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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~person:"Kouassi, Eugène"
~person:"Kristensen, Dennis"
~subject:"Nichtparametrisches Verfahren"
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Estimation theory
Nichtparametrisches Verfahren
Schätztheorie
11
Nonparametric statistics
5
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Core
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Cointegration
1
Innovation diffusion
1
Innovationsdiffusion
1
Kointegration
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
Multivariate Verteilung
1
Multivariate distribution
1
Regression analysis
1
Regressionsanalyse
1
Scientific modelling
1
Statistical distribution
1
Statistische Verteilung
1
Structural change
1
Strukturwandel
1
Theorie
1
Theory
1
complete and incomplete panels
1
conditions for a single local maximum
1
empirical illustration
1
iterative GLS
1
maximum likelihood estimation
1
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3
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8
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8
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8
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8
Article in journal
3
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3
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English
11
Author
All
Kouassi, Eugène
Kristensen, Dennis
Nielsen, Morten Ørregaard
15
Tsionas, Efthymios G.
13
Teräsvirta, Timo
11
Johansen, Søren
10
Kruse, Robinson
7
Kumbhakar, Subal
7
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Kuosmanen, Timo
5
Ruggiero, John
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Carrizosa, Emilio
4
Hillebrand, Eric
4
Johnson, Andrew L.
4
Kumar, Dilip
4
Lunde, Asger
4
MacKinnon, James G.
4
Månsson, Kristofer
4
Proietti, Tommaso
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Simar, Léopold
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Caporale, Guglielmo Maria
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Heidergott, Bernd
3
Kanaya, Shin
3
Kaufmann, Hendrik
3
Keshvari, Abolfazl
3
Kock, Anders Bredahl
3
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Journal of forecasting
CREATES research paper
Economic modelling
European journal of operational research : EJOR
Journal of econometrics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Econometric theory
4
CREATES Research Paper
3
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / Department of Economics, University of Copenhagen
2
Journal of empirical finance
2
The econometrics journal
2
Univ. of Copenhagen Dept. of Economics Discussion Paper
2
Barcelona GSE working paper series : working paper
1
CREATES Research Paper 2007-1
1
CREATES Research Paper 2008-58
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal de la Société de Statistique de Paris
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
The empirical economics letters : a monthly international journal of economics
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
11
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11
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date (oldest first)
1
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
2
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
3
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
4
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
5
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
6
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008651700
Saved in:
7
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
Saved in:
8
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
Saved in:
9
Estimating and predicting the general random effects model
Kouassi, Eugène
;
Kamdem, Alain Constant
;
Mougoué, Mbodja
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 270-283
Persistent link: https://www.econbiz.de/10010425747
Saved in:
10
Prediction from the one-way error components model with AR(1) disturbances
Kouassi, Eugène
;
Sango, Joel
;
Brou, J. M. Bosson
; …
- In:
Journal of forecasting
31
(
2012
)
7
,
pp. 617-638
Persistent link: https://www.econbiz.de/10009722650
Saved in:
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