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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~subject:"Cointegration"
~subject:"Kointegration"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Cointegration
Kointegration
Maximum-Likelihood-Schätzung
Estimation theory
179
Schätztheorie
179
Time series analysis
81
Zeitreihenanalyse
81
Estimation
27
Schätzung
27
Theorie
26
Theory
26
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Volatility
17
Volatilität
17
ARCH model
16
ARCH-Modell
16
Stochastic process
15
Stochastischer Prozess
15
Bootstrap approach
12
Bootstrap-Verfahren
12
Statistical test
12
Statistischer Test
12
USA
12
United States
12
Structural break
11
Strukturbruch
11
Induktive Statistik
10
Maximum likelihood estimation
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
Forecasting model
9
Prognoseverfahren
9
Autocorrelation
8
Autokorrelation
8
VAR model
8
VAR-Modell
8
Börsenkurs
7
Share price
7
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Free
22
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Book / Working Paper
33
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Language
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English
33
Author
All
Nielsen, Morten Ørregaard
5
Johansen, Søren
4
Pittis, Nikitas
4
Urga, Giovanni
4
Banerjee, Anindya
3
Caporale, Guglielmo Maria
3
Rahbek, Anders
3
Cavaliere, Giuseppe
2
Sola, Martin
2
Taylor, Robert
2
Teräsvirta, Timo
2
Bohn Nielsen, Heino
1
Budd, Alan
1
Caporale, Guglielmo M.
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Floor Brix, Anne
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hall, Stephen G.
1
Hillebrand, Eric
1
Hobbis, Stephen
1
Hubrich, Kirstin
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
Lunde, Asger
1
MacKinnon, James G.
1
Mikkelsen, Jakob Guldbæk
1
Nielsen, Frank
1
Nyboe Tabor, Morten
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Posch, Olaf
1
Psaradakis, Zacharias
1
Psaradakis, Zacharias G.
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Scott, Andrew
1
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CREATES research paper
Discussion paper / Centre for Economic Forecasting
Journal of econometrics
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
51
Econometric reviews
46
Discussion paper / Tinbergen Institute
45
Econometric theory
35
Economic modelling
29
Applied economics letters
26
Econometrics : open access journal
24
Journal of applied econometrics
22
Oxford bulletin of economics and statistics
22
Cowles Foundation discussion paper
21
The econometrics journal
21
Applied economics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
NBER Working Paper
18
International journal of economics and financial issues : IJEFI
17
Journal of the American Statistical Association : JASA
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Discussion paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
14
CESifo working papers
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Computational economics
12
Journal of forecasting
12
Cowles Foundation Discussion Paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
11
International journal of forecasting
11
Journal of time series econometrics
11
Queen's Economics Department working paper
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
10
International journal of economics and finance
10
Journal of international money and finance
10
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ECONIS (ZBW)
33
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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
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
4
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
5
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:
6
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:
7
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
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
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
10
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
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