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subject:"Nonparametric statistics"
subject:"Regressionsanalyse"
~isPartOf:"CREATES research paper"
~subject:"ARCH model"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Regressionsanalyse
ARCH model
USA
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Statistical inference
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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49
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49
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49
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49
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49
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English
49
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Teräsvirta, Timo
6
Cattaneo, Matias D.
5
Jansson, Michael
5
Kristensen, Dennis
5
Nielsen, Morten Ørregaard
4
Crump, Richard K.
3
Kanaya, Shin
3
Rahbek, Anders
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Kock, Anders Bredahl
2
Pedersen, Rasmus Søndergaard
2
Taylor, Robert
2
Ventosa-Santaulària, Daniel
2
Yang, Yukai
2
Amado, Cristina
1
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Bu, Ruijun
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Casas, Isabel
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Corcuera, José Manual
1
Demetrescu, Matei
1
Dobrev, Dobrislav
1
Gao, Jiti
1
Gijbels, Irène
1
Grassi, Stefano
1
Gørgens, Tue
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hillebrand, Eric
1
Holst Bache, Stefan
1
Hounyo, Ulrich
1
Iacone, Fabrizio
1
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CREATES research paper
Journal of econometrics
559
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Econometric theory
199
Economics letters
193
CEMMAP working papers / Centre for Microdata Methods and Practice
184
Journal of the American Statistical Association : JASA
144
Econometric reviews
142
The econometrics journal
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
97
Discussion paper / Tinbergen Institute
81
Discussion paper series / IZA
74
Discussion papers of interdisciplinary research project 373
68
Cowles Foundation discussion paper
67
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
64
Working paper / Department of Econometrics and Business Statistics, Monash University
54
NBER working paper series
53
Working paper / National Bureau of Economic Research, Inc.
53
Journal of applied econometrics
52
NBER Working Paper
52
The review of economics and statistics
51
European journal of operational research : EJOR
50
Cowles Foundation Discussion Paper
49
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
48
International journal of forecasting
48
Quantitative economics : QE ; journal of the Econometric Society
47
Econometrics : open access journal
46
SFB 649 discussion paper
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
41
Econometrics papers
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Applied economics
39
Applied economics letters
39
Economic modelling
39
Discussion paper / Center for Economic Research, Tilburg University
37
Computational economics
36
Insurance / Mathematics & economics
36
Journal of forecasting
36
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ECONIS (ZBW)
49
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1
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:
2
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:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
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:
8
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
9
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
10
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
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