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source:"econis"
~isPartOf:"CREATES research paper"
~subject:"Risikomanagement"
~subject:"Statistische Verteilung"
~subject:"Sterblichkeit"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Time series analysis"
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Risikomanagement
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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ARCH-Modell
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United States
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Nichtlineare Regression
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Nonlinear regression
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Modellierung
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Scientific modelling
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Capital income
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Kapitaleinkommen
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Statistical test
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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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Autokorrelation
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State space model
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English
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Christoffersen, Peter F.
2
Nielsen, Morten Ørregaard
2
Podolskij, Mark
2
Basse-O'Connor, Andreas
1
Bennedsen, Mikkel
1
Berkowitz, Jeremy
1
Callot, Laurent
1
Christensen, Bent Jesper
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Frömmel, Michael
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Grassi, Stefano
1
Guégan, Dominique
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Haldrup, Niels
1
Heinrich, Claudio
1
Heston, Steven L.
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Jacobs, Kris
1
Johansen, Søren
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Kristensen, Dennis
1
Kruse, Robinson
1
Neri, Luca
1
Noriega-Muro, Antonio E.
1
Parra-Alvarez, Juan Carlos
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Pelletier, Denis
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Proietti, Tommaso
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Seo, Wonk-ki
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CREATES research paper
Journal of econometrics
94
Discussion paper / Tinbergen Institute
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
International journal of forecasting
36
Econometric reviews
33
Econometric theory
32
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Insurance / Mathematics & economics
25
Economics letters
22
Risks : open access journal
22
Working paper
21
Economic modelling
20
Journal of forecasting
20
SFB 649 discussion paper
17
The econometrics journal
17
CAMA working paper series
16
Cowles Foundation discussion paper
16
Journal of empirical finance
16
Applied economics letters
15
Econometrics : open access journal
15
Journal of banking & finance
15
Computational economics
14
Journal of risk and financial management : JRFM
14
Journal of applied econometrics
13
Quantitative finance
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Energy economics
12
European journal of operational research : EJOR
12
Journal of financial econometrics
12
Journal of economic dynamics & control
11
Scandinavian actuarial journal
11
Cambridge working papers in economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of theoretical and applied finance
10
Journal of time series econometrics
10
CESifo working papers
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International review of financial analysis
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ECONIS (ZBW)
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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
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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 inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
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4
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
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5
On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442408
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6
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:
7
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
Saved in:
8
A simple test for spurious regressions
Noriega-Muro, Antonio E.
;
Ventosa-Santaulària, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009006821
Saved in:
9
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
10
Stochastic trends and seasonality in economic time series : new evidence from Bayesian stochastic model specification search
Proietti, Tommaso
;
Grassi, Stefano
-
2011
Persistent link: https://www.econbiz.de/10009272103
Saved in:
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