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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Working papers / Rutgers University, Department of Economics"
~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
275
Schätztheorie
275
Zeitreihenanalyse
87
Theory
74
Estimation
27
Schätzung
27
Forecasting model
24
Prognoseverfahren
24
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Volatility
20
Volatilität
20
USA
18
United States
18
Stochastic process
17
Stochastischer Prozess
17
Bootstrap approach
16
Bootstrap-Verfahren
16
Regression analysis
16
Regressionsanalyse
16
Cointegration
15
Kointegration
15
ARCH model
13
ARCH-Modell
13
Ökonometrik
13
Statistical distribution
12
Statistical test
12
Statistische Verteilung
12
Statistischer Test
12
Induktive Statistik
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Modellierung
10
Scientific modelling
10
Statistical inference
10
Bayes-Statistik
9
Bayesian inference
9
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Free
79
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Book / Working Paper
137
Type of publication (narrower categories)
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Collection of articles of several authors
Working Paper
Arbeitspapier
137
Graue Literatur
125
Non-commercial literature
125
Reprint
1
Systematic review
1
Übersichtsarbeit
1
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English
137
Author
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Swanson, Norman R.
19
Franses, Philip Hans
15
Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Corradi, Valentina
6
Teräsvirta, Timo
6
Chao, John C.
5
Dijk, Dick van
5
Kleibergen, Frank
5
Dijk, Herman K. van
4
Haan, Laurens de
4
Kristensen, Dennis
4
Ooms, Marius
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Armah, Nii Ayi
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Drees, Holger
3
Hobijn, Bart
3
Kruse, Robinson
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Gupta, Y. P.
2
Hausman, Jerry A.
2
Hazewinkel, Michiel
2
Heij, Christiaan
2
Hualde, Javier
2
Huang, Xin
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Korenok, Oleg
2
Lucas, André
2
Newey, Whitney K.
2
Nielsen, Bent
2
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Rutgers University / Department of Economics
5
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CREATES research paper
Report / Econometric Institute, Erasmus University Rotterdam
Working papers / Rutgers University, Department of Economics
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
EUI working paper / ECO
32
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
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)
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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
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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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