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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Krämer, Walter"
~subject:"Multivariate Analyse"
~subject:"Seasonal variations"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Multivariate Analyse
Seasonal variations
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Estimation theory
155
Schätztheorie
155
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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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9
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41
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Krämer, Walter
Gao, Jiti
37
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Maravall Herrero, Agustín
23
Johansen, Søren
22
Lütkepohl, Helmut
21
Sibbertsen, Philipp
20
Teräsvirta, Timo
19
Härdle, Wolfgang
18
Lucas, André
16
Peng, Bin
16
Kapetanios, George
15
Gouriéroux, Christian
14
Hyndman, Rob J.
13
Pesaran, M. Hashem
13
Swanson, Norman R.
13
Ooms, Marius
12
Gómez, Víctor
11
Koop, Gary
11
Linton, Oliver
10
Nielsen, Bent
10
Sentana, Enrique
10
Shephard, Neil G.
10
Bauwens, Luc
9
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Croux, Christophe
9
Dong, Chaohua
9
Li, Degui
9
Martin, Gael M.
9
Miller, J. Isaac
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Spokojnyj, Vladimir G.
9
Taylor, Robert
9
Cai, Zongwu
8
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Report / Econometric Institute, Erasmus University Rotterdam
10
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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7
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6
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4
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2
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1
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ECONIS (ZBW)
41
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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/10012660820
Saved in:
3
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
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
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:
10
Dynamic specification tests for static factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914397
Saved in:
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