//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper series"
~person:"Rahbek, Anders"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Maximum likelihood estimation"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Maximum likelihood estimation
Theorie
Zeitreihenanalyse
Estimation theory
8
Schätztheorie
8
Cointegration
3
Kointegration
3
Maximum-Likelihood-Schätzung
3
Statistical test
2
Statistischer Test
2
1965-2008
1
Analysis of variance
1
Asymptotic theory
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
GARCH
1
Maximum likelihood
1
Nichtlineare Regression
1
Nonlinear regression
1
Nonstationarity
1
Private consumption
1
Privater Konsum
1
Theory
1
Time series analysis
1
USA
1
United States
1
VAR model
1
VAR-Modell
1
Varianzanalyse
1
tt-distribution
1
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
3
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
6
Author
All
Rahbek, Anders
Kohn, Robert
17
Sheather, Simon J.
15
Nielsen, Morten Ørregaard
14
Linton, Oliver
13
Phillips, Peter C. B.
13
Lee, Lung-fei
12
Johansen, Søren
11
Saikkonen, Pentti
11
Wooldridge, Jeffrey M.
11
Baltagi, Badi H.
10
Hahn, Jinyong
10
Krämer, Walter
10
Li, Qi
10
Han, Chirok
9
Giles, David E. A.
8
Hassler, Uwe
8
Hettmansperger, Thomas P.
8
Leybourne, Stephen James
8
Teräsvirta, Timo
8
Davidson, James E. H.
7
Jong, Robert M. de
7
McKean, Joseph W.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Chan, Ngai Hang
6
Chen, Songnian
6
Fan, Yanqin
6
Kristensen, Dennis
6
Kuan, Chung-ming
6
Lieberman, Offer
6
Pesaran, M. Hashem
6
Shin, Dong-wan
6
Wand, M. P.
6
White, Halbert
6
Zakoïan, Jean-Michel
6
Ansley, Craig F.
5
Canepa, Alessandra
5
Carter, Chris K.
5
more ...
less ...
Published in...
All
CREATES research paper
Econometric theory
Economics letters
Journal of time series econometrics
Working paper series
Discussion papers / Department of Economics, University of Copenhagen
7
Journal of econometrics
2
Journal of empirical finance
2
CREATES Research Paper
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
University of Copenhagen Department of Economics Discussion Papers
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
2
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
3
Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667363
Saved in:
4
Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
Economics letters
138
(
2016
),
pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
Saved in:
5
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
6
Asymptotic inference for nonstationary GARCH
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1203-1226
Persistent link: https://www.econbiz.de/10002424931
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->