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source:"econis"
~isPartOf:"CREATES research paper"
~subject:"Risikomanagement"
~subject:"Statistical test"
~subject:"Statistische Verteilung"
~subject:"Sterblichkeit"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Time series analysis"
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Risikomanagement
Statistical test
Statistische Verteilung
Sterblichkeit
Stochastischer Prozess
Time series analysis
164
Zeitreihenanalyse
164
Theorie
70
Theory
70
Estimation theory
59
Schätztheorie
59
Forecasting model
28
Prognoseverfahren
28
Estimation
25
Schätzung
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Volatility
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Cointegration
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Kointegration
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United States
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Nichtlineare Regression
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Modellierung
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Scientific modelling
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Kapitaleinkommen
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Statistischer Test
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Stochastic process
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Structural break
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Strukturbruch
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Autocorrelation
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Autokorrelation
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Regression analysis
8
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English
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Nielsen, Morten Ørregaard
4
Kristensen, Dennis
3
Teräsvirta, Timo
3
Christensen, Bent Jesper
2
Christoffersen, Peter F.
2
Haldrup, Niels
2
Podolskij, Mark
2
Seong, Dakyung
2
Amado, Cristina
1
Basse-O'Connor, Andreas
1
Bennedsen, Mikkel
1
Berkowitz, Jeremy
1
Borup, Daniel
1
Callot, Laurent
1
Cho, Jin Seo
1
Dahl, Christian M.
1
Ergemen, Yunus Emre
1
Frömmel, Michael
1
Grassi, Stefano
1
Guégan, Dominique
1
Heinrich, Claudio
1
Heston, Steven L.
1
Iacone, Fabrizio
1
Iglesias, Emma M.
1
Jacobs, Kris
1
Jansson, Michael
1
Johansen, Søren
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Kruse, Robinson
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Montañés, Antonio
1
Neri, Luca
1
Noriega-Muro, Antonio E.
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Parra-Alvarez, Juan Carlos
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Pelletier, Denis
1
Proietti, Tommaso
1
Sansó, Andreu
1
Seo, Wonk-ki
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Taylor, Robert
1
Ventosa-Santaulària, Daniel
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CREATES research paper
Journal of econometrics
144
Discussion paper / Tinbergen Institute
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric theory
58
Econometric reviews
54
International journal of forecasting
48
Economics letters
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Working paper
33
Economic modelling
29
Insurance / Mathematics & economics
26
Cowles Foundation discussion paper
25
The econometrics journal
25
Applied economics letters
24
Journal of forecasting
24
Risks : open access journal
23
SFB 649 discussion paper
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Journal of time series econometrics
21
Computational economics
20
Econometrics : open access journal
20
Journal of applied econometrics
20
Journal of empirical finance
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Journal of banking & finance
17
Journal of financial econometrics
17
CAMA working paper series
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Cambridge working papers in economics
14
Cowles Foundation Discussion Paper
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Journal of risk and financial management : JRFM
14
Applied economics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Energy economics
13
European journal of operational research : EJOR
13
Journal of economic dynamics & control
13
Quantitative finance
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ECONIS (ZBW)
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
4
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
5
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
6
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
7
On critical cases in limit theory for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Podolskij, Mark
-
2015
Persistent link: https://www.econbiz.de/10011398667
Saved in:
8
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
9
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
10
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
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