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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Maximum-Likelihood-Schätzung
Statistical test
Estimation theory
518
Schätztheorie
518
Zeitreihenanalyse
174
Estimation
122
Schätzung
122
Theorie
113
Theory
112
Nichtparametrisches Verfahren
75
Nonparametric statistics
75
Regression analysis
62
Regressionsanalyse
62
Forecasting model
44
Prognoseverfahren
44
Panel
43
Panel study
43
Cointegration
41
Kointegration
41
Bayes-Statistik
32
Bayesian inference
32
Statistischer Test
32
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Volatility
29
Volatilität
29
ARCH model
22
ARCH-Modell
22
VAR model
22
VAR-Modell
22
Börsenkurs
19
Share price
19
Stochastic process
18
Stochastischer Prozess
18
Bootstrap approach
17
Bootstrap-Verfahren
17
Maximum likelihood estimation
17
Autocorrelation
16
Autokorrelation
16
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Free
77
Undetermined
74
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Book / Working Paper
112
Article
104
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Article in journal
105
Aufsatz in Zeitschrift
105
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94
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94
Graue Literatur
92
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Gao, Jiti
33
Hyndman, Rob J.
13
Peng, Bin
13
Maravall Herrero, Agustín
10
Martin, Gael M.
9
Poskitt, Donald Stephen
9
Dong, Chaohua
8
Gómez, Víctor
7
Yan, Yayi
6
Yang, Yanrong
5
Linton, Oliver
4
Maravall, Agustín
4
Mizon, Grayham E.
4
Pan, Guangming
4
Athanasopoulos, George
3
Cai, Biqing
3
Cheng, Tingting
3
Forbes, Catherine Scipione
3
Grose, Simone D.
3
Haldrup, Niels
3
Hendry, David F.
3
Koo, Bonsoo
3
Lee, Hyejin
3
Li, Degui
3
Lütkepohl, Helmut
3
Meng, Ming
3
Nadarajah, K.
3
Tjostheim, Dag
3
Vahid, Farshid
3
Agiakloglou, Christos N.
2
Baillie, Richard
2
Bera, Anil K.
2
Bergmeir, Christoph
2
Canova, Fabio
2
Dokumentov, Alexander
2
Fiorentini, Gabriele
2
Franses, Philip Hans
2
Frazier, David T.
2
Gong, Xiaodong
2
Huber, Martin
2
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European University Institute / Department of Economics
14
European University Institute / Department of Law
4
Published in...
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EUI working paper / ECO
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
519
Economics letters
209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
208
Econometric theory
205
Econometric reviews
155
Discussion paper / Tinbergen Institute
144
International journal of forecasting
75
The econometrics journal
75
CREATES research paper
72
CEMMAP working papers / Centre for Microdata Methods and Practice
69
Cowles Foundation discussion paper
69
Econometrics : open access journal
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
68
Applied economics letters
67
Journal of forecasting
62
Journal of the American Statistical Association : JASA
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
60
NBER Working Paper
59
Economic modelling
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
47
Applied economics
45
Computational economics
44
Discussion paper / Center for Economic Research, Tilburg University
44
Cowles Foundation Discussion Paper
43
Journal of time series econometrics
43
Discussion paper
38
Journal of applied econometrics
38
NBER working paper series
35
Working paper
35
Oxford bulletin of economics and statistics
33
NBER technical working paper series
32
Quantitative economics : QE ; journal of the Econometric Society
32
Insurance / Mathematics & economics
31
Journal of empirical finance
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Report / Econometric Institute, Erasmus University Rotterdam
29
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ECONIS (ZBW)
216
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1
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
4
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
5
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
6
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
7
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
8
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
9
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
10
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
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