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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Kointegration
Monte Carlo simulation
Estimation theory
2,208
Schätztheorie
2,208
Theorie
536
Theory
536
Zeitreihenanalyse
405
Nichtparametrisches Verfahren
374
Nonparametric statistics
374
Regression analysis
340
Regressionsanalyse
340
Estimation
279
Schätzung
275
Statistical test
198
Statistischer Test
198
Panel
181
Panel study
181
Volatility
128
Volatilität
128
Method of moments
127
Momentenmethode
126
Induktive Statistik
101
Statistical inference
101
Maximum likelihood estimation
96
Maximum-Likelihood-Schätzung
96
Autocorrelation
94
Autokorrelation
93
Forecasting model
93
Prognoseverfahren
93
Statistical distribution
92
Statistische Verteilung
92
Cointegration
90
Bootstrap approach
88
Bootstrap-Verfahren
88
Instrumental variables
83
Stochastic process
75
Stochastischer Prozess
75
IV-Schätzung
72
Modellierung
69
Scientific modelling
69
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Undetermined
216
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43
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446
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87
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Article in journal
442
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442
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68
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68
Graue Literatur
63
Non-commercial literature
63
Collection of articles of several authors
7
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7
Conference paper
3
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3
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3
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English
533
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Phillips, Peter C. B.
48
Chen, Xiaohong
9
Linton, Oliver
9
Taylor, Robert
9
Koopman, Siem Jan
8
Werker, Bas J. M.
8
Leybourne, Stephen James
7
Li, Jia
7
Robinson, Peter M.
7
Wang, Qiying
7
Xiao, Zhijie
7
Einmahl, John H. J.
6
Gao, Jiti
6
Todorov, Viktor
6
Andersen, Torben
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Drost, Feike C.
5
Francq, Christian
5
Kim, Donggyu
5
Li, Degui
5
Li, Qi
5
Li, Yingying
5
Magnus, Jan R.
5
Perron, Pierre
5
Tauchen, George Eugene
5
Tu, Yundong
5
Yu, Jun
5
Zhu, Ke
5
Andrews, Donald W. K.
4
Franses, Philip Hans
4
Harvey, David I.
4
Johansen, Søren
4
Kristensen, Dennis
4
Liao, Zhipeng
4
Ng, Serena
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Shephard, Neil G.
4
Sun, Yixiao
4
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Center for Economic Research <Tilburg>
2
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Applied economics
Cowles Foundation discussion paper
Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
Econometric theory
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
181
Economics letters
179
Discussion paper / Tinbergen Institute
135
Econometric reviews
123
International journal of forecasting
74
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Applied economics letters
69
CREATES research paper
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Econometrics : open access journal
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Journal of forecasting
58
The econometrics journal
58
NBER Working Paper
55
Economic modelling
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Computational economics
48
Journal of the American Statistical Association : JASA
45
Journal of time series econometrics
43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
EUI working paper / ECO
39
NBER working paper series
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Journal of applied econometrics
35
Oxford bulletin of economics and statistics
35
Report / Econometric Institute, Erasmus University Rotterdam
33
Working paper / National Bureau of Economic Research, Inc.
33
Working paper
32
CEMMAP working papers / Centre for Microdata Methods and Practice
30
SFB 649 discussion paper
28
Technical working paper / National Bureau of Economic Research
28
Discussion paper / Department of Economics, University of California San Diego
27
Journal of empirical finance
27
NBER technical working paper series
27
Working paper series
27
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ECONIS (ZBW)
533
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
5
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
6
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
7
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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