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subject:"Bayes-Statistik"
subject:"Welt"
~isPartOf:"CREATES research paper"
~subject:"Maximum likelihood estimation"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Bayes-Statistik
Welt
Maximum likelihood estimation
Statistischer Test
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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22
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Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
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English
22
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Teräsvirta, Timo
4
Kristensen, Dennis
3
Nielsen, Morten Ørregaard
3
Rahbek, Anders
3
Taylor, Robert
3
Caner, Mehmet
2
Cattaneo, Matias D.
2
Cavaliere, Giuseppe
2
Crump, Richard K.
2
Jansson, Michael
2
Kock, Anders Bredahl
2
Silvennoinen, Annastiina
2
Andersen, Torben
1
Bohn Nielsen, Heino
1
Bugni, Federico A.
1
Callot, Laurent
1
Cho, Jin Seo
1
Demetrescu, Matei
1
Floor Brix, Anne
1
Hillebrand, Eric
1
Iacone, Fabrizio
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lahiri, Soumendra
1
Lanne, Markku
1
Lunde, Asger
1
Luoto, Jani
1
Mikkelsen, Jakob Guldbæk
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Posch, Olaf
1
Riquelme, Juan Andres
1
Seong, Dakyung
1
Urga, Giovanni
1
Varneskov, Rasmus Tangsgaard
1
Wang, Mu-Chun
1
Yang, Yukai
1
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CREATES research paper
Journal of econometrics
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Economics letters
94
Econometric reviews
88
CEMMAP working papers / Centre for Microdata Methods and Practice
61
Econometric theory
53
The econometrics journal
50
Discussion paper / Tinbergen Institute
49
Cowles Foundation discussion paper
40
Journal of the American Statistical Association : JASA
40
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Economic modelling
38
Econometrics : open access journal
37
Quantitative economics : QE ; journal of the Econometric Society
33
Working paper
30
Applied economics letters
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Cowles Foundation Discussion Paper
28
Journal of applied econometrics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
CESifo working papers
25
NBER Working Paper
25
Computational economics
24
Insurance / Mathematics & economics
23
Discussion paper
22
Discussion paper series / IZA
22
European journal of operational research : EJOR
22
International journal of forecasting
21
Cambridge working papers in economics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Statistics in transition : an international journal of the Polish Statistical Association
20
Applied economics
19
Discussion paper / Center for Economic Research, Tilburg University
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Discussion papers / CEPR
18
Journal of economic dynamics & control
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
CEMFI working paper
16
NBER working paper series
16
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ECONIS (ZBW)
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
2
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:
3
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
4
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
7
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
8
Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2016
Persistent link: https://www.econbiz.de/10011474717
Saved in:
9
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
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