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subject:"Deutschland"
subject:"Forecasting model"
~person:"Rahbek, Anders"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH-Modell
Estimation
Estimation theory
15
Schätztheorie
15
ARCH model
8
Cointegration
4
Kointegration
4
Theorie
4
Theory
4
Asymptotic theory
3
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Time series analysis
3
Zeitreihenanalyse
3
Induktive Statistik
2
Multivariate Analyse
2
Multivariate GARCH
2
Multivariate analysis
2
Nichtlineare Regression
2
Nonlinear regression
2
Reduced rank
2
Schätzung
2
Statistical inference
2
VAR model
2
VAR-Modell
2
1963-1989
1
ARCH models
1
Analysis of variance
1
BEKK
1
Baumwollmarkt
1
Bootstrap
1
Co-integration
1
Corporate defaults
1
Correlation
1
Cotton market
1
Count data
1
Covariance targeting
1
Double autoregression
1
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Undetermined
4
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Article
9
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Article in journal
Forschungsbericht
Konferenzschrift
Aufsatz in Zeitschrift
9
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
9
Author
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Rahbek, Anders
Francq, Christian
18
Linton, Oliver
16
Kumbhakar, Subal
15
Zakoïan, Jean-Michel
14
Baltagi, Badi H.
13
Cai, Zongwu
13
Gao, Jiti
13
Kumar, Dilip
13
Lütkepohl, Helmut
13
Su, Liangjun
13
Tauchen, George Eugene
13
Teräsvirta, Timo
13
Phillips, Peter C. B.
12
Kapetanios, George
11
Tsionas, Efthymios G.
11
Koop, Gary
10
Todorov, Viktor
10
Baillie, Richard
9
Lesage, James P.
9
Li, Jia
9
Bauwens, Luc
8
Bollerslev, Tim
8
Demetrescu, Matei
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Lee, Lung-fei
8
Li, Qi
8
Maheswaran, S.
8
Pesaran, M. Hashem
8
Ramírez, Miguel D.
8
Tsay, Ruey S.
8
Wang, Shouyang
8
Westerlund, Joakim
8
Hafner, Christian M.
7
Jochmans, Koen
7
Kim, Donggyu
7
Li, Guodong
7
Ling, Shiqing
7
McAleer, Michael
7
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Journal of econometrics
2
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
The econometrics journal
1
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ECONIS (ZBW)
9
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1
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9
of
9
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date (newest first)
date (oldest first)
1
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
2
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
3
Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
Economics letters
138
(
2016
),
pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
Saved in:
4
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
5
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Saved in:
6
Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis
;
Rahbek, Anders
;
Jensen, Søren Tolver
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
Saved in:
7
Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 641-646
Persistent link: https://www.econbiz.de/10001978054
Saved in:
8
Asymptotic inference for nonstationary GARCH
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1203-1226
Persistent link: https://www.econbiz.de/10002424931
Saved in:
9
Asymptotic inference on cointegrating rank in partial systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10001251806
Saved in:
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