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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Nijman, Theodore E."
~person:"Werker, Bas J. M."
~subject:"Modellierung"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Modellierung
Schätztheorie
Volatilität
Estimation theory
20
Theorie
12
Theory
12
Time series analysis
7
Zeitreihenanalyse
7
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Statistical test
5
Statistischer Test
5
Autocorrelation
2
Autokorrelation
2
CAPM
2
Dauer
2
Duration
2
Estimation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Ranking method
2
Ranking-Verfahren
2
Schätzung
2
1980-1994
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Bias
1
Capital income
1
Cointegration
1
Cointegration model
1
Cointegration rank
1
Derivat
1
Derivative
1
Dividend
1
Dividende
1
Elliptical densities
1
Exchange rate
1
Financial analysis
1
Finanzanalyse
1
France
1
Frankreich
1
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Free
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Book / Working Paper
18
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2
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Arbeitspapier
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Working Paper
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Non-commercial literature
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English
20
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Nijman, Theodore E.
Werker, Bas J. M.
Koopman, Siem Jan
35
Einmahl, John H. J.
25
Lucas, André
23
Kleibergen, Frank
22
Gooijer, Jan G. de
19
Magnus, Jan R.
18
Steel, Mark F. J.
18
Kiviet, J. F.
17
Čížek, Pavel
15
Franses, Philip Hans
13
Blasques, Francisco
12
Drost, Feike C.
12
Haan, Laurens de
12
Dijk, Herman K. van
11
Kleijnen, Jack P. C.
11
McAleer, Michael
11
Boswijk, Herman Peter
10
Härdle, Wolfgang
10
Osiewalski, Jacek
10
Bun, Maurice J. G.
9
Li, Qi
9
Ooms, Marius
9
Dijk, Dick van
8
Gorgi, Paolo
8
Melenberg, Bertrand
8
Peng, Liang
8
Soest, Arthur van
8
Vries, Casper G. de
8
Heij, Christiaan
7
Segers, Johan
7
Su, Liangjun
7
Bera, Anil K.
6
Cramer, Jan S.
6
Daníelsson, Jón
6
De Luca, Giuseppe
6
Fernández, Carmen
6
Gao, Jiti
6
Hoek, Henk
6
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Center for Economic Research <Tilburg>
2
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
4
CentER Discussion Paper Series
3
International economic review
2
Annales d'économie et de statistique
1
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
Discussion paper series / Center for Economic Studies, Leuven
1
Econometric reviews
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Econometric theory
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Econometrics
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ECONIS (ZBW)
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Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
2
Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
Saved in:
3
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
4
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
5
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
6
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
7
Local asymptotic normality and efficient estimation for INAR (P) models
Drost, Feike C.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003331631
Saved in:
8
Semiparametric duration models
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001891415
Saved in:
9
Eliminating biases in evaluating mutual fund performance from a survivorship free sample
Horst, Jenke R. ter
;
Nijman, Theodore E.
;
Verbeek, Marno
-
1998
Persistent link: https://www.econbiz.de/10000986461
Saved in:
10
Testing for mean-variance spanning : a survey
Roon, Frans de
;
Nijman, Theodore E.
-
1998
Persistent link: https://www.econbiz.de/10000997542
Saved in:
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