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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:"Jong, Robert M. de"
~person:"Leybourne, Stephen James"
~person:"Nielsen, Morten Ørregaard"
~person:"Taylor, Robert"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Method of moments"
~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
Estimation
Method of moments
Statistical inference
Zeitreihenanalyse
nonstationarity
Estimation theory
32
Schätztheorie
32
Time series analysis
21
Theorie
7
Theory
7
Bootstrap approach
5
Bootstrap-Verfahren
5
Einheitswurzeltest
4
Heteroscedasticity
4
Heteroskedastizität
4
Unit root test
4
Cluster analysis
3
Clusteranalyse
3
Cointegration
3
Induktive Statistik
3
Kointegration
3
Regional cluster
3
Regionales Cluster
3
Schätzung
3
Structural break
3
Strukturbruch
3
cluster-robust variance estimator
3
wild cluster bootstrap
3
Asymptotic normality
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Metal market
2
Metallmarkt
2
Modellierung
2
Scientific modelling
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
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English
Author
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Jong, Robert M. de
Leybourne, Stephen James
Nielsen, Morten Ørregaard
Taylor, Robert
Johansen, Søren
12
Linton, Oliver
9
Teräsvirta, Timo
8
Cavaliere, Giuseppe
7
Kristensen, Dennis
7
Phillips, Peter C. B.
7
Chan, Ngai Hang
6
Saikkonen, Pentti
6
Horváth, Lajos
5
Politis, Dimitris N.
5
Andersen, Torben
4
Christensen, Kim
4
Francq, Christian
4
Gao, Jiti
4
Kanaya, Shin
4
Lee, Lung-fei
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
Cai, Zongwu
3
Chambers, Marcus J.
3
Chen, Xiaohong
3
Christensen, Bent Jesper
3
Georgiev, Iliyan
3
Grégoir, Stéphane
3
Guggenberger, Patrik
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Hualde, Javier
3
Kock, Anders Bredahl
3
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CREATES research paper
Econometric theory
Journal of time series econometrics
Queen's Economics Department working paper
18
Journal of econometrics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Economics letters
3
An Elgar reference collection
2
Journal of empirical finance
2
Journal of forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The international library of critical writings in econometrics
2
Annales d'économie et de statistique
1
CAE working paper
1
CREDIT research paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric reviews
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Journal of applied econometrics
1
Oxford bulletin of economics and statistics
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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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
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
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:
5
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
6
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
7
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:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
10
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
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