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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Prognoseverfahren
Theory
Volatility
Estimation theory
137
Schätztheorie
137
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Stochastic process
15
Stochastischer Prozess
15
Volatilität
15
Cointegration
14
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
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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78
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78
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Arbeitspapier
78
Graue Literatur
78
Non-commercial literature
78
Working Paper
78
Language
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English
78
Author
All
Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
8
Johansen, Søren
7
Kristensen, Dennis
5
Kruse, Robinson
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Silvennoinen, Annastiina
3
Bennedsen, Mikkel
2
Callot, Laurent
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Nielsen, Bent
2
Seong, Dakyung
2
Sibbertsen, Philipp
2
Veraart, Almut E. D.
2
Yang, Yukai
2
Amado, Cristina
1
Barndorff-Nielsen, Ole E.
1
Berenguer-Rico, Vanessa
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Casas, Isabel
1
Catani, Paul
1
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CREATES research paper
Journal of econometrics
737
Economics letters
487
Econometric theory
406
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
326
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
247
Econometric reviews
215
Discussion paper / Tinbergen Institute
182
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Journal of applied econometrics
146
Journal of quantitative economics : official journal of the Indian Econometric Society
139
International journal of forecasting
138
The review of economics and statistics
124
Oxford bulletin of economics and statistics
117
Journal of forecasting
108
Working paper / National Bureau of Economic Research, Inc.
101
Discussion paper / Center for Economic Research, Tilburg University
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
94
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
86
Applied economics
83
CORE discussion paper : DP
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Cowles Foundation discussion paper
80
Statistical papers
80
The econometrics journal
80
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
71
Technical working paper / National Bureau of Economic Research
70
Working paper series
66
The review of economic studies
64
Applied economics letters
61
SFB 649 discussion paper
61
International economic review
60
Metrika : international journal for theoretical and applied statistics
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Annales d'économie et de statistique
57
Economic modelling
57
Discussion paper series / IZA
56
Journal of the American Statistical Association : JASA
56
Working paper
56
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ECONIS (ZBW)
78
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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
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
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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