//--> //--> //--> //-->
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:"Johansen, Søren"
~person:"Saikkonen, Pentti"
~subject:"Stochastic process"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Panel study
Stochastic process
Zeitreihenanalyse
Estimation theory
25
Schätztheorie
25
Time series analysis
15
Theorie
9
Theory
9
Cointegration
6
Kointegration
6
VAR model
4
VAR-Modell
4
ARCH model
2
ARCH-Modell
2
Causality analysis
2
Kausalanalyse
2
Modellierung
2
Regression analysis
2
Regressionsanalyse
2
Robust statistics
2
Robustes Verfahren
2
Scientific modelling
2
1-step Huber-skip
1
Abstract, Exact rational expectations
1
Adjustment coefficients
1
Autocorrelation
1
Autokorrelation
1
Außenwirtschaftstheorie
1
Chebychev estimator
1
Cointegrated VAR model
1
Einheitswurzeltest
1
Estimation
1
Gaussian process
1
Gauß-Prozess
1
Hedging
1
International economics
1
Kleinste-Quadrate-Methode
1
LMS
1
LTS
1
Least squares estimator
1
Least squares method
1
Metal market
1
more ...
less ...
Online availability
All
Free
8
Undetermined
2
Type of publication
All
Book / Working Paper
8
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
15
Author
All
Johansen, Søren
Saikkonen, Pentti
Nielsen, Morten Ørregaard
14
Phillips, Peter C. B.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Kristensen, Dennis
6
Teräsvirta, Timo
6
Kanaya, Shin
5
Chan, Ngai Hang
4
Gao, Jiti
4
Leybourne, Stephen James
4
Lunde, Asger
4
Podolskij, Mark
4
Proietti, Tommaso
4
Santucci de Magistris, Paolo
4
Chambers, Marcus J.
3
Christensen, Kim
3
Grégoir, Stéphane
3
Hualde, Javier
3
Nielsen, Bent
3
Peng, Liang
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Rossi, Eduardo
3
Seo, Won-Ki
3
Seong, Dakyung
3
Sun, Yixiao
3
Tjostheim, Dag
3
Velasco, Carlos
3
Zhang, Rongmao
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Breitung, Jörg
2
Chen, Songnian
2
Chen, Xiaohong
2
Choi, In
2
Ergemen, Yunus Emre
2
Floor Brix, Anne
2
more ...
less ...
Published in...
All
CREATES research paper
Econometric theory
Discussion papers / Department of Economics, University of Copenhagen
7
Journal of econometrics
6
Econometrics : open access journal
3
Queen's Economics Department working paper
3
Advanced texts in econometrics
2
EUI working paper / ECO
2
Economics discussion papers
2
Nonparametric dynamic modelling
2
Bank of Finland Research Discussion Paper
1
CREATES Research Paper 2008-30
1
Contemporary economics
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Discussion papers of interdisciplinary research project 373
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
HECER Discussion Paper
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
New directions in macromodelling
1
The econometrics journal
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
Working paper
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
Saved in:
8
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
9
The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008669923
Saved in:
10
An invariance property of the common trends under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008699006
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->