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Search: subject_exact:"Estimation theory"
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Exchange rate
Germany
Kointegration
Sampling
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
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12
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12
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12
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12
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11
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11
Induktive Statistik
10
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10
Regressionsanalyse
10
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10
USA
10
United States
10
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9
Prognoseverfahren
9
Maximum likelihood estimation
8
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8
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8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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17
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English
17
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Johansen, Søren
4
Nielsen, Morten Ørregaard
3
Rahbek, Anders
2
Andersen, Torben
1
Bohn Nielsen, Heino
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Dobrev, Dobrislav
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hubrich, Kirstin
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Munkholt Jakobsen, Nina
1
Nielsen, Frank
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Schaumburg, Ernst
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Sørensen, Michael
1
Teräsvirta, Timo
1
Varneskov, Rasmus Tangsgaard
1
Velasco, Carlos
1
Łasak, Katarzyna
1
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CREATES research paper
Journal of econometrics
115
Economics letters
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Discussion paper / Tinbergen Institute
39
Econometric reviews
38
Statistics in transition : an international journal of the Polish Statistical Association
32
Econometric theory
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Econometrics : open access journal
28
Applied economics letters
26
Economic modelling
25
Journal of the American Statistical Association : JASA
25
NBER Working Paper
24
Discussion paper series / IZA
22
Europäische Hochschulschriften / 5
22
Cowles Foundation discussion paper
20
Applied economics
19
Journal of applied econometrics
19
Discussion paper / Center for Economic Research, Tilburg University
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
International journal of economics and financial issues : IJEFI
17
NBER working paper series
17
The econometrics journal
17
Discussion paper
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Oxford bulletin of economics and statistics
16
Working paper / National Bureau of Economic Research, Inc.
16
Discussion papers of interdisciplinary research project 373
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Discussion paper / Central Bureau voor de Statistiek
13
CESifo working papers
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
International journal of forecasting
11
The review of economics and statistics
11
Working paper series
11
Working paper series / Department of Economics, University of Missouri-Columbia
11
Cowles Foundation Discussion Paper
10
Discussion paper / Centre for Economic Forecasting
10
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ECONIS (ZBW)
17
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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
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:
3
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:
4
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:
5
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:
6
Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Munkholt Jakobsen, Nina
;
Sørensen, Michael
-
2015
Persistent link: https://www.econbiz.de/10011327728
Saved in:
7
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
Saved in:
8
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
Saved in:
9
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
10
Fractional cointegration rank estimation
Lasak, Katarzyna
;
Velasco, Carlos
-
2013
Persistent link: https://www.econbiz.de/10009719162
Saved in:
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