//--> //--> //--> //-->
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"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Time series analysis"
~subject:"Volatility"
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
Forecasting model
Time series analysis
Volatility
Estimation theory
137
Schätztheorie
137
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
United States
10
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
more ...
less ...
Online availability
All
Free
80
Type of publication
All
Book / Working Paper
80
Type of publication (narrower categories)
All
Arbeitspapier
80
Graue Literatur
80
Non-commercial literature
80
Working Paper
80
Language
All
English
80
Author
All
Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
9
Johansen, Søren
7
Kristensen, Dennis
5
Silvennoinen, Annastiina
4
Taylor, Robert
4
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
Bennedsen, Mikkel
2
Callot, Laurent
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Nielsen, Bent
2
Pedersen, Rasmus Søndergaard
2
Rossi, Eduardo
2
Seong, Dakyung
2
Veraart, Almut E. D.
2
Yang, Yukai
2
Amado, Cristina
1
Barndorff-Nielsen, Ole E.
1
Berenguer-Rico, Vanessa
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
more ...
less ...
Published in...
All
CREATES research paper
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
63
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
Technical working paper / National Bureau of Economic Research
34
Working paper
34
Discussion paper
33
Journal of banking & finance
33
Discussion paper / Department of Economics, University of California San Diego
31
Finance research letters
30
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
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
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
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->