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isPartOf:"Journal of forecasting"
~isPartOf:"Barcelona GSE working paper series : working paper"
~isPartOf:"CREATES research paper"
~person:"Kristensen, Dennis"
~person:"Sibbertsen, Philipp"
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Search: subject_exact:"Estimation theory"
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Estimation theory
12
Schätztheorie
12
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Time series analysis
5
Zeitreihenanalyse
5
Statistical test
3
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Kristensen, Dennis
Sibbertsen, Philipp
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
Rossi, Barbara
5
Varneskov, Rasmus Tangsgaard
5
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4
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4
Hillebrand, Eric
4
Lunde, Asger
4
MacKinnon, James G.
4
Rahbek, Anders
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
Sekhposyan, Tatevik
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
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3
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Journal of forecasting
Barcelona GSE working paper series : working paper
CREATES research paper
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Journal of econometrics
10
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
Applied economics letters
1
CREATES Research Paper 2007-1
1
CREATES Research Paper 2008-58
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Department of Economics discussion papers
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics letters
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
12
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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
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
2013
Persistent link: https://www.econbiz.de/10010195657
Saved in:
4
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp
-
2012
Persistent link: https://www.econbiz.de/10009535121
Saved in:
5
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
6
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
7
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
8
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008651700
Saved in:
9
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
-
2010
Persistent link: https://www.econbiz.de/10008651702
Saved in:
10
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
Saved in:
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