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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Prognoseverfahren
Regressionsanalyse
Volatility
Estimation theory
243
Schätztheorie
243
Zeitreihenanalyse
77
Theorie
54
Theory
54
Estimation
22
Schätzung
22
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Volatilität
16
Cointegration
15
Kointegration
15
Stochastic process
15
Stochastischer Prozess
15
Regression analysis
14
USA
14
United States
14
Forecasting model
13
Ökonometrik
13
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Statistical distribution
10
Statistical inference
10
Statistische Verteilung
10
Wahrscheinlichkeitsrechnung
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Bayes-Statistik
8
Bayesian inference
8
Saisonale Schwankungen
8
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78
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114
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Arbeitspapier
113
Working Paper
113
Graue Literatur
96
Non-commercial literature
96
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English
114
Author
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Nielsen, Morten Ørregaard
11
Franses, Philip Hans
9
Teräsvirta, Timo
8
Johansen, Søren
7
Kristensen, Dennis
5
Haan, Laurens de
4
Ooms, Marius
4
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Dijk, Herman K. van
3
Gupta, Y. P.
3
Hillebrand, Eric
3
Hobijn, Bart
3
Kleibergen, Frank
3
Kruse, Robinson
3
Medeiros, Marcelo C.
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Stroeker, R. J.
3
Bennedsen, Mikkel
2
Callot, Laurent
2
Dijk, Dick van
2
Dubbelman, C.
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hazewinkel, Michiel
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kloek, T.
2
Kock, Anders Bredahl
2
Koerts, J.
2
Lee, Tae-hwy
2
Lucas, André
2
Lunde, Asger
2
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CREATES research paper
Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
647
Econometric theory
264
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Economics letters
257
Econometric reviews
170
Discussion paper / Tinbergen Institute
159
International journal of forecasting
137
Journal of the American Statistical Association : JASA
135
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
115
CEMMAP working papers / Centre for Microdata Methods and Practice
111
Journal of forecasting
108
The econometrics journal
98
Working paper / Department of Econometrics and Business Statistics, Monash University
91
NBER Working Paper
85
Cowles Foundation discussion paper
84
Applied economics letters
75
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
Econometrics : open access journal
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Economic modelling
66
NBER working paper series
63
Discussion paper / Center for Economic Research, Tilburg University
59
Discussion papers of interdisciplinary research project 373
59
Computational economics
56
European journal of operational research : EJOR
54
Journal of applied econometrics
54
Applied economics
51
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
50
Discussion paper
49
Journal of empirical finance
49
SFB 649 discussion paper
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Discussion paper series / IZA
48
Journal of time series econometrics
48
Working paper
48
Insurance / Mathematics & economics
44
Cowles Foundation Discussion Paper
43
Oxford bulletin of economics and statistics
42
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ECONIS (ZBW)
114
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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
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
9
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:
10
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
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