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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:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
ARCH-Modell
Time series analysis
Volatilität
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
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 model
9
VAR-Modell
9
Sampling
8
Stichprobenerhebung
8
Correlation
7
Korrelation
7
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114
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Arbeitspapier
114
Working Paper
114
Graue Literatur
99
Non-commercial literature
99
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English
114
Author
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Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
9
Johansen, Søren
7
Kristensen, Dennis
5
Stock, James H.
5
Angrist, Joshua D.
4
Nelson, Daniel B.
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Abadie, Alberto
3
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kruse, Robinson
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rahbek, Anders
3
Santucci de Magistris, Paolo
3
Watson, Mark W.
3
West, Kenneth D.
3
Bennedsen, Mikkel
2
Callot, Laurent
2
Diebold, Francis X.
2
Elliott, Graham
2
Ergemen, Yunus Emre
2
Foster, Dean P.
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
Lee, Tae-hwy
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Nielsen, Bent
2
Pedersen, Rasmus Søndergaard
2
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National Bureau of Economic Research
1
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CREATES research paper
Technical working paper / National Bureau of Economic Research
Journal of econometrics
457
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
253
Econometric theory
207
Economics letters
187
International journal of forecasting
136
Discussion paper / Tinbergen Institute
122
Econometric reviews
111
Journal of forecasting
106
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Applied economics letters
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
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
59
The econometrics journal
57
Working paper / National Bureau of Economic Research, Inc.
57
The review of economics and statistics
55
Journal of empirical finance
54
Journal of the American Statistical Association : JASA
54
Applied economics
53
Econometrics : open access journal
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
NBER Working Paper
50
Cowles Foundation discussion paper
49
Economic modelling
49
NBER working paper series
47
Computational economics
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Journal of time series econometrics
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Oxford bulletin of economics and statistics
37
EUI working paper / ECO
35
SFB 649 discussion paper
34
Working paper
34
Discussion paper
33
Journal of banking & finance
33
Discussion paper / Department of Economics, University of California San Diego
31
Discussion paper / Center for Economic Research, Tilburg University
29
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ECONIS (ZBW)
114
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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
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:
10
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
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