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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Cointegration"
~subject:"Regression analysis"
~type_genre:"Aufsatz im Buch"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Cointegration
Regression analysis
Estimation theory
26
Schätztheorie
26
Zeitreihenanalyse
14
Kointegration
7
Bootstrap approach
6
Bootstrap-Verfahren
6
ARCH model
4
ARCH-Modell
4
Statistical test
4
Statistischer Test
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Theorie
3
Theory
3
VAR model
3
VAR-Modell
3
Autocorrelation
2
Autokorrelation
2
Bootstrap
2
Modellierung
2
Private consumption
2
Privater Konsum
2
Rational expectations
2
Rationale Erwartung
2
Regressionsanalyse
2
Robust statistics
2
Robustes Verfahren
2
Scientific modelling
2
1-step Huber-skip
1
1965-2008
1
Abstract
1
Adjustment coefficients
1
Analysis of variance
1
Asymptotic Theory
1
Asymptotic theory
1
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19
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Aufsatz im Buch
Graue Literatur
Arbeitspapier
19
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19
Working Paper
19
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English
19
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Johansen, Søren
10
Rahbek, Anders
6
Nielsen, Bent
4
Bohn Nielsen, Heino
3
Cavaliere, Giuseppe
3
Kristensen, Dennis
2
Swensen, Anders Rygh
2
Berenguer-Rico, Vanessa
1
Franchi, Massimo
1
Gatarek, Lukasz
1
Hetland, Simon Thinggaard
1
Kurita, Takamitsu
1
Nielsen, Morten Ørregaard
1
Nyboe Tabor, Morten
1
Pedersen, Rasmus Søndergaard
1
Perera, Indeewara
1
Sørensen, Jesper R.-V.
1
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Discussion papers / Department of Economics, University of Copenhagen
Discussion paper / Tinbergen Institute
128
CEMMAP working papers / Centre for Microdata Methods and Practice
107
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
94
Working paper / Department of Econometrics and Business Statistics, Monash University
80
CREATES research paper
76
Cowles Foundation discussion paper
61
Discussion papers of interdisciplinary research project 373
60
Discussion paper series / IZA
45
SFB 649 discussion paper
42
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Discussion paper / Center for Economic Research, Tilburg University
39
Working paper
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
35
CESifo working papers
32
KBI
30
Working paper series
29
Discussion paper
26
Working papers / TSE : WP
25
Working paper / National Bureau of Economic Research, Inc.
23
EUI working paper / ECO
20
Umeå economic studies
20
Working papers series in theoretical and applied economics
20
Economics discussion papers
19
Queen's Economics Department working paper
19
Série des documents de travail
19
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
18
Econometrics papers
18
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
17
Report / Econometric Institute, Erasmus University Rotterdam
17
Working paper series / Department of Economics, University of Missouri-Columbia
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
15
Documentos de trabajo / Banco de España, Servicio de Estudios
14
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
14
Working papers
14
CAMA working paper series
13
Discussion paper / Tinbergen Institute / Tinbergen Institute
13
Technical working paper / National Bureau of Economic Research
13
Cambridge working papers in economics
12
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
12
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
3
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
4
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
5
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
6
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
7
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
8
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
9
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011625471
Saved in:
10
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011625538
Saved in:
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