//--> //--> //-->
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"
~person:"Grassi, Stefano"
~person:"Nielsen, Bent"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Panel study
Zeitreihenanalyse
Estimation theory
8
Schätztheorie
8
Time series analysis
5
Regression analysis
3
Regressionsanalyse
3
Kleinste-Quadrate-Methode
2
Least squares method
2
Robust statistics
2
Robustes Verfahren
2
1-step Huber-skip
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Asset Pricing
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Capital income
1
Chebychev estimator
1
Cholesky decomposition
1
Estimation
1
Kapitaleinkommen
1
LMS
1
LTS
1
Least squares estimator
1
Multivariate GARCH
1
Non-stationarity
1
Normal distribution
1
Regression
1
Robust Statistics
1
Schätzung
1
Share price
1
State space model
1
Stationarity
1
Statistical error
1
Statistical method
1
Statistische Methode
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
4
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
5
Author
All
Grassi, Stefano
Nielsen, Bent
Nielsen, Morten Ørregaard
14
Johansen, Søren
11
Phillips, Peter C. B.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Teräsvirta, Timo
6
Kristensen, Dennis
5
Chan, Ngai Hang
4
Gao, Jiti
4
Kanaya, Shin
4
Leybourne, Stephen James
4
Proietti, Tommaso
4
Saikkonen, Pentti
4
Chambers, Marcus J.
3
Christensen, Kim
3
Grégoir, Stéphane
3
Hualde, Javier
3
Peng, Liang
3
Podolskij, Mark
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Santucci de Magistris, Paolo
3
Seo, Won-Ki
3
Seong, Dakyung
3
Sun, Yixiao
3
Tjostheim, Dag
3
Velasco, Carlos
3
Zhang, Rongmao
3
Andersen, Torben
2
Breitung, Jörg
2
Chen, Songnian
2
Chen, Xiaohong
2
Choi, In
2
Ergemen, Yunus Emre
2
Franchi, Massimo
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Gørgens, Tue
2
more ...
less ...
Published in...
All
CREATES research paper
Econometric theory
Economics discussion papers
5
Discussion papers / Department of Economics, University of Copenhagen
4
Econometrics : open access journal
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
2
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CREATES Research Paper 2008-9
1
Department of Economics discussion paper series / University of Oxford
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
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
University of Copenhagen Economics Discussion Paper
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
2
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:
3
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:
4
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
Saved in:
5
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->