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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Theorie"
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Theorie
Estimation theory
282
Schätztheorie
282
Zeitreihenanalyse
93
Theory
84
Estimation
23
Schätzung
23
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Cointegration
18
Kointegration
18
Volatility
18
Volatilität
18
Forecasting model
16
Prognoseverfahren
16
Stochastic process
16
Stochastischer Prozess
16
USA
15
United States
15
Regression analysis
14
Regressionsanalyse
14
ARCH model
13
ARCH-Modell
13
Ökonometrik
13
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Statistical distribution
11
Statistische Verteilung
11
Induktive Statistik
10
Saisonale Schwankungen
10
Seasonal variations
10
Statistical inference
10
Wahrscheinlichkeitsrechnung
10
VAR model
9
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Free
70
Type of publication
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Book / Working Paper
146
Type of publication (narrower categories)
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Collection of articles of several authors
Working Paper
Arbeitspapier
146
Graue Literatur
134
Non-commercial literature
134
Language
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English
146
Author
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Franses, Philip Hans
16
Nielsen, Morten Ørregaard
11
Maravall Herrero, Agustín
10
Johansen, Søren
9
Gómez, Víctor
6
Teräsvirta, Timo
6
Dijk, Dick van
5
Kleibergen, Frank
5
Dijk, Herman K. van
4
Haan, Laurens de
4
Kristensen, Dennis
4
Ooms, Marius
4
Proietti, Tommaso
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Drees, Holger
3
Hobijn, Bart
3
Kruse, Robinson
3
Podolskij, Mark
3
Rossi, Eduardo
3
Andersen, Torben
2
Banerjee, Anindya
2
Ehrbeck, Tilman
2
Ergemen, Yunus Emre
2
Fiorentini, Gabriele
2
Grassi, Stefano
2
Gupta, Y. P.
2
Haldrup, Niels
2
Hazewinkel, Michiel
2
Heij, Christiaan
2
Hualde, Javier
2
Huang, Xin
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Lucas, André
2
Lütkepohl, Helmut
2
Monfardini, Chiara
2
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European University Institute / Department of Economics
20
European University Institute / Department of Law
3
Published in...
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CREATES research paper
EUI working paper / ECO
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
167
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Working paper / National Bureau of Economic Research, Inc.
101
Discussion paper / Center for Economic Research, Tilburg University
97
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
CORE discussion paper : DP
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Technical working paper / National Bureau of Economic Research
68
Working paper series
63
Cowles Foundation discussion paper
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
59
SFB 649 discussion paper
58
Discussion paper series / IZA
53
Working paper
45
CEMMAP working papers / Centre for Microdata Methods and Practice
41
CESifo working papers
39
Discussion paper
38
Discussion paper / Tinbergen Institute / Tinbergen Institute
38
Discussion paper / Centre for Economic Policy Research
35
Discussion paper / Department of Economics, University of Canterbury
31
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
29
Discussion paper / School of Economics, The University of New South Wales
28
Discussion papers in economics
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
28
Discussion paper / Department of Economics, University of California San Diego
27
Finance and economics discussion series
25
Working papers in econometrics and applied statistics
25
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
24
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
23
Working papers / Rutgers University, Department of Economics
23
Discussion paper / A
22
Discussion papers of interdisciplinary research project 373
22
Documentos de trabajo / Banco de España, Servicio de Estudios
22
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
21
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
21
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
20
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ECONIS (ZBW)
146
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
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:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
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:
9
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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