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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Cointegration
Estimation theory
137
Schätztheorie
137
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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68
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68
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Arbeitspapier
68
Graue Literatur
68
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68
Working Paper
68
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English
Author
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Nielsen, Morten Ørregaard
12
Johansen, Søren
9
Teräsvirta, Timo
7
Kristensen, Dennis
5
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Christensen, Bent Jesper
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Rahbek, Anders
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bohn Nielsen, Heino
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Carlini, Federico
1
Casas, Isabel
1
Catani, Paul
1
Cho, Jin Seo
1
Dahl, Christian M.
1
Dobrev, Dobrislav
1
Franchi, Massimo
1
Frederiksen, Per
1
Gao, Jiti
1
Gatarek, Lukasz
1
Gijbels, Irène
1
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CREATES research paper
Journal of econometrics
361
Econometric theory
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
159
Discussion paper / Tinbergen Institute
123
Econometric reviews
110
International journal of forecasting
73
Working paper / Department of Econometrics and Business Statistics, Monash University
72
Applied economics letters
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Journal of forecasting
56
Econometrics : open access journal
54
Cowles Foundation discussion paper
51
The econometrics journal
46
NBER Working Paper
44
Applied economics
42
Economic modelling
42
Journal of time series econometrics
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of the American Statistical Association : JASA
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
EUI working paper / ECO
37
Discussion paper / Center for Economic Research, Tilburg University
36
Journal of applied econometrics
34
Computational economics
33
Oxford bulletin of economics and statistics
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
NBER working paper series
29
Report / Econometric Institute, Erasmus University Rotterdam
29
SFB 649 discussion paper
27
Working paper
27
Journal of empirical finance
26
LSE STICERD Research Paper
26
Working paper series
26
Cowles Foundation Discussion Paper
25
Discussion paper / Centre for Economic Forecasting
25
Discussion paper / Department of Economics, University of California San Diego
25
Technical working paper / National Bureau of Economic Research
25
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ECONIS (ZBW)
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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
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
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
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
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