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subject:"Deutschland"
type_genre:"Sammelwerk"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance and economics discussion series"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Deutschland
Schätzung
Zeitreihenanalyse
Estimation theory
186
Schätztheorie
186
Time series analysis
67
Theorie
38
Theory
38
Estimation
32
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Stochastic process
18
Stochastischer Prozess
18
Cointegration
17
Kointegration
17
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16
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16
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16
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15
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15
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14
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14
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10
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9
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9
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8
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8
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8
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7
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7
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6
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79
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88
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Arbeitspapier
88
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84
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84
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English
88
Author
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Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Kristensen, Dennis
5
Taylor, Robert
4
Berkowitz, Jeremy
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Herbst, Edward P.
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Barbarino, Alessandro
2
Bura, Efstathia
2
Casas, Isabel
2
Christensen, Bent Jesper
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kilian, Lutz
2
Kruse, Robinson
2
Nalewaik, Jeremy
2
Nielsen, Bent
2
Rossi, Eduardo
2
Schorfheide, Frank
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Barigozzi, Matteo
1
Bennedsen, Mikkel
1
Benson, David
1
Berenguer-Rico, Vanessa
1
Birgean, Ionel
1
Bognanni, Mark
1
Bu, Ruijun
1
Bunzel, Helle
1
Cai, Michael
1
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Federal Reserve System / Division of Research and Statistics
2
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CREATES research paper
Finance and economics discussion series
Discussion paper / Tinbergen Institute
121
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Discussion paper series / IZA
64
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Working paper / National Bureau of Economic Research, Inc.
52
Working paper
43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
CESifo working papers
40
Discussion paper
40
SFB 649 discussion paper
39
Discussion paper / Center for Economic Research, Tilburg University
34
Cowles Foundation discussion paper
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Technical working paper / National Bureau of Economic Research
29
Working paper series
29
Discussion papers / CEPR
27
Discussion paper / Centre for Economic Policy Research
25
Discussion papers of interdisciplinary research project 373
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Report / Econometric Institute, Erasmus University Rotterdam
23
Working papers series in theoretical and applied economics
23
Queen's Economics Department working paper
19
CORE discussion paper : DP
18
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
18
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
18
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
17
EUI working paper / ECO
17
KBI
17
Working papers
17
Documentos de trabajo / Banco de España, Servicio de Estudios
16
ECARES working paper
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Série des documents de travail
15
Discussion papers / Department of Economics, University of Copenhagen
14
Discussion papers in economics
14
Economics discussion papers
13
Kieler Arbeitspapiere
13
Boston College working papers in economics
12
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ECONIS (ZBW)
88
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1
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
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
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:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
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:
7
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
9
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:
10
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
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