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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Volatilität
Zeitreihenanalyse
Estimation theory
861
Schätztheorie
861
Theorie
303
Theory
303
Time series analysis
218
Nichtparametrisches Verfahren
122
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122
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101
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Nielsen, Morten Ørregaard
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Johansen, Søren
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Teräsvirta, Timo
9
Linton, Oliver
8
Kristensen, Dennis
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Saikkonen, Pentti
6
Chan, Ngai Hang
5
Horváth, Lajos
5
Francq, Christian
4
Gao, Jiti
4
Kanaya, Shin
4
Leybourne, Stephen James
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Silvennoinen, Annastiina
4
Zakoïan, Jean-Michel
4
Chambers, Marcus J.
3
Christensen, Kim
3
Grégoir, Stéphane
3
Hualde, Javier
3
Kokoszka, Piotr
3
Kruse, Robinson
3
Li, Degui
3
Lunde, Asger
3
Nielsen, Bent
3
Peng, Liang
3
Podolskij, Mark
3
Politis, Dimitris N.
3
Santucci de Magistris, Paolo
3
Seo, Won-Ki
3
Seong, Dakyung
3
Sun, Yixiao
3
Tjostheim, Dag
3
Velasco, Carlos
3
Zaffaroni, Paolo
3
Zhang, Rongmao
3
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CREATES research paper
Econometric theory
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552
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267
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222
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Discussion paper / Tinbergen Institute
137
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94
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93
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84
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75
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52
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43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
Oxford bulletin of economics and statistics
39
Working paper
38
EUI working paper / ECO
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
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33
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ECONIS (ZBW)
297
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
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2
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
Saved in:
3
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
6
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
7
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
8
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:
9
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.
;
Kleibergen, Frank
- In:
Econometric theory
38
(
2022
)
4
,
pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
Saved in:
10
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
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