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subject:"Prognoseverfahren"
subject:"Theorie"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~subject:"ARCH model"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical inference"
~subject:"Statistische Verteilung"
~type_genre:"Arbeitspapier"
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Prognoseverfahren
Theorie
ARCH model
Maximum-Likelihood-Schätzung
Statistical inference
Statistische Verteilung
Estimation theory
137
Schätztheorie
137
Time series analysis
59
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-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
USA
10
United States
10
Forecasting model
9
Maximum likelihood estimation
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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Book / Working Paper
53
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Arbeitspapier
Graue Literatur
53
Non-commercial literature
53
Working Paper
53
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English
53
Author
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Nielsen, Morten Ørregaard
7
Teräsvirta, Timo
5
MacKinnon, James G.
4
Hillebrand, Eric
3
Kock, Anders Bredahl
3
Rahbek, Anders
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Veraart, Almut E. D.
3
Bennedsen, Mikkel
2
Callot, Laurent
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
Cavaliere, Giuseppe
2
Christensen, Kim
2
Grassi, Stefano
2
Jansson, Michael
2
Kristensen, Dennis
2
Kruse, Robinson
2
Lee, Tae-hwy
2
Lunde, Asger
2
Parra-Alvarez, Juan Carlos
2
Pedersen, Rasmus Søndergaard
2
Podolskij, Mark
2
Posch, Olaf
2
Rossi, Eduardo
2
Taylor, Robert
2
Ventosa-Santaulària, Daniel
2
Wang, Mu-Chun
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Bohn Nielsen, Heino
1
Bugni, Federico A.
1
Callot, Laurent A. F.
1
Catani, Paul
1
Creel, Michael D.
1
Crump, Richard K.
1
Demetrescu, Matei
1
Demetrescum, Matei
1
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
94
Discussion paper / Tinbergen Institute
77
Discussion paper series / IZA
72
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
Cowles Foundation discussion paper
49
SFB 649 discussion paper
48
Working paper / National Bureau of Economic Research, Inc.
40
Working paper / Department of Econometrics and Business Statistics, Monash University
37
Discussion paper / Center for Economic Research, Tilburg University
35
CESifo working papers
34
Discussion papers of interdisciplinary research project 373
24
Discussion paper
23
Technical working paper / National Bureau of Economic Research
19
Finance and economics discussion series
18
Working paper
18
Working papers
18
KBI
17
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
17
Working papers / TSE : WP
16
CORE discussion papers : DP
14
ECARES working paper
14
Working papers series in theoretical and applied economics
14
Cambridge working papers in economics
13
Working papers / Rutgers University, Department of Economics
13
Cardiff economics working papers
12
Série des documents de travail
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Economics working paper
11
Memorandum / Department of Economics, University of Oslo
11
Queen's Economics Department working paper
10
Working paper series
10
CEMFI working paper
9
Econometric Institute research papers
9
Massachusetts Institute of Technology Department of Economics working paper series : working paper
9
Working paper series / European Central Bank
9
Working papers / Department of Economics, The Johns Hopkins University
9
ZEW discussion papers
9
CORE discussion paper : DP
8
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ECONIS (ZBW)
53
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1
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:
2
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
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:
6
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:
7
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
8
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
9
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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