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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~subject:"Heteroskedastizität"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Heteroskedastizität
Schätztheorie
Zeitreihenanalyse
Estimation theory
139
Theorie
52
Theory
52
Regression analysis
46
Regressionsanalyse
46
Time series analysis
30
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Statistical test
18
Statistischer Test
18
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
ARCH model
6
ARCH-Modell
6
Hessian matrix
6
Robust statistics
6
Robustes Verfahren
6
Saisonale Schwankungen
6
Seasonal variations
6
Estimation
5
Heteroscedasticity
5
Schätzung
5
VAR model
5
VAR-Modell
5
Volatility
5
Volatilität
5
Autokorrelation
4
Forecasting model
4
Linear algebra
4
Lineare Algebra
4
Modellierung
4
Multivariate Analyse
4
Multivariate analysis
4
Prognoseverfahren
4
Scientific modelling
4
goodness-of-fit test
4
nonparametric regression
4
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Free
92
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4
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Book / Working Paper
139
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Sammlung
Arbeitspapier
Working Paper
138
Graue Literatur
122
Non-commercial literature
122
Article in journal
34
Aufsatz in Zeitschrift
34
Forschungsbericht
6
Aufsatz im Buch
3
Book section
3
Aufsatzsammlung
1
Collection of articles of several authors
1
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English
139
Author
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
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
Sentana, Enrique
42
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Swanson, Norman R.
36
Johansen, Søren
34
Scaillet, Olivier
34
Weidner, Martin
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
31
Cai, Zongwu
30
Kilian, Lutz
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
Erasmus Research Institute of Management
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
Published in...
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
60
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
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
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
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Diskussionspapier / Forschungsschwerpunkt "Internationale Arbeitsmarktforschung", Fakultät für Wirtschaftswissenschaften und Statistik, Universität Konstanz
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
1
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ECONIS (ZBW)
139
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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
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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