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subject:"Prognoseverfahren"
subject:"Theorie"
~isPartOf:"CREATES research paper"
~subject:"Statistical inference"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Theorie
Statistical inference
Volatilität
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
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
USA
10
United States
10
Forecasting model
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
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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Online availability
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Free
46
Type of publication
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Book / Working Paper
46
Type of publication (narrower categories)
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Arbeitspapier
Sammlung
Graue Literatur
46
Non-commercial literature
46
Working Paper
46
Language
All
English
46
Author
All
Nielsen, Morten Ørregaard
5
MacKinnon, James G.
4
Teräsvirta, Timo
4
Kock, Anders Bredahl
3
Kristensen, Dennis
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Bennedsen, Mikkel
2
Callot, Laurent
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
Christensen, Kim
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Jansson, Michael
2
Kruse, Robinson
2
Lee, Tae-hwy
2
Lunde, Asger
2
Podolskij, Mark
2
Rossi, Eduardo
2
Veliyev, Bezirgen
2
Ventosa-Santaulària, Daniel
2
Veraart, Almut E. D.
2
Amado, Cristina
1
Barndorff-Nielsen, Ole E.
1
Bugni, Federico A.
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creel, Michael D.
1
Crump, Richard K.
1
Demetrescum, Matei
1
Djogbenou, Antoine A.
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Grassi, Stefano
1
Guégan, Dominique
1
Hall, Anthony D.
1
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Published in...
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CREATES research paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Discussion paper / Tinbergen Institute
116
Discussion paper / Center for Economic Research, Tilburg University
88
Working paper / National Bureau of Economic Research, Inc.
88
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
CORE discussion paper : DP
77
CEMMAP working papers / Centre for Microdata Methods and Practice
76
Discussion paper series / IZA
63
Cowles Foundation discussion paper
56
Technical working paper / National Bureau of Economic Research
56
Working paper series
55
SFB 649 discussion paper
46
Working paper
45
Working paper / Department of Econometrics and Business Statistics, Monash University
44
CESifo working papers
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Report / Econometric Institute, Erasmus University Rotterdam
39
Discussion paper
37
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
Discussion paper / Centre for Economic Policy Research
35
EUI working paper / ECO
32
Discussion paper / Department of Economics, University of Canterbury
31
Discussion paper / School of Economics, The University of New South Wales
28
Working papers / Rutgers University, Department of Economics
26
Discussion paper / Department of Economics, University of California San Diego
25
Finance and economics discussion series
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
25
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
24
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
24
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
22
Discussion paper / A
22
Discussion papers in economics
22
Umeå economic studies
22
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
22
Working papers in econometrics and applied statistics
22
Discussion paper / B
19
Documentos de trabajo / Banco de España, Servicio de Estudios
19
Dresdner Beiträge zu quantitativen Verfahren
18
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ECONIS (ZBW)
46
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
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:
5
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:
6
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
7
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:
8
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
9
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
10
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
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