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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Krämer, Walter"
~subject:"ARCH model"
~subject:"Heteroscedasticity"
~subject:"Regression analysis"
~subject:"Seasonal variations"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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ARCH model
Heteroscedasticity
Regression analysis
Seasonal variations
Statistical test
Zeitreihenanalyse
Estimation theory
155
Schätztheorie
155
Theorie
53
Theory
53
Regressionsanalyse
47
Time series analysis
36
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Statistischer Test
18
ARCH-Modell
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Autokorrelation
7
Autocorrelation
6
Hessian matrix
6
Robust statistics
6
Robustes Verfahren
6
Saisonale Schwankungen
6
Estimation
5
Heteroskedastizität
5
Kleinste-Quadrate-Methode
5
Least squares method
5
Schätzung
5
VAR model
5
VAR-Modell
5
Volatility
5
Volatilität
5
Forecasting model
4
Linear algebra
4
Lineare Algebra
4
Modellierung
4
Multivariate Analyse
4
Multivariate analysis
4
Prognoseverfahren
4
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99
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Sammlung
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99
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90
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23
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English
99
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Krämer, Walter
Phillips, Peter C. B.
64
Härdle, Wolfgang
54
Gao, Jiti
53
Koopman, Siem Jan
31
Sentana, Enrique
29
Chernozhukov, Victor
26
Lütkepohl, Helmut
25
Nielsen, Morten Ørregaard
25
Johansen, Søren
24
Maravall Herrero, Agustín
23
Linton, Oliver
22
Sibbertsen, Philipp
22
Teräsvirta, Timo
22
Cai, Zongwu
21
Pesaran, M. Hashem
21
Kapetanios, George
19
Croux, Christophe
18
Peng, Bin
18
Swanson, Norman R.
18
Amengual, Dante
17
Feng, Yuanhua
16
Kleibergen, Frank
16
Lucas, André
16
Hyndman, Rob J.
15
Kiviet, J. F.
15
Čížek, Pavel
15
Chen, Xiaohong
14
Dufour, Jean-Marie
14
Gouriéroux, Christian
14
Marcellino, Massimiliano
14
Newey, Whitney K.
14
Spokojnyj, Vladimir G.
14
Weidner, Martin
14
Arai, Yoichi
13
Horowitz, Joel
13
Koop, Gary
13
Li, Degui
13
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European University Institute / Department of Economics
2
Econometrisch Instituut <Rotterdam>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
CEMFI working paper
10
Report / Econometric Institute, Erasmus University Rotterdam
10
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometric Institute research papers
4
DISIA working paper
2
EUI working paper / ECO
2
Working papers
2
ZEW discussion papers
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CESifo working papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Oxford Financial Research Centre economics series
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
SFB 649 discussion paper
1
TRACE discussion papers / Tinbergen Institute
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ECONIS (ZBW)
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
5
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
6
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
7
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
8
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
9
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
10
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
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