//--> //--> //-->
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"
~person:"Nielsen, Morten Ørregaard"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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
Estimation
Time series analysis
Estimation theory
19
Schätztheorie
19
Zeitreihenanalyse
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Cluster analysis
5
Clusteranalyse
5
Regional cluster
5
Regionales Cluster
5
Clustered data
4
Cointegration
4
Kointegration
4
Wild cluster bootstrap
4
CRVE
3
Cluster-robust variance estimator
3
Fractional integration
3
Induktive Statistik
3
Robust inference
3
Statistical inference
3
Wild bootstrap
3
Conditional sum-of-squares
2
Einheitswurzeltest
2
Grouped data
2
Heteroscedasticity
2
Heteroskedastizität
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Quasi-maximum likelihood estimation
2
Schätzung
2
Theorie
2
Theory
2
Unit root test
2
Adaptive estimation
1
Backwardation
1
Bias
1
Cluster jackknife
1
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Article in journal
8
Language
All
English
8
Author
All
Nielsen, Morten Ørregaard
Phillips, Peter C. B.
37
Linton, Oliver
29
Gao, Jiti
22
Leybourne, Stephen James
21
Baltagi, Badi H.
20
Francq, Christian
19
Taylor, Robert
19
Kumbhakar, Subal
18
Zakoïan, Jean-Michel
18
Baillie, Richard
17
Cai, Zongwu
17
Li, Qi
17
Lütkepohl, Helmut
17
Teräsvirta, Timo
17
Johansen, Søren
16
Koop, Gary
16
Harvey, Andrew C.
15
Kapetanios, George
15
Su, Liangjun
15
Hassler, Uwe
14
Hendry, David F.
14
Kumar, Dilip
14
Pesaran, M. Hashem
14
Tauchen, George Eugene
14
Westerlund, Joakim
14
Xiao, Zhijie
14
Chambers, Marcus J.
13
Harvey, David I.
13
McAleer, Michael
13
Perron, Pierre
13
Bauwens, Luc
12
Demetrescu, Matei
12
Hsiao, Cheng
12
Robinson, Peter M.
12
White, Halbert
12
Zhu, Ke
12
Ghysels, Eric
11
Granger, C. W. J.
11
Lesage, James P.
11
Rahbek, Anders
11
more ...
less ...
Published in...
All
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
3
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
4
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
5
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
6
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
7
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
8
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->