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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Krämer, Walter"
~subject:"Heteroskedastizität"
~subject:"Multivariate Analyse"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Heteroskedastizität
Multivariate Analyse
Zeitreihenanalyse
Estimation theory
155
Schätztheorie
155
Theorie
53
Theory
53
Regression analysis
47
Regressionsanalyse
47
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36
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23
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23
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18
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18
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9
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Krämer, Walter
Gao, Jiti
37
Phillips, Peter C. B.
35
Koopman, Siem Jan
30
Nielsen, Morten Ørregaard
25
Lütkepohl, Helmut
24
Maravall Herrero, Agustín
23
Johansen, Søren
22
Härdle, Wolfgang
21
Sibbertsen, Philipp
20
Teräsvirta, Timo
19
Swanson, Norman R.
17
Lucas, André
16
Peng, Bin
16
Gouriéroux, Christian
15
Kapetanios, George
15
Hyndman, Rob J.
14
Pesaran, M. Hashem
13
Gómez, Víctor
11
Koop, Gary
11
Ooms, Marius
11
Sentana, Enrique
11
Spokojnyj, Vladimir G.
11
Linton, Oliver
10
Marcellino, Massimiliano
10
Nielsen, Bent
10
Shephard, Neil G.
10
Bauwens, Luc
9
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Croux, Christophe
9
Dong, Chaohua
9
Giraitis, Liudas
9
Li, Degui
9
Martin, Gael M.
9
Miller, J. Isaac
9
Mélard, Guy
9
Schlicht, Ekkehart
9
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European University Institute / Department of Economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Report / Econometric Institute, Erasmus University Rotterdam
8
CEMFI working paper
7
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7
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
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4
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1
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ECONIS (ZBW)
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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
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
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
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
5
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:
6
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
7
Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2013
Persistent link: https://www.econbiz.de/10010376711
Saved in:
8
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2012
Persistent link: https://www.econbiz.de/10009743572
Saved in:
9
Dynamic specification tests for static factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914397
Saved in:
10
On the origins of high persistence in GARCH-models
Krämer, Walter
;
Tameze Azamo, Baudouin
;
Christou, …
-
2009
Persistent link: https://www.econbiz.de/10008839631
Saved in:
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