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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"CREATES research paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Multiple equation model"
~subject:"Regressionsanalyse"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Theorie
Multiple equation model
Regressionsanalyse
Zeitreihenanalyse
Estimation theory
346
Schätztheorie
346
Theory
133
Time series analysis
85
Regression analysis
25
Estimation
23
Schätzung
23
Statistical distribution
20
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20
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Franses, Philip Hans
15
Nielsen, Morten Ørregaard
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Johansen, Søren
7
Teräsvirta, Timo
6
Dijk, Dick van
5
Baltagi, Badi H.
4
Kleibergen, Frank
4
Kristensen, Dennis
4
Ooms, Marius
4
Santucci de Magistris, Paolo
4
Srivastava, Virendra K.
4
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Dijk, Herman K. van
3
Drees, Holger
3
Gupta, Y. P.
3
Haan, Laurens de
3
Haldrup, Niels
3
Harkema, R.
3
Hobijn, Bart
3
Kruse, Robinson
3
Ohtani, Kazuhiro
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Song, Seuck-heun
3
Toutenburg, Helge
3
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2
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2
Chaturvedi, Anoop
2
Dubbelman, C.
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hazewinkel, Michiel
2
Heij, Christiaan
2
Hualde, Javier
2
Huang, Xin
2
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Statistical papers
CREATES research paper
Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
859
Economics letters
544
Econometric theory
459
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
363
Econometric reviews
260
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
251
Discussion paper / Tinbergen Institute
181
Série des documents de travail / Centre de Recherche en Économie et Statistique
169
Journal of applied econometrics
157
Journal of quantitative economics : official journal of the Indian Econometric Society
145
CEMMAP working papers / Centre for Microdata Methods and Practice
128
The review of economics and statistics
126
Journal of the American Statistical Association : JASA
123
Oxford bulletin of economics and statistics
120
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
119
The econometrics journal
110
Cowles Foundation discussion paper
108
Discussion paper / Center for Economic Research, Tilburg University
108
Working paper / National Bureau of Economic Research, Inc.
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Working paper / Department of Econometrics and Business Statistics, Monash University
93
International journal of forecasting
92
Discussion paper series / IZA
88
Journal of forecasting
88
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Applied economics
84
CORE discussion paper : DP
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
NBER Working Paper
74
Working paper series
74
Applied economics letters
71
SFB 649 discussion paper
68
The review of economic studies
68
Working paper
67
Discussion papers of interdisciplinary research project 373
66
Econometrics : open access journal
66
Technical working paper / National Bureau of Economic Research
66
Economic modelling
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ECONIS (ZBW)
206
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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
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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
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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6
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:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
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:
9
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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