
17
Volatilität
17
Stochastic process
15
Stochastischer Prozess
15
ARCH model
14
Kointegration
14
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Regression analysis
11
Regressionsanalyse
11
USA
11
United States
11
Induktive Statistik
10
Statistical inference
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
Scientific modelling
6
more ...
less ...
Online availability
All
Free
36
Type of publication
All
Book / Working Paper
38
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
38
Non-commercial literature
38
Working Paper
38
Language
All
English
38
Author
All
Teräsvirta, Timo
9
Nielsen, Morten Ørregaard
6
Johansen, Søren
4
Rahbek, Anders
4
Silvennoinen, Annastiina
4
Kristensen, Dennis
3
Caner, Mehmet
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Jansson, Michael
2
Kock, Anders Bredahl
2
Pedersen, Rasmus Søndergaard
2
Seong, Dakyung
2
Taylor, Robert
2
Amado, Cristina
1
Bohn Nielsen, Heino
1
Bugni, Federico A.
1
Callot, Laurent
1
Carlini, Federico
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Demetrescu, Matei
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Giraitis, Liudas
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hubrich, Kirstin
1
Iacone, Fabrizio
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lahiri, Soumendra
1
Lange, Theis
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
more ...
less ...
Published in...
All
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Cowles Foundation discussion paper
41
Discussion paper / Tinbergen Institute
39
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
21
Discussion papers of interdisciplinary research project 373
15
Working paper
14
Discussion papers / Department of Economics, University of Copenhagen
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Working paper series
12
CESifo working papers
11
Discussion paper / Center for Economic Research, Tilburg University
11
Queen's Economics Department working paper
11
CEMFI working paper
10
SFB 649 discussion paper
10
CORE discussion papers : DP
9
Department of Economics discussion paper series / University of Oxford
9
Discussion paper series / IZA
8
Econometrics papers
8
Cambridge working papers in economics
7
Economics discussion papers
7
Working paper series / University of Zurich, Department of Economics
7
Working papers series in theoretical and applied economics
7
Boston College working papers in economics
6
CAEPR working papers
6
Cardiff economics working papers
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Working papers
6
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
Working papers / University of Connecticut, Department of Economics
6
Discussion paper / Department of Economics, University of California San Diego
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
5
Documento de trabajo / Fundación de las Cajas de Ahorros
5
ECARES working paper
5
IEAS working paper
5
IHS economics series : working paper
5
Reihe Ökonomie
5
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
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:
6
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:
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
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
10
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->