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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:"Kristensen, Dennis"
~person:"Linton, Oliver"
~person:"Saikkonen, Pentti"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Statistical inference"
~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
Zeitreihenanalyse
generalized polynomial trend
nonstationarity
Estimation theory
49
Schätztheorie
49
Theorie
16
Theory
16
Time series analysis
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Regression analysis
6
Regressionsanalyse
6
Volatility
5
Volatilität
5
Estimation
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Cointegration
3
Core
3
Kointegration
3
Stochastic process
3
Stochastischer Prozess
3
Asymptotic normality
2
Causality analysis
2
Kausalanalyse
2
Statistical distribution
2
Statistische Verteilung
2
VAR model
2
VAR-Modell
2
consistency
2
deterministic trend
2
fractional process
2
noninvertibility
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
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19
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7
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7
Non-commercial literature
7
Working Paper
7
Language
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English
Author
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Francq, Christian
Hualde, Javier
Hyndman, Rob J.
Kristensen, Dennis
Linton, Oliver
Saikkonen, Pentti
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Teräsvirta, Timo
8
Cavaliere, Giuseppe
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Chan, Ngai Hang
6
Horváth, Lajos
5
Politis, Dimitris N.
5
Andersen, Torben
4
Christensen, Kim
4
Gao, Jiti
4
Kanaya, Shin
4
Leybourne, Stephen James
4
MacKinnon, James G.
4
Podolskij, Mark
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Zakoïan, Jean-Michel
4
Zhang, Rongmao
4
Asai, Manabu
3
Bugni, Federico A.
3
Chambers, Marcus J.
3
Chen, Xiaohong
3
Georgiev, Iliyan
3
Grégoir, Stéphane
3
Guggenberger, Patrik
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Jong, Robert M. de
3
Kock, Anders Bredahl
3
Kokoszka, Piotr
3
Kruse, Robinson
3
Lee, Lung-fei
3
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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
19
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cambridge working papers in economics
8
Econometrics papers
5
International journal of forecasting
4
Janeway Institute working paper series
3
The econometrics journal
3
CREATES Research Paper
2
Economics letters
2
Handbook of financial time series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Nonparametric dynamic modelling
2
Queen's Economics Department working paper
2
Annals of economics and statistics
1
Bank of Finland Research Discussion Paper
1
Barcelona GSE working paper series : working paper
1
CREATES Research Paper 2007-1
1
CREATES Research Paper 2008-30
1
Cambridge-INET working papers
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Cowles Foundation discussion paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers in economics
1
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
HECER Discussion Paper
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
Working paper series
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
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2015
Persistent link: https://www.econbiz.de/10010514606
Saved in:
6
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:
7
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
8
Averaging of an increasing number of moment condition estimators
Chen, Xiaohong
;
Jacho-Chávez, David T.
;
Linton, Oliver
- In:
Econometric theory
32
(
2016
)
1
,
pp. 30-70
Persistent link: https://www.econbiz.de/10011578413
Saved in:
9
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
10
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
1
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