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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~subject:"Theorie"
~subject:"VAR model"
~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
Theorie
VAR model
Estimation theory
137
Schätztheorie
137
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
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
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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71
Type of publication
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Book / Working Paper
71
Type of publication (narrower categories)
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Collection of articles of several authors
Working Paper
Arbeitspapier
71
Graue Literatur
71
Non-commercial literature
71
Language
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English
71
Author
All
Nielsen, Morten Ørregaard
11
Johansen, Søren
8
Teräsvirta, Timo
8
Kristensen, Dennis
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kruse, Robinson
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Yang, Yukai
3
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Nielsen, Bent
2
Seong, Dakyung
2
Sibbertsen, Philipp
2
Silvennoinen, Annastiina
2
Barndorff-Nielsen, Ole E.
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bohn Nielsen, Heino
1
Bunzel, Helle
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Casas, Isabel
1
Catani, Paul
1
Cattaneo, Matias D.
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Crump, Richard K.
1
Dahl, Christian M.
1
Dobrev, Dobrislav
1
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CREATES research paper
Discussion paper / Tinbergen Institute
170
Série des documents de travail / Centre de Recherche en Économie et Statistique
163
Working paper / National Bureau of Economic Research, Inc.
101
Discussion paper / Center for Economic Research, Tilburg University
97
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
CORE discussion paper : DP
83
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
Working paper series
64
Cowles Foundation discussion paper
60
SFB 649 discussion paper
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
59
Discussion paper series / IZA
54
Working paper
52
CESifo working papers
48
Report / Econometric Institute, Erasmus University Rotterdam
48
CEMMAP working papers / Centre for Microdata Methods and Practice
43
Discussion paper
38
Discussion paper / Tinbergen Institute / Tinbergen Institute
38
Discussion paper / Centre for Economic Policy Research
37
EUI working paper / ECO
33
Discussion paper / Department of Economics, University of Canterbury
31
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
30
Discussion paper / School of Economics, The University of New South Wales
28
Discussion papers in economics
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
28
Discussion paper / Department of Economics, University of California San Diego
27
Discussion papers / Deutsches Institut für Wirtschaftsforschung
27
Discussion papers of interdisciplinary research project 373
26
Finance and economics discussion series
26
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
Working papers / Rutgers University, Department of Economics
23
Discussion paper / A
22
Documentos de trabajo / Banco de España, Servicio de Estudios
22
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
21
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
21
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ECONIS (ZBW)
71
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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
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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