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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Francq, Christian"
~person:"Hualde, Javier"
~person:"Hyndman, Rob J."
~person:"Johansen, Søren"
~person:"Linton, Oliver"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Regressionsanalyse"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~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
Regressionsanalyse
Statistical inference
Zeitreihenanalyse
nonstationarity
Estimation theory
43
Schätztheorie
43
Time series analysis
17
Theorie
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Theory
10
Nichtparametrisches Verfahren
8
Nonparametric statistics
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Regression analysis
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Cointegration
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Kointegration
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Asymptotic normality
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Estimation
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Modellierung
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VAR-Modell
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consistency
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deterministic trend
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fractional process
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generalized polynomial trend
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noninvertibility
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1-step Huber-skip
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ARMA model
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ARMA-Modell
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Abstract, Exact rational expectations
1
Adjustment coefficients
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Außenwirtschaftstheorie
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Francq, Christian
Hualde, Javier
Hyndman, Rob J.
Johansen, Søren
Linton, Oliver
Nielsen, Morten Ørregaard
17
Phillips, Peter C. B.
13
Cavaliere, Giuseppe
8
Teräsvirta, Timo
8
Chan, Ngai Hang
7
Su, Liangjun
7
Taylor, Robert
7
Kristensen, Dennis
6
Saikkonen, Pentti
6
Gao, Jiti
5
Horváth, Lajos
5
Politis, Dimitris N.
5
Wang, Qiying
5
Xiao, Zhijie
5
Andersen, Torben
4
Caner, Mehmet
4
Chambers, Marcus J.
4
Chen, Songnian
4
Christensen, Kim
4
Georgiev, Iliyan
4
Kanaya, Shin
4
Kock, Anders Bredahl
4
Kong, Efang
4
Leybourne, Stephen James
4
Li, Degui
4
Li, Qi
4
MacKinnon, James G.
4
Newey, Whitney K.
4
Nielsen, Bent
4
Peng, Liang
4
Podolskij, Mark
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Sun, Yixiao
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4
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CREATES research paper
Econometric theory
Journal of time series econometrics
Journal of econometrics
30
Working paper / Department of Econometrics and Business Statistics, Monash University
20
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Cambridge working papers in economics
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Discussion papers / Department of Economics, University of Copenhagen
8
Econometrics papers
7
Queen's Economics Department working paper
5
International journal of forecasting
4
Econometric reviews
3
Econometrics : open access journal
3
Economics discussion papers
3
Janeway Institute working paper series
3
Advanced texts in econometrics
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Department of Economics discussion paper series / University of Oxford
2
EUI working paper / ECO
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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
Annals of economics and statistics
1
Cambridge-INET working papers
1
Contemporary economics
1
Cowles Foundation discussion paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international 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
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
New directions in macromodelling
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The econometrics journal
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
Working paper
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
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
Saved in:
10
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
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