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person:"Bauwens, Luc"
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Search: subject_exact:"Estimation theory"
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Estimation theory
41
Schätztheorie
41
Time series analysis
17
Zeitreihenanalyse
17
Theorie
15
Theory
15
ARCH model
10
ARCH-Modell
10
Correlation
10
Korrelation
10
Bayes-Statistik
9
Bayesian inference
9
Analysis of variance
6
Börsenkurs
6
Share price
6
Statistical theory
6
Statistische Methodenlehre
6
Varianzanalyse
6
Estimation
5
Forecasting
5
Forecasting model
5
Hadamard exponential matrix
5
Linear algebra
5
Lineare Algebra
5
Prognoseverfahren
5
Schätzung
5
Volatility
5
Volatilität
5
Autocorrelation
3
Autokorrelation
3
Dynamic conditional correlations
3
Markov chain
3
Markov-Kette
3
Microfoundations
3
Mikrofundierung
3
dynamic covariances and correlations
3
realized covariances
3
Australia
2
Australien
2
Bayesian estimation
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Free
15
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5
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Book / Working Paper
25
Article
16
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Arbeitspapier
20
Working Paper
20
Graue Literatur
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Non-commercial literature
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Article in journal
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English
41
Author
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Bauwens, Luc
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
164
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Horowitz, Joel
69
Simar, Léopold
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
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CORE discussion paper : DP
11
CORE discussion papers : DP
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Annales d'économie et de statistique
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
CORE DISCUSSION PAPER SERIES, 2020
1
Discussion papers / UCL, Département des Sciences Economiques
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of research methods and applications in empirical macroeconomics
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of financial econometrics
1
L'hétérogénéité en économétrie : numéro spécial
1
LIDAM discussion paper CORE
1
Publikationen / Center for Applied Statistics and Economics
1
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