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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Prognoseverfahren
Estimation theory
243
Schätztheorie
243
Zeitreihenanalyse
77
Theorie
54
Theory
54
Estimation
22
Schätzung
22
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Volatility
16
Volatilität
16
Cointegration
15
Kointegration
15
Stochastic process
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Stochastischer Prozess
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Regression analysis
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Regressionsanalyse
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USA
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United States
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Forecasting model
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ARCH model
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ARCH-Modell
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Statistical test
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Statistischer Test
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Bootstrap approach
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Bootstrap-Verfahren
11
Induktive Statistik
10
Statistical distribution
10
Statistical inference
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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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Working Paper
97
Graue Literatur
84
Non-commercial literature
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English
98
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Nielsen, Morten Ørregaard
11
Franses, Philip Hans
9
Johansen, Søren
7
Teräsvirta, Timo
6
Haan, Laurens de
4
Kristensen, Dennis
4
Ooms, Marius
4
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Dijk, Herman K. van
3
Hobijn, Bart
3
Kleibergen, Frank
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Stroeker, R. J.
3
Bennedsen, Mikkel
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Gupta, Y. P.
2
Hazewinkel, Michiel
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kloek, T.
2
Kruse, Robinson
2
Lee, Tae-hwy
2
Lucas, André
2
Medeiros, Marcelo C.
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Abrahamse, A. P. J.
1
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CREATES research paper
Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
381
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Econometric theory
174
Economics letters
161
International journal of forecasting
135
Discussion paper / Tinbergen Institute
128
Journal of forecasting
103
Econometric reviews
101
Working paper / Department of Econometrics and Business Statistics, Monash University
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Applied economics letters
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Cowles Foundation discussion paper
49
Econometrics : open access journal
49
Journal of the American Statistical Association : JASA
49
NBER Working Paper
47
The econometrics journal
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Applied economics
42
Journal of time series econometrics
42
Economic modelling
40
Computational economics
39
Discussion paper / Center for Economic Research, Tilburg University
37
Journal of applied econometrics
36
Journal of empirical finance
35
NBER working paper series
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
EUI working paper / ECO
33
Oxford bulletin of economics and statistics
32
Working paper
31
Discussion paper
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
SFB 649 discussion paper
28
Insurance / Mathematics & economics
27
Technical working paper / National Bureau of Economic Research
26
Working paper series
26
Finance research letters
25
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ECONIS (ZBW)
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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
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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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