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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Kointegration"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
ARCH-Modell
Kointegration
Statistische Verteilung
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
ARCH model
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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31
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Book / Working Paper
31
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Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Language
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English
31
Author
All
Teräsvirta, Timo
6
Nielsen, Morten Ørregaard
5
Johansen, Søren
4
Rahbek, Anders
4
Silvennoinen, Annastiina
3
Kristensen, Dennis
2
Parra-Alvarez, Juan Carlos
2
Pedersen, Rasmus Søndergaard
2
Posch, Olaf
2
Wang, Mu-Chun
2
Amado, Cristina
1
Bohn Nielsen, Heino
1
Carlini, Federico
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Creel, Michael D.
1
Demetrescu, Matei
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lange, Theis
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Nielsen, Frank
1
Noël, Antoine L.
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Taylor, Robert
1
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CREATES research paper
Journal of econometrics
173
Econometric theory
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
66
Econometric reviews
60
Discussion paper / Tinbergen Institute
56
Insurance / Mathematics & economics
45
The econometrics journal
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Applied economics letters
33
Econometrics : open access journal
33
Applied economics
31
Economic modelling
31
International journal of forecasting
28
CEMMAP working papers / Centre for Microdata Methods and Practice
26
Cowles Foundation discussion paper
25
Discussion paper / Center for Economic Research, Tilburg University
25
Oxford bulletin of economics and statistics
25
Statistics in transition : an international journal of the Polish Statistical Association
25
International journal of economics and financial issues : IJEFI
23
Journal of forecasting
23
Journal of the American Statistical Association : JASA
22
Journal of applied econometrics
21
Journal of empirical finance
21
Discussion papers of interdisciplinary research project 373
20
Finance research letters
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Journal of banking & finance
19
Computational economics
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Journal of time series econometrics
18
NBER Working Paper
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Journal of risk and financial management : JRFM
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of risk
16
Cowles Foundation Discussion Paper
15
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ECONIS (ZBW)
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1
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:
2
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:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
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:
5
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:
6
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
Saved in:
7
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:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
10
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
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