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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"CREATES research paper"
~subject:"Bayesian inference"
~subject:"Deutschland"
~subject:"Share price"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Cointegration
Bayesian inference
Deutschland
Share price
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
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer 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 estimation
8
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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20
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20
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Collection of articles written by one author
Thesis
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Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Language
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English
20
Author
All
Johansen, Søren
4
Nielsen, Morten Ørregaard
3
Teräsvirta, Timo
3
Rahbek, Anders
2
Silvennoinen, Annastiina
2
Varneskov, Rasmus Tangsgaard
2
Andersen, Torben
1
Bohn Nielsen, Heino
1
Callot, Laurent
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hubrich, Kirstin
1
Kock, Anders B.
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lanne, Markku
1
Lasak, Katarzyna
1
Luoto, Jani
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Velasco, Carlos
1
Violante, Francesco
1
Łasak, Katarzyna
1
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CREATES research paper
Working paper / Department of Econometrics and Business Statistics, Monash University
37
Discussion paper / Tinbergen Institute
29
Discussion paper series / IZA
20
CESifo working papers
19
Discussion paper
19
Cowles Foundation discussion paper
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
SFB 649 discussion paper
15
Working paper
15
Discussion papers of interdisciplinary research project 373
14
Europäische Hochschulschriften / 5
13
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion papers / CEPR
12
Working paper series
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Working paper / National Bureau of Economic Research, Inc.
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Economics working paper
10
Discussion papers / Department of Economics, University of Copenhagen
8
Kieler Arbeitspapiere
8
Queen's Economics Department working paper
8
Reihe Quantitative Ökonomie : Ökon
8
Report / Econometric Institute, Erasmus University Rotterdam
8
Schriften zur angewandten Ökonometrie
8
Sveriges Riksbank working paper series
8
Working paper series / Department of Economics, University of Missouri-Columbia
8
Cambridge working papers in economics
7
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
7
Staff reports / Federal Reserve Bank of New York
7
Strathclyde discussion papers in economics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
CORE discussion paper : DP
6
Discussion paper / Centre for Economic Policy Research
6
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
6
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Diskussionsbeiträge / 2
6
Federal Reserve Bank of Cleveland working paper series
6
Finance and economics discussion series
6
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ECONIS (ZBW)
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1
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:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
6
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
7
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
8
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
9
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
Saved in:
10
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
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