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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric theory"
~person:"Bera, Anil K."
~person:"Linton, Oliver"
~person:"Werker, Bas J. M."
~subject:"Induktive Statistik"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Induktive Statistik
Estimation theory
39
Schätztheorie
39
Theorie
17
Theory
17
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Regression analysis
6
Regressionsanalyse
6
Statistical test
5
Statistischer Test
5
Statistical distribution
3
Statistische Verteilung
3
Volatility
3
Volatilität
3
Autocorrelation
2
Autokorrelation
2
Estimation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Ranking method
2
Ranking-Verfahren
2
Schätzung
2
Wahrscheinlichkeitsrechnung
2
ARMA model
1
ARMA-Modell
1
Bias
1
CAPM
1
Calyampudi Radhakrishna Rao
1
Cointegration
1
Cointegration model
1
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1
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English
9
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Bera, Anil K.
Linton, Oliver
Werker, Bas J. M.
Einmahl, John H. J.
8
Phillips, Peter C. B.
7
Cavaliere, Giuseppe
4
Chambers, Marcus J.
4
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Magnus, Jan R.
4
Zhang, Rongmao
4
Drost, Feike C.
3
Durbin, James
3
Gao, Jiti
3
Georgiev, Iliyan
3
Grégoir, Stéphane
3
He, Yi
3
Jong, Robert M. de
3
Li, Qi
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Taylor, Robert
3
Čížek, Pavel
3
Breitung, Jörg
2
Bugni, Federico A.
2
Chen Zhou
2
Chen, Haiqiang
2
Chen, Xiaohong
2
Fernández, Carmen
2
Francq, Christian
2
Franses, Philip Hans
2
Ghysels, Eric
2
Hahn, Jinyong
2
Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Econometric theory
Journal of econometrics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Cambridge working papers in economics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
3
CentER Discussion Paper Series
2
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2
Advances in futures and options research : a research annual
1
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1
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1
Cowles Foundation discussion paper
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
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Economics letters
1
Faculty working paper / Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois
1
Handbook of financial time series
1
Journal of economics and finance : JEF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
A new characterization of the normal distribution and test for normality
Bera, Anil K.
;
Galvão Júnior, Antônio Fialho
;
Wang, Liang
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1216-1252
Persistent link: https://www.econbiz.de/10011661739
Saved in:
2
Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
Saved in:
3
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
4
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
5
An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver
- In:
Econometric theory
13
(
1997
)
4
,
pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
Saved in:
6
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
7
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
8
Adaptive estimation in ARCH models
Linton, Oliver
- In:
Econometric theory
9
(
1993
)
4
,
pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
Saved in:
9
Information matrix test, parameter heterogeneity and arch : a synthesis
Bera, Anil K.
;
Lee, Sangkyu
-
1991
-
Rev.
Persistent link: https://www.econbiz.de/10000824219
Saved in:
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