//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"CREATES research paper"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
~subject:"VAR model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
USA
ARCH-Modell
Time series analysis
VAR model
Estimation theory
227
Schätztheorie
227
Zeitreihenanalyse
81
Theorie
71
Theory
71
Estimation
27
Schätzung
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
United States
21
Volatility
18
Volatilität
18
Stochastic process
16
Stochastischer Prozess
16
Cointegration
15
Kointegration
15
ARCH model
13
Regression analysis
13
Regressionsanalyse
13
Statistical test
13
Statistischer Test
13
Bootstrap approach
12
Bootstrap-Verfahren
12
Forecasting model
11
Induktive Statistik
10
Statistical inference
10
Statistical theory
10
Statistische Methodenlehre
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
VAR-Modell
9
Sampling
8
Stichprobenerhebung
8
Correlation
7
Korrelation
7
more ...
less ...
Online availability
All
Free
84
Type of publication
All
Book / Working Paper
112
Type of publication (narrower categories)
All
Arbeitspapier
112
Working Paper
112
Graue Literatur
98
Non-commercial literature
98
Language
All
English
112
Author
All
Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
10
Johansen, Søren
8
Stock, James H.
5
Angrist, Joshua D.
4
Kristensen, Dennis
4
Taylor, Robert
4
Abadie, Alberto
3
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Nelson, Daniel B.
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rahbek, Anders
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Watson, Mark W.
3
West, Kenneth D.
3
Yang, Yukai
3
Bennedsen, Mikkel
2
Callot, Laurent
2
Diebold, Francis X.
2
Elliott, Graham
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Hualde, Javier
2
Imbens, Guido
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Krueger, Alan B.
2
Kruse, Robinson
2
Lee, Tae-hwy
2
Medeiros, Marcelo C.
2
Nielsen, Bent
2
Pedersen, Rasmus Søndergaard
2
Rossi, Eduardo
2
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
CREATES research paper
Technical working paper / National Bureau of Economic Research
Journal of econometrics
429
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
251
Econometric theory
204
Economics letters
182
International journal of forecasting
133
Discussion paper / Tinbergen Institute
119
Journal of forecasting
103
Econometric reviews
102
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Applied economics letters
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Journal of applied econometrics
58
The econometrics journal
56
The review of economics and statistics
56
Applied economics
54
Working paper / National Bureau of Economic Research, Inc.
53
Econometrics : open access journal
52
Journal of the American Statistical Association : JASA
52
Cowles Foundation discussion paper
48
Economic modelling
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
NBER Working Paper
45
Journal of empirical finance
44
Journal of time series econometrics
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Computational economics
41
NBER working paper series
40
Oxford bulletin of economics and statistics
40
Working paper
40
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Journal of banking & finance
34
Discussion paper
33
EUI working paper / ECO
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
SFB 649 discussion paper
32
Discussion paper / Department of Economics, University of California San Diego
30
Discussion paper / Center for Economic Research, Tilburg University
28
more ...
less ...
Source
All
ECONIS (ZBW)
112
Showing
1
-
10
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
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:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
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:
9
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->