//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Prognoseverfahren"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Prognoseverfahren
Volatility
Estimation theory
240
Schätztheorie
240
Zeitreihenanalyse
109
Estimation
51
Schätzung
51
Volatilität
32
ARCH model
29
ARCH-Modell
29
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Cointegration
27
Kointegration
27
Regression analysis
24
Regressionsanalyse
24
Stochastic process
24
Stochastischer Prozess
24
Statistical test
23
Statistischer Test
23
Theorie
21
Theory
21
Forecasting model
17
USA
15
United States
15
VAR model
15
VAR-Modell
15
Bootstrap approach
14
Bootstrap-Verfahren
14
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Nichtlineare Regression
13
Nonlinear regression
13
Capital income
12
Induktive Statistik
12
Kapitaleinkommen
12
Statistical distribution
12
Statistical inference
12
Statistische Verteilung
12
more ...
less ...
Online availability
All
Free
73
Undetermined
56
Type of publication
All
Book / Working Paper
73
Article
56
Type of publication (narrower categories)
All
Arbeitspapier
72
Graue Literatur
72
Non-commercial literature
72
Working Paper
72
Article in journal
56
Aufsatz in Zeitschrift
56
Language
All
English
129
Author
All
Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
10
Johansen, Søren
7
Kristensen, Dennis
5
Kruse, Robinson
4
Proietti, Tommaso
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Podolskij, Mark
3
Santucci de Magistris, Paolo
3
Bennedsen, Mikkel
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Hualde, Javier
2
Iglesias, Emma M.
2
Kanaya, Shin
2
Kang, Jian
2
Kristensen, Johannes Tang
2
Lahiri, Kajal
2
Lee, Tae-hwy
2
Li, Jing
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Ventosa-Santaulària, Daniel
2
Veraart, Almut E. D.
2
Yang, Yukai
2
Abbara, Omar
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Barndorff-Nielsen, Ole E.
1
more ...
less ...
Published in...
All
CREATES research paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
437
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Econometric theory
183
Economics letters
178
International journal of forecasting
135
Discussion paper / Tinbergen Institute
134
Econometric reviews
111
Journal of forecasting
104
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
Applied economics letters
59
NBER Working Paper
53
Econometrics : open access journal
52
Journal of the American Statistical Association : JASA
52
The econometrics journal
52
Cowles Foundation discussion paper
51
Economic modelling
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Journal of empirical finance
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Applied economics
43
Computational economics
43
Journal of time series econometrics
43
Discussion paper / Center for Economic Research, Tilburg University
39
Journal of applied econometrics
39
NBER working paper series
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
EUI working paper / ECO
36
SFB 649 discussion paper
33
Oxford bulletin of economics and statistics
32
Report / Econometric Institute, Erasmus University Rotterdam
32
Discussion paper
31
Working paper
31
Working paper / National Bureau of Economic Research, Inc.
30
Finance research letters
28
Technical working paper / National Bureau of Economic Research
28
Insurance / Mathematics & economics
27
more ...
less ...
Source
All
ECONIS (ZBW)
129
Showing
1
-
10
of
129
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
7
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
8
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:
9
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->