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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Francq, Christian"
~person:"Guggenberger, Patrik"
~person:"Horváth, Lajos"
~person:"Hualde, Javier"
~person:"Hyndman, Rob J."
~person:"Kock, Anders Bredahl"
~person:"Linton, Oliver"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Statistical inference"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
~subject:"generalized polynomial trend"
~subject:"nonstationarity"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Method of moments
Statistical inference
Statistical test
Zeitreihenanalyse
generalized polynomial trend
nonstationarity
Estimation theory
45
Schätztheorie
45
Theorie
12
Theory
12
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Time series analysis
10
Regression analysis
8
Regressionsanalyse
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Momentenmethode
5
Statistischer Test
5
Induktive Statistik
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Panel
2
USA
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United States
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Volatility
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consistency
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deterministic trend
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noninvertibility
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ARMA model
1
ARMA-Modell
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1
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Estimation
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Francq, Christian
Guggenberger, Patrik
Horváth, Lajos
Hualde, Javier
Hyndman, Rob J.
Kock, Anders Bredahl
Linton, Oliver
Nielsen, Morten Ørregaard
18
Johansen, Søren
11
Phillips, Peter C. B.
11
Kristensen, Dennis
9
Teräsvirta, Timo
9
Cavaliere, Giuseppe
7
Rahbek, Anders
7
Saikkonen, Pentti
7
Taylor, Robert
7
Chan, Ngai Hang
6
Gao, Jiti
6
Robinson, Peter M.
6
Sun, Yixiao
6
Baltagi, Badi H.
5
Li, Degui
5
MacKinnon, James G.
5
Perron, Pierre
5
Politis, Dimitris N.
5
Velasco, Carlos
5
Xiao, Zhijie
5
Andersen, Torben
4
Cattaneo, Matias D.
4
Chambers, Marcus J.
4
Christensen, Kim
4
Gørgens, Tue
4
Hafner, Christian M.
4
Hidalgo, Javier
4
Jansson, Michael
4
Kanaya, Shin
4
Lee, Lung-fei
4
Leybourne, Stephen James
4
Moon, Hyungsik Roger
4
Otsu, Taisuke
4
Podolskij, Mark
4
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4
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CREATES research paper
Econometric theory
Journal of time series econometrics
The econometrics journal
Journal of econometrics
31
Working paper / Department of Econometrics and Business Statistics, Monash University
18
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Cambridge working papers in economics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cowles Foundation Discussion Paper
8
International journal of forecasting
6
Cowles Foundation discussion paper
5
Econometrics papers
5
Econometric reviews
4
Janeway Institute working paper series
3
Economics letters
2
Handbook of financial time series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
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2
Queen's Economics Department working paper
2
Aarhus University, CREATES Research Paper 2012-16
1
Annals of economics and statistics
1
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Department of Economics discussion paper series / University of Oxford
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Discussion papers / Department of Economics, University of California San Diego
1
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Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in nonlinear time series econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
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1
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
4
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
5
Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2016
Persistent link: https://www.econbiz.de/10011474717
Saved in:
6
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
7
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
8
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Kock, Anders Bredahl
;
Tang, Haihan
- In:
Econometric theory
35
(
2019
)
2
,
pp. 295-359
Persistent link: https://www.econbiz.de/10012146137
Saved in:
9
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
10
Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
Horváth, Lajos
;
Hušková, Marie
;
Rice, Gregory
;
Wang, Jia
- In:
Econometric theory
33
(
2017
)
2
,
pp. 366-412
Persistent link: https://www.econbiz.de/10011665387
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