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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~language:"eng"
~language:"ita"
~subject:"Bruttoinlandsprodukt"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Bruttoinlandsprodukt
Estimation theory
352
Schätztheorie
352
Zeitreihenanalyse
95
Regression analysis
86
Regressionsanalyse
86
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Theorie
49
Theory
49
Statistical test
34
Statistischer Test
34
Estimation
31
Schätzung
31
Robust statistics
30
Robustes Verfahren
30
Volatility
20
Volatilität
20
Bootstrap approach
16
Bootstrap-Verfahren
16
Forecasting model
16
Prognoseverfahren
16
Stochastic process
16
Stochastischer Prozess
16
Statistical distribution
15
Statistische Verteilung
15
Autocorrelation
14
Autokorrelation
14
Cointegration
14
Kleinste-Quadrate-Methode
14
Kointegration
14
Least squares method
14
ARCH model
13
ARCH-Modell
13
Nichtlineare Regression
13
Nonlinear regression
13
USA
13
United States
13
Correlation
12
Heteroscedasticity
12
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98
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93
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92
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92
Forschungsbericht
5
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Nielsen, Morten Ørregaard
11
Sibbertsen, Philipp
8
Johansen, Søren
7
Dette, Holger
6
Fried, Roland
6
Teräsvirta, Timo
6
Gather, Ursula
5
Krämer, Walter
5
Christensen, Kim
4
Kristensen, Dennis
4
Steland, Ansgar
4
Taylor, Robert
4
Becker, Claudia
3
Cavaliere, Giuseppe
3
Podolskij, Mark
3
Proietti, Tommaso
3
Runde, Ralf
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Braess, Dietrich
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Ploberger, Werner
2
Rossi, Eduardo
2
Scheffner, Axel
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Venetis, Ioannis
2
Yang, Yukai
2
Bachmann, Dirk
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Berke, Olaf
1
Bernholt, Thorsten
1
Bischl, Bernd
1
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CREATES research paper
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
331
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
Economics letters
148
Discussion paper / Tinbergen Institute
116
Econometric reviews
97
International journal of forecasting
72
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of forecasting
55
Applied economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Econometrics : open access journal
48
NBER Working Paper
44
Cowles Foundation discussion paper
43
The econometrics journal
40
Journal of time series econometrics
39
Journal of the American Statistical Association : JASA
38
Applied economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Economic modelling
35
Computational economics
33
Discussion paper / Center for Economic Research, Tilburg University
33
Journal of applied econometrics
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
EUI working paper / ECO
31
Report / Econometric Institute, Erasmus University Rotterdam
29
NBER working paper series
28
SFB 649 discussion paper
27
Oxford bulletin of economics and statistics
26
Journal of empirical finance
25
Technical working paper / National Bureau of Economic Research
25
Working paper
25
NBER technical working paper series
24
Working paper series
24
LSE STICERD Research Paper
23
Umeå economic studies
23
Discussion paper
22
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ECONIS (ZBW)
98
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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
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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