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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:"Schätztheorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Heteroskedastizität
Schätztheorie
Zeitreihenanalyse
Estimation theory
155
Theorie
53
Theory
53
Regression analysis
47
Regressionsanalyse
47
Time series analysis
36
Nichtparametrisches Verfahren
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Nonparametric statistics
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18
Statistischer Test
18
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ARCH-Modell
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Maximum likelihood estimation
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Hessian matrix
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Robust statistics
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Robustes Verfahren
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Saisonale Schwankungen
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Seasonal variations
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Estimation
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Heteroscedasticity
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Kleinste-Quadrate-Methode
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Least squares method
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Schätzung
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VAR model
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VAR-Modell
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Volatility
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Forecasting model
4
Linear algebra
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Lineare Algebra
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4
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137
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154
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Krämer, Walter
Härdle, Wolfgang
114
Phillips, Peter C. B.
98
Pesaran, M. Hashem
77
Gao, Jiti
76
Chernozhukov, Victor
65
Imbens, Guido
60
Linton, Oliver
58
McAleer, Michael
53
Newey, Whitney K.
48
Gouriéroux, Christian
45
Lütkepohl, Helmut
44
Kapetanios, George
43
Nielsen, Morten Ørregaard
42
Sentana, Enrique
42
Lechner, Michael
40
Chen, Xiaohong
37
Koopman, Siem Jan
37
Swanson, Norman R.
36
Weidner, Martin
35
Johansen, Søren
34
Scaillet, Olivier
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Kilian, Lutz
31
Simar, Léopold
31
Cai, Zongwu
30
Andrews, Donald W. K.
29
Fernández-Val, Iván
29
Heckman, James J.
29
Horowitz, Joel
29
Smith, Richard J.
29
Kitagawa, Toru
28
Kiviet, J. F.
28
Lucas, André
28
Croux, Christophe
27
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European University Institute / Department of Economics
3
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2
Econometrisch Instituut <Rotterdam>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Zentrum für Europäische Wirtschaftsforschung
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
70
Report / Econometric Institute, Erasmus University Rotterdam
16
CEMFI working paper
13
Discussion paper / Tinbergen Institute
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Econometric Institute research papers
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
EUI working paper / ECO
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
A discusión : trabajos en curso ; working papers
2
DISIA working paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
Documento de trabajo / Centro de Estudios Monetarios y Financieros
2
ERIM report series research in management
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
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 / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
1
Diskussionspapier / Forschungsschwerpunkt "Internationale Arbeitsmarktforschung", Fakultät für Wirtschaftswissenschaften und Statistik, Universität Konstanz
1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Econometrics discussion papers
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
Oxford Financial Research Centre economics series
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
SFB 649 discussion paper
1
TRACE discussion papers / Tinbergen Institute
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
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ECONIS (ZBW)
155
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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
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
3
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
4
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
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/10012660824
Saved in:
6
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:
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
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
10
Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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