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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~person:"Berenguer-Rico, Vanessa"
~person:"Kristensen, Dennis"
~person:"Rahbek, Anders"
~subject:"Regressionsanalyse"
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Estimation theory
Regressionsanalyse
Schätztheorie
13
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Time series analysis
5
Zeitreihenanalyse
5
Statistical test
3
Statistischer Test
3
ARCH model
2
ARCH-Modell
2
Cointegration
2
Core
2
Estimation
2
Kointegration
2
Maximum likelihood estimation
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2
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Robustes Verfahren
2
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2
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2
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1-step Huber-skip
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1965-2008
1
Analysis of variance
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Chebychev estimator
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Innovation diffusion
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Innovationsdiffusion
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Kleinste-Quadrate-Methode
1
LMS
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LTS
1
Least squares estimator
1
Least squares method
1
Modellierung
1
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1
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1
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1
Private consumption
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English
13
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Berenguer-Rico, Vanessa
Kristensen, Dennis
Rahbek, Anders
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Johansen, Søren
10
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Hillebrand, Eric
4
Lunde, Asger
4
MacKinnon, James G.
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Kouassi, Eugène
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Parra-Alvarez, Juan Carlos
3
Posch, Olaf
3
Proietti, Tommaso
3
Ravishanker, Nalini
3
Rossi, Eduardo
3
Sibbertsen, Philipp
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Yang, Yukai
3
Banerjee, Anurag Narayan
2
Barndorff-Nielsen, Ole E.
2
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Journal of forecasting
CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
12
Journal of econometrics
11
Econometric theory
7
Department of Economics discussion paper series / University of Oxford
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CREATES Research Paper
4
Economics discussion papers
4
The econometrics journal
4
Univ. of Copenhagen Dept. of Economics Discussion Paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of empirical finance
3
Discussion paper series / LSE Financial Markets Group
2
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Economics letters
1
Journal of financial economics
1
University of Copenhagen Department of Economics Discussion Papers
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
13
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1
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
2
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:
3
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
4
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
5
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:
6
Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667363
Saved in:
7
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
8
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
9
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
10
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008651700
Saved in:
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