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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of empirical finance"
~source:"econis"
~subject:"Kointegration"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Kointegration
Statistische Verteilung
Estimation theory
213
Schätztheorie
213
Time series analysis
83
Zeitreihenanalyse
83
Estimation
40
Schätzung
40
Theorie
36
Theory
36
Volatility
35
Volatilität
35
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
ARCH model
25
ARCH-Modell
25
Stochastic process
25
Stochastischer Prozess
25
Capital income
22
Kapitaleinkommen
22
Forecasting model
21
Prognoseverfahren
21
Statistical test
16
Statistischer Test
16
USA
16
United States
16
Autocorrelation
15
Autokorrelation
15
Cointegration
15
Regression analysis
15
Regressionsanalyse
15
Börsenkurs
14
Share price
14
Portfolio selection
13
Portfolio-Management
13
Statistical distribution
13
Bootstrap approach
12
Bootstrap-Verfahren
12
VAR model
12
VAR-Modell
12
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Free
20
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4
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Article
12
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Graue Literatur
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20
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20
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12
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12
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English
32
Author
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Johansen, Søren
4
Nielsen, Morten Ørregaard
4
Kristensen, Dennis
3
Creel, Michael D.
2
Parra-Alvarez, Juan Carlos
2
Posch, Olaf
2
Rahbek, Anders
2
Wang, Mu-Chun
2
Bohn Nielsen, Heino
1
Carlini, Federico
1
Chen, Yi-ting
1
Cheng, Wan-hsiu
1
Christensen, Bent Jesper
1
Daníelsson, Jón
1
Demetrescu, Matei
1
Dolatabadi, Sepideh
1
Fornari, Fabio
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Gospodinov, Nikolaj
1
He, Xue-zhong
1
Hirukawa, Masayuki
1
Hubrich, Kirstin
1
Hung, Jui-cheng
1
Kang, Kyu Ho
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
Lee, Cheol Woo
1
Li, Youwei
1
MacKinnon, James G.
1
Marsh, Terry Alan
1
Mele, Antonio
1
Nielsen, Frank
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
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CREATES research paper
Journal of empirical finance
Journal of econometrics
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Econometric theory
51
Economics letters
50
Econometric reviews
46
Insurance / Mathematics & economics
43
Discussion paper / Tinbergen Institute
42
Econometrics : open access journal
28
The econometrics journal
28
Applied economics letters
27
Oxford bulletin of economics and statistics
25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Cowles Foundation discussion paper
24
Economic modelling
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Applied economics
22
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of applied econometrics
20
Journal of the American Statistical Association : JASA
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Discussion papers of interdisciplinary research project 373
18
International journal of forecasting
18
International journal of economics and financial issues : IJEFI
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER Working Paper
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Discussion paper
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of banking & finance
13
NBER working paper series
13
Working paper / National Bureau of Economic Research, Inc.
13
Computational economics
12
Cowles Foundation Discussion Paper
12
European journal of operational research : EJOR
12
Journal of forecasting
12
Journal of international money and finance
12
ECARES working paper
11
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ECONIS (ZBW)
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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
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:
3
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:
4
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
5
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:
6
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:
7
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:
8
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
Persistent link: https://www.econbiz.de/10011750340
Saved in:
9
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:
10
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
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