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subject:"Maximum-Likelihood-Schätzung"
subject:"Nonparametric statistics"
~isPartOf:"CREATES research paper"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Nonparametric statistics
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
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
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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27
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Book / Working Paper
27
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Arbeitspapier
Article in journal
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
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English
27
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Kristensen, Dennis
5
Cattaneo, Matias D.
4
Jansson, Michael
4
Crump, Richard K.
3
Kanaya, Shin
3
Nielsen, Morten Ørregaard
3
Taylor, Robert
3
Barndorff-Nielsen, Ole E.
2
Cavaliere, Giuseppe
2
Rahbek, Anders
2
Andersen, Torben
1
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Bu, Ruijun
1
Casas, Isabel
1
Corcuera, José Manual
1
Dobrev, Dobrislav
1
Floor Brix, Anne
1
Gao, Jiti
1
Gijbels, Irène
1
Hadri, Kaddour
1
Hillebrand, Eric
1
Hounyo, Ulrich
1
Iacone, Fabrizio
1
Kurita, Takamitsu
1
Li, Degui
1
Lunde, Asger
1
Mikkelsen, Jakob Guldbæk
1
Nielsen, Frank
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Podolskij, Mark
1
Posch, Olaf
1
Schaumburg, Ernst
1
Silvennoinen, Annastiina
1
Teräsvirta, Timo
1
Tjostheim, Dag
1
Urga, Giovanni
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
1
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CREATES research paper
Journal of econometrics
384
CEMMAP working papers / Centre for Microdata Methods and Practice
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Econometric theory
109
Econometric reviews
103
Economics letters
102
Journal of the American Statistical Association : JASA
86
The econometrics journal
67
Discussion paper / Tinbergen Institute
50
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Discussion papers of interdisciplinary research project 373
42
Discussion paper series / IZA
40
Quantitative economics : QE ; journal of the Econometric Society
39
Cowles Foundation discussion paper
36
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
SFB 649 discussion paper
34
European journal of operational research : EJOR
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Econometrics : open access journal
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Insurance / Mathematics & economics
24
Boston College working papers in economics
23
Working papers / TSE : WP
22
Computational economics
21
Economic modelling
21
Discussion paper / Center for Economic Research, Tilburg University
20
Journal of applied econometrics
19
KBI
19
Applied economics letters
18
Working paper
18
Working papers series in theoretical and applied economics
18
ECARES working paper
16
Energy economics
16
Journal of risk and financial management : JRFM
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Applied economics
15
Journal of productivity analysis
15
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ECONIS (ZBW)
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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:
2
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:
3
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
4
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
5
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:
6
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
7
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:
8
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:
9
Uniform convergence rates of Kernel-based nonparametric estimators for continuous time diffusion processes : a damping function approach
Kanaya, Shin
-
2015
Persistent link: https://www.econbiz.de/10011387609
Saved in:
10
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
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