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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Statistical distribution"
~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
Statistical distribution
Theorie
Estimation theory
242
Schätztheorie
242
Zeitreihenanalyse
77
Theory
54
Estimation
22
Schätzung
22
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Volatility
16
Volatilität
16
Cointegration
15
Kointegration
15
Stochastic process
15
Stochastischer Prozess
15
Regression analysis
14
Regressionsanalyse
14
USA
14
United States
14
Forecasting model
13
Prognoseverfahren
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 inference
10
Statistische Verteilung
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Wahrscheinlichkeitsrechnung
9
Bayes-Statistik
8
Bayesian inference
8
Saisonale Schwankungen
8
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71
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Book / Working Paper
123
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Collection of articles of several authors
Working Paper
Arbeitspapier
123
Graue Literatur
107
Non-commercial literature
107
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English
123
Author
All
Franses, Philip Hans
15
Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Dijk, Dick van
5
Kleibergen, Frank
5
Kristensen, Dennis
5
Dijk, Herman K. van
4
Haan, Laurens de
4
Kloek, T.
4
Ooms, Marius
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Dijk, H. K. van
3
Drees, Holger
3
Hobijn, Bart
3
Kruse, Robinson
3
Parra-Alvarez, Juan Carlos
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Gupta, Y. P.
2
Haan, L. de
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
Nielsen, Bent
2
Posch, Olaf
2
Scherrer, Wolfgang
2
Seong, Dakyung
2
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CREATES research paper
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
177
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Discussion paper / Center for Economic Research, Tilburg University
106
Working paper / National Bureau of Economic Research, Inc.
101
CORE discussion paper : DP
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Working paper / Department of Econometrics and Business Statistics, Monash University
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
Technical working paper / National Bureau of Economic Research
68
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
Working paper series
64
Cowles Foundation discussion paper
63
SFB 649 discussion paper
61
CEMMAP working papers / Centre for Microdata Methods and Practice
58
Discussion paper series / IZA
58
Working paper
47
CESifo working papers
40
Discussion paper
40
Discussion paper / Tinbergen Institute / Tinbergen Institute
38
Discussion paper / Centre for Economic Policy Research
35
Discussion papers of interdisciplinary research project 373
32
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
Finance and economics discussion series
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
28
Discussion paper / Department of Economics, University of California San Diego
27
Working papers / Rutgers University, Department of Economics
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 paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
22
Documentos de trabajo / Banco de España, Servicio de Estudios
22
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
22
Working papers in economics and econometrics
22
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ECONIS (ZBW)
123
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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
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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
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
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
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
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